NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3.171 |
3.148 |
-0.023 |
-0.7% |
3.042 |
High |
3.186 |
3.261 |
0.075 |
2.4% |
3.270 |
Low |
3.135 |
3.147 |
0.012 |
0.4% |
3.019 |
Close |
3.138 |
3.242 |
0.104 |
3.3% |
3.138 |
Range |
0.051 |
0.114 |
0.063 |
123.5% |
0.251 |
ATR |
0.080 |
0.083 |
0.003 |
3.8% |
0.000 |
Volume |
11,943 |
7,176 |
-4,767 |
-39.9% |
67,830 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.559 |
3.514 |
3.305 |
|
R3 |
3.445 |
3.400 |
3.273 |
|
R2 |
3.331 |
3.331 |
3.263 |
|
R1 |
3.286 |
3.286 |
3.252 |
3.309 |
PP |
3.217 |
3.217 |
3.217 |
3.228 |
S1 |
3.172 |
3.172 |
3.232 |
3.195 |
S2 |
3.103 |
3.103 |
3.221 |
|
S3 |
2.989 |
3.058 |
3.211 |
|
S4 |
2.875 |
2.944 |
3.179 |
|
|
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 |
3.094 |
0.176 |
5.4% |
0.089 |
2.8% |
84% |
False |
False |
12,831 |
10 |
3.270 |
2.969 |
0.301 |
9.3% |
0.083 |
2.6% |
91% |
False |
False |
11,425 |
20 |
3.391 |
2.969 |
0.422 |
13.0% |
0.082 |
2.5% |
65% |
False |
False |
9,290 |
40 |
3.391 |
2.946 |
0.445 |
13.7% |
0.073 |
2.3% |
67% |
False |
False |
7,839 |
60 |
3.391 |
2.927 |
0.464 |
14.3% |
0.070 |
2.2% |
68% |
False |
False |
6,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.746 |
2.618 |
3.559 |
1.618 |
3.445 |
1.000 |
3.375 |
0.618 |
3.331 |
HIGH |
3.261 |
0.618 |
3.217 |
0.500 |
3.204 |
0.382 |
3.191 |
LOW |
3.147 |
0.618 |
3.077 |
1.000 |
3.033 |
1.618 |
2.963 |
2.618 |
2.849 |
4.250 |
2.663 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3.229 |
3.228 |
PP |
3.217 |
3.214 |
S1 |
3.204 |
3.200 |
|