NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.117 |
3.067 |
-0.050 |
-1.6% |
3.146 |
| High |
3.122 |
3.126 |
0.004 |
0.1% |
3.237 |
| Low |
3.088 |
3.058 |
-0.030 |
-1.0% |
3.088 |
| Close |
3.090 |
3.106 |
0.016 |
0.5% |
3.090 |
| Range |
0.034 |
0.068 |
0.034 |
100.0% |
0.149 |
| ATR |
0.071 |
0.071 |
0.000 |
-0.3% |
0.000 |
| Volume |
12,887 |
12,376 |
-511 |
-4.0% |
59,669 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.301 |
3.271 |
3.143 |
|
| R3 |
3.233 |
3.203 |
3.125 |
|
| R2 |
3.165 |
3.165 |
3.118 |
|
| R1 |
3.135 |
3.135 |
3.112 |
3.150 |
| PP |
3.097 |
3.097 |
3.097 |
3.104 |
| S1 |
3.067 |
3.067 |
3.100 |
3.082 |
| S2 |
3.029 |
3.029 |
3.094 |
|
| S3 |
2.961 |
2.999 |
3.087 |
|
| S4 |
2.893 |
2.931 |
3.069 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.585 |
3.487 |
3.172 |
|
| R3 |
3.436 |
3.338 |
3.131 |
|
| R2 |
3.287 |
3.287 |
3.117 |
|
| R1 |
3.189 |
3.189 |
3.104 |
3.164 |
| PP |
3.138 |
3.138 |
3.138 |
3.126 |
| S1 |
3.040 |
3.040 |
3.076 |
3.015 |
| S2 |
2.989 |
2.989 |
3.063 |
|
| S3 |
2.840 |
2.891 |
3.049 |
|
| S4 |
2.691 |
2.742 |
3.008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.237 |
3.058 |
0.179 |
5.8% |
0.068 |
2.2% |
27% |
False |
True |
12,665 |
| 10 |
3.237 |
3.058 |
0.179 |
5.8% |
0.068 |
2.2% |
27% |
False |
True |
13,298 |
| 20 |
3.237 |
3.020 |
0.217 |
7.0% |
0.065 |
2.1% |
40% |
False |
False |
14,006 |
| 40 |
3.283 |
2.969 |
0.314 |
10.1% |
0.070 |
2.3% |
44% |
False |
False |
12,463 |
| 60 |
3.391 |
2.969 |
0.422 |
13.6% |
0.073 |
2.3% |
32% |
False |
False |
10,888 |
| 80 |
3.391 |
2.927 |
0.464 |
14.9% |
0.070 |
2.2% |
39% |
False |
False |
9,348 |
| 100 |
3.391 |
2.927 |
0.464 |
14.9% |
0.068 |
2.2% |
39% |
False |
False |
8,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.415 |
|
2.618 |
3.304 |
|
1.618 |
3.236 |
|
1.000 |
3.194 |
|
0.618 |
3.168 |
|
HIGH |
3.126 |
|
0.618 |
3.100 |
|
0.500 |
3.092 |
|
0.382 |
3.084 |
|
LOW |
3.058 |
|
0.618 |
3.016 |
|
1.000 |
2.990 |
|
1.618 |
2.948 |
|
2.618 |
2.880 |
|
4.250 |
2.769 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.101 |
3.148 |
| PP |
3.097 |
3.134 |
| S1 |
3.092 |
3.120 |
|