NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.141 |
3.185 |
0.044 |
1.4% |
3.102 |
| High |
3.189 |
3.221 |
0.032 |
1.0% |
3.135 |
| Low |
3.111 |
3.134 |
0.023 |
0.7% |
3.020 |
| Close |
3.178 |
3.147 |
-0.031 |
-1.0% |
3.111 |
| Range |
0.078 |
0.087 |
0.009 |
11.5% |
0.115 |
| ATR |
0.073 |
0.074 |
0.001 |
1.4% |
0.000 |
| Volume |
11,509 |
15,308 |
3,799 |
33.0% |
70,221 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.428 |
3.375 |
3.195 |
|
| R3 |
3.341 |
3.288 |
3.171 |
|
| R2 |
3.254 |
3.254 |
3.163 |
|
| R1 |
3.201 |
3.201 |
3.155 |
3.184 |
| PP |
3.167 |
3.167 |
3.167 |
3.159 |
| S1 |
3.114 |
3.114 |
3.139 |
3.097 |
| S2 |
3.080 |
3.080 |
3.131 |
|
| S3 |
2.993 |
3.027 |
3.123 |
|
| S4 |
2.906 |
2.940 |
3.099 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.434 |
3.387 |
3.174 |
|
| R3 |
3.319 |
3.272 |
3.143 |
|
| R2 |
3.204 |
3.204 |
3.132 |
|
| R1 |
3.157 |
3.157 |
3.122 |
3.181 |
| PP |
3.089 |
3.089 |
3.089 |
3.100 |
| S1 |
3.042 |
3.042 |
3.100 |
3.066 |
| S2 |
2.974 |
2.974 |
3.090 |
|
| S3 |
2.859 |
2.927 |
3.079 |
|
| S4 |
2.744 |
2.812 |
3.048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.221 |
3.020 |
0.201 |
6.4% |
0.067 |
2.1% |
63% |
True |
False |
14,715 |
| 10 |
3.221 |
3.020 |
0.201 |
6.4% |
0.064 |
2.0% |
63% |
True |
False |
14,859 |
| 20 |
3.283 |
3.020 |
0.263 |
8.4% |
0.066 |
2.1% |
48% |
False |
False |
12,838 |
| 40 |
3.391 |
2.969 |
0.422 |
13.4% |
0.074 |
2.3% |
42% |
False |
False |
11,064 |
| 60 |
3.391 |
2.946 |
0.445 |
14.1% |
0.071 |
2.3% |
45% |
False |
False |
9,506 |
| 80 |
3.391 |
2.927 |
0.464 |
14.7% |
0.069 |
2.2% |
47% |
False |
False |
8,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.591 |
|
2.618 |
3.449 |
|
1.618 |
3.362 |
|
1.000 |
3.308 |
|
0.618 |
3.275 |
|
HIGH |
3.221 |
|
0.618 |
3.188 |
|
0.500 |
3.178 |
|
0.382 |
3.167 |
|
LOW |
3.134 |
|
0.618 |
3.080 |
|
1.000 |
3.047 |
|
1.618 |
2.993 |
|
2.618 |
2.906 |
|
4.250 |
2.764 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.178 |
3.150 |
| PP |
3.167 |
3.149 |
| S1 |
3.157 |
3.148 |
|