NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3.144 |
3.112 |
-0.032 |
-1.0% |
3.148 |
High |
3.144 |
3.172 |
0.028 |
0.9% |
3.283 |
Low |
3.097 |
3.104 |
0.007 |
0.2% |
3.119 |
Close |
3.120 |
3.119 |
-0.001 |
0.0% |
3.180 |
Range |
0.047 |
0.068 |
0.021 |
44.7% |
0.164 |
ATR |
0.081 |
0.080 |
-0.001 |
-1.1% |
0.000 |
Volume |
7,282 |
10,622 |
3,340 |
45.9% |
54,552 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.336 |
3.295 |
3.156 |
|
R3 |
3.268 |
3.227 |
3.138 |
|
R2 |
3.200 |
3.200 |
3.131 |
|
R1 |
3.159 |
3.159 |
3.125 |
3.180 |
PP |
3.132 |
3.132 |
3.132 |
3.142 |
S1 |
3.091 |
3.091 |
3.113 |
3.112 |
S2 |
3.064 |
3.064 |
3.107 |
|
S3 |
2.996 |
3.023 |
3.100 |
|
S4 |
2.928 |
2.955 |
3.082 |
|
|
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% |
0.065 |
2.1% |
12% |
False |
False |
11,318 |
10 |
3.283 |
3.097 |
0.186 |
6.0% |
0.073 |
2.3% |
12% |
False |
False |
11,764 |
20 |
3.283 |
2.969 |
0.314 |
10.1% |
0.078 |
2.5% |
48% |
False |
False |
10,407 |
40 |
3.391 |
2.960 |
0.431 |
13.8% |
0.077 |
2.5% |
37% |
False |
False |
8,904 |
60 |
3.391 |
2.927 |
0.464 |
14.9% |
0.070 |
2.2% |
41% |
False |
False |
7,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.461 |
2.618 |
3.350 |
1.618 |
3.282 |
1.000 |
3.240 |
0.618 |
3.214 |
HIGH |
3.172 |
0.618 |
3.146 |
0.500 |
3.138 |
0.382 |
3.130 |
LOW |
3.104 |
0.618 |
3.062 |
1.000 |
3.036 |
1.618 |
2.994 |
2.618 |
2.926 |
4.250 |
2.815 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3.138 |
3.143 |
PP |
3.132 |
3.135 |
S1 |
3.125 |
3.127 |
|