NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.185 |
3.158 |
-0.027 |
-0.8% |
3.102 |
| High |
3.221 |
3.201 |
-0.020 |
-0.6% |
3.135 |
| Low |
3.134 |
3.138 |
0.004 |
0.1% |
3.020 |
| Close |
3.147 |
3.195 |
0.048 |
1.5% |
3.111 |
| Range |
0.087 |
0.063 |
-0.024 |
-27.6% |
0.115 |
| ATR |
0.074 |
0.073 |
-0.001 |
-1.1% |
0.000 |
| Volume |
15,308 |
18,116 |
2,808 |
18.3% |
70,221 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.367 |
3.344 |
3.230 |
|
| R3 |
3.304 |
3.281 |
3.212 |
|
| R2 |
3.241 |
3.241 |
3.207 |
|
| R1 |
3.218 |
3.218 |
3.201 |
3.230 |
| PP |
3.178 |
3.178 |
3.178 |
3.184 |
| S1 |
3.155 |
3.155 |
3.189 |
3.167 |
| S2 |
3.115 |
3.115 |
3.183 |
|
| S3 |
3.052 |
3.092 |
3.178 |
|
| S4 |
2.989 |
3.029 |
3.160 |
|
|
| 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 |
6.3% |
0.069 |
2.2% |
87% |
False |
False |
15,478 |
| 10 |
3.221 |
3.020 |
0.201 |
6.3% |
0.065 |
2.0% |
87% |
False |
False |
15,082 |
| 20 |
3.283 |
3.020 |
0.263 |
8.2% |
0.065 |
2.0% |
67% |
False |
False |
13,310 |
| 40 |
3.391 |
2.969 |
0.422 |
13.2% |
0.074 |
2.3% |
54% |
False |
False |
11,357 |
| 60 |
3.391 |
2.946 |
0.445 |
13.9% |
0.071 |
2.2% |
56% |
False |
False |
9,746 |
| 80 |
3.391 |
2.927 |
0.464 |
14.5% |
0.069 |
2.1% |
58% |
False |
False |
8,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.469 |
|
2.618 |
3.366 |
|
1.618 |
3.303 |
|
1.000 |
3.264 |
|
0.618 |
3.240 |
|
HIGH |
3.201 |
|
0.618 |
3.177 |
|
0.500 |
3.170 |
|
0.382 |
3.162 |
|
LOW |
3.138 |
|
0.618 |
3.099 |
|
1.000 |
3.075 |
|
1.618 |
3.036 |
|
2.618 |
2.973 |
|
4.250 |
2.870 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.187 |
3.185 |
| PP |
3.178 |
3.176 |
| S1 |
3.170 |
3.166 |
|