NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3.157 |
3.144 |
-0.013 |
-0.4% |
3.148 |
High |
3.188 |
3.144 |
-0.044 |
-1.4% |
3.283 |
Low |
3.119 |
3.097 |
-0.022 |
-0.7% |
3.119 |
Close |
3.180 |
3.120 |
-0.060 |
-1.9% |
3.180 |
Range |
0.069 |
0.047 |
-0.022 |
-31.9% |
0.164 |
ATR |
0.080 |
0.081 |
0.000 |
0.2% |
0.000 |
Volume |
11,468 |
7,282 |
-4,186 |
-36.5% |
54,552 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.261 |
3.238 |
3.146 |
|
R3 |
3.214 |
3.191 |
3.133 |
|
R2 |
3.167 |
3.167 |
3.129 |
|
R1 |
3.144 |
3.144 |
3.124 |
3.132 |
PP |
3.120 |
3.120 |
3.120 |
3.115 |
S1 |
3.097 |
3.097 |
3.116 |
3.085 |
S2 |
3.073 |
3.073 |
3.111 |
|
S3 |
3.026 |
3.050 |
3.107 |
|
S4 |
2.979 |
3.003 |
3.094 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.686 |
3.597 |
3.270 |
|
R3 |
3.522 |
3.433 |
3.225 |
|
R2 |
3.358 |
3.358 |
3.210 |
|
R1 |
3.269 |
3.269 |
3.195 |
3.314 |
PP |
3.194 |
3.194 |
3.194 |
3.216 |
S1 |
3.105 |
3.105 |
3.165 |
3.150 |
S2 |
3.030 |
3.030 |
3.150 |
|
S3 |
2.866 |
2.941 |
3.135 |
|
S4 |
2.702 |
2.777 |
3.090 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.283 |
3.097 |
0.186 |
6.0% |
0.067 |
2.2% |
12% |
False |
True |
10,931 |
10 |
3.283 |
3.094 |
0.189 |
6.1% |
0.078 |
2.5% |
14% |
False |
False |
11,881 |
20 |
3.283 |
2.969 |
0.314 |
10.1% |
0.078 |
2.5% |
48% |
False |
False |
10,072 |
40 |
3.391 |
2.946 |
0.445 |
14.3% |
0.076 |
2.4% |
39% |
False |
False |
8,715 |
60 |
3.391 |
2.927 |
0.464 |
14.9% |
0.070 |
2.2% |
42% |
False |
False |
7,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.344 |
2.618 |
3.267 |
1.618 |
3.220 |
1.000 |
3.191 |
0.618 |
3.173 |
HIGH |
3.144 |
0.618 |
3.126 |
0.500 |
3.121 |
0.382 |
3.115 |
LOW |
3.097 |
0.618 |
3.068 |
1.000 |
3.050 |
1.618 |
3.021 |
2.618 |
2.974 |
4.250 |
2.897 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3.121 |
3.156 |
PP |
3.120 |
3.144 |
S1 |
3.120 |
3.132 |
|