NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 17-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3.258 |
3.243 |
-0.015 |
-0.5% |
3.042 |
High |
3.275 |
3.283 |
0.008 |
0.2% |
3.270 |
Low |
3.194 |
3.206 |
0.012 |
0.4% |
3.019 |
Close |
3.240 |
3.215 |
-0.025 |
-0.8% |
3.138 |
Range |
0.081 |
0.077 |
-0.004 |
-4.9% |
0.251 |
ATR |
0.083 |
0.083 |
0.000 |
-0.5% |
0.000 |
Volume |
8,687 |
10,091 |
1,404 |
16.2% |
67,830 |
|
Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.466 |
3.417 |
3.257 |
|
R3 |
3.389 |
3.340 |
3.236 |
|
R2 |
3.312 |
3.312 |
3.229 |
|
R1 |
3.263 |
3.263 |
3.222 |
3.249 |
PP |
3.235 |
3.235 |
3.235 |
3.228 |
S1 |
3.186 |
3.186 |
3.208 |
3.172 |
S2 |
3.158 |
3.158 |
3.201 |
|
S3 |
3.081 |
3.109 |
3.194 |
|
S4 |
3.004 |
3.032 |
3.173 |
|
|
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 |
3.283 |
3.135 |
0.148 |
4.6% |
0.080 |
2.5% |
54% |
True |
False |
10,649 |
10 |
3.283 |
2.969 |
0.314 |
9.8% |
0.082 |
2.5% |
78% |
True |
False |
11,438 |
20 |
3.345 |
2.969 |
0.376 |
11.7% |
0.081 |
2.5% |
65% |
False |
False |
9,600 |
40 |
3.391 |
2.946 |
0.445 |
13.8% |
0.075 |
2.3% |
60% |
False |
False |
8,103 |
60 |
3.391 |
2.927 |
0.464 |
14.4% |
0.070 |
2.2% |
62% |
False |
False |
6,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.610 |
2.618 |
3.485 |
1.618 |
3.408 |
1.000 |
3.360 |
0.618 |
3.331 |
HIGH |
3.283 |
0.618 |
3.254 |
0.500 |
3.245 |
0.382 |
3.235 |
LOW |
3.206 |
0.618 |
3.158 |
1.000 |
3.129 |
1.618 |
3.081 |
2.618 |
3.004 |
4.250 |
2.879 |
|
|
Fisher Pivots for day following 17-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3.245 |
3.215 |
PP |
3.235 |
3.215 |
S1 |
3.225 |
3.215 |
|