NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3.241 |
3.171 |
-0.070 |
-2.2% |
3.042 |
High |
3.264 |
3.186 |
-0.078 |
-2.4% |
3.270 |
Low |
3.186 |
3.135 |
-0.051 |
-1.6% |
3.019 |
Close |
3.201 |
3.138 |
-0.063 |
-2.0% |
3.138 |
Range |
0.078 |
0.051 |
-0.027 |
-34.6% |
0.251 |
ATR |
0.081 |
0.080 |
-0.001 |
-1.3% |
0.000 |
Volume |
15,348 |
11,943 |
-3,405 |
-22.2% |
67,830 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.306 |
3.273 |
3.166 |
|
R3 |
3.255 |
3.222 |
3.152 |
|
R2 |
3.204 |
3.204 |
3.147 |
|
R1 |
3.171 |
3.171 |
3.143 |
3.162 |
PP |
3.153 |
3.153 |
3.153 |
3.149 |
S1 |
3.120 |
3.120 |
3.133 |
3.111 |
S2 |
3.102 |
3.102 |
3.129 |
|
S3 |
3.051 |
3.069 |
3.124 |
|
S4 |
3.000 |
3.018 |
3.110 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.895 |
3.768 |
3.276 |
|
R3 |
3.644 |
3.517 |
3.207 |
|
R2 |
3.393 |
3.393 |
3.184 |
|
R1 |
3.266 |
3.266 |
3.161 |
3.330 |
PP |
3.142 |
3.142 |
3.142 |
3.174 |
S1 |
3.015 |
3.015 |
3.115 |
3.079 |
S2 |
2.891 |
2.891 |
3.092 |
|
S3 |
2.640 |
2.764 |
3.069 |
|
S4 |
2.389 |
2.513 |
3.000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.270 |
3.019 |
0.251 |
8.0% |
0.084 |
2.7% |
47% |
False |
False |
13,566 |
10 |
3.270 |
2.969 |
0.301 |
9.6% |
0.078 |
2.5% |
56% |
False |
False |
11,689 |
20 |
3.391 |
2.969 |
0.422 |
13.4% |
0.078 |
2.5% |
40% |
False |
False |
9,545 |
40 |
3.391 |
2.946 |
0.445 |
14.2% |
0.071 |
2.3% |
43% |
False |
False |
7,846 |
60 |
3.391 |
2.927 |
0.464 |
14.8% |
0.070 |
2.2% |
45% |
False |
False |
6,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.403 |
2.618 |
3.320 |
1.618 |
3.269 |
1.000 |
3.237 |
0.618 |
3.218 |
HIGH |
3.186 |
0.618 |
3.167 |
0.500 |
3.161 |
0.382 |
3.154 |
LOW |
3.135 |
0.618 |
3.103 |
1.000 |
3.084 |
1.618 |
3.052 |
2.618 |
3.001 |
4.250 |
2.918 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3.161 |
3.203 |
PP |
3.153 |
3.181 |
S1 |
3.146 |
3.160 |
|