NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.149 |
3.172 |
0.023 |
0.7% |
3.146 |
| High |
3.179 |
3.198 |
0.019 |
0.6% |
3.237 |
| Low |
3.131 |
3.078 |
-0.053 |
-1.7% |
3.088 |
| Close |
3.167 |
3.081 |
-0.086 |
-2.7% |
3.090 |
| Range |
0.048 |
0.120 |
0.072 |
150.0% |
0.149 |
| ATR |
0.069 |
0.072 |
0.004 |
5.3% |
0.000 |
| Volume |
10,716 |
14,865 |
4,149 |
38.7% |
59,669 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.479 |
3.400 |
3.147 |
|
| R3 |
3.359 |
3.280 |
3.114 |
|
| R2 |
3.239 |
3.239 |
3.103 |
|
| R1 |
3.160 |
3.160 |
3.092 |
3.140 |
| PP |
3.119 |
3.119 |
3.119 |
3.109 |
| S1 |
3.040 |
3.040 |
3.070 |
3.020 |
| S2 |
2.999 |
2.999 |
3.059 |
|
| S3 |
2.879 |
2.920 |
3.048 |
|
| S4 |
2.759 |
2.800 |
3.015 |
|
|
| 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 |
3.198 |
3.058 |
0.140 |
4.5% |
0.066 |
2.1% |
16% |
True |
False |
12,453 |
| 10 |
3.237 |
3.058 |
0.179 |
5.8% |
0.069 |
2.2% |
13% |
False |
False |
12,362 |
| 20 |
3.237 |
3.020 |
0.217 |
7.0% |
0.067 |
2.2% |
28% |
False |
False |
13,552 |
| 40 |
3.283 |
2.969 |
0.314 |
10.2% |
0.070 |
2.3% |
36% |
False |
False |
12,676 |
| 60 |
3.391 |
2.969 |
0.422 |
13.7% |
0.074 |
2.4% |
27% |
False |
False |
11,095 |
| 80 |
3.391 |
2.927 |
0.464 |
15.1% |
0.070 |
2.3% |
33% |
False |
False |
9,635 |
| 100 |
3.391 |
2.927 |
0.464 |
15.1% |
0.069 |
2.2% |
33% |
False |
False |
8,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.708 |
|
2.618 |
3.512 |
|
1.618 |
3.392 |
|
1.000 |
3.318 |
|
0.618 |
3.272 |
|
HIGH |
3.198 |
|
0.618 |
3.152 |
|
0.500 |
3.138 |
|
0.382 |
3.124 |
|
LOW |
3.078 |
|
0.618 |
3.004 |
|
1.000 |
2.958 |
|
1.618 |
2.884 |
|
2.618 |
2.764 |
|
4.250 |
2.568 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.138 |
3.138 |
| PP |
3.119 |
3.119 |
| S1 |
3.100 |
3.100 |
|