NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.113 |
3.135 |
0.022 |
0.7% |
3.144 |
| High |
3.136 |
3.153 |
0.017 |
0.5% |
3.196 |
| Low |
3.083 |
3.084 |
0.001 |
0.0% |
3.097 |
| Close |
3.134 |
3.104 |
-0.030 |
-1.0% |
3.106 |
| Range |
0.053 |
0.069 |
0.016 |
30.2% |
0.099 |
| ATR |
0.076 |
0.075 |
0.000 |
-0.6% |
0.000 |
| Volume |
15,890 |
16,329 |
439 |
2.8% |
46,948 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.321 |
3.281 |
3.142 |
|
| R3 |
3.252 |
3.212 |
3.123 |
|
| R2 |
3.183 |
3.183 |
3.117 |
|
| R1 |
3.143 |
3.143 |
3.110 |
3.129 |
| PP |
3.114 |
3.114 |
3.114 |
3.106 |
| S1 |
3.074 |
3.074 |
3.098 |
3.060 |
| S2 |
3.045 |
3.045 |
3.091 |
|
| S3 |
2.976 |
3.005 |
3.085 |
|
| S4 |
2.907 |
2.936 |
3.066 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.430 |
3.367 |
3.160 |
|
| R3 |
3.331 |
3.268 |
3.133 |
|
| R2 |
3.232 |
3.232 |
3.124 |
|
| R1 |
3.169 |
3.169 |
3.115 |
3.151 |
| PP |
3.133 |
3.133 |
3.133 |
3.124 |
| S1 |
3.070 |
3.070 |
3.097 |
3.052 |
| S2 |
3.034 |
3.034 |
3.088 |
|
| S3 |
2.935 |
2.971 |
3.079 |
|
| S4 |
2.836 |
2.872 |
3.052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.196 |
3.078 |
0.118 |
3.8% |
0.069 |
2.2% |
22% |
False |
False |
13,342 |
| 10 |
3.215 |
3.078 |
0.137 |
4.4% |
0.065 |
2.1% |
19% |
False |
False |
12,161 |
| 20 |
3.283 |
2.969 |
0.314 |
10.1% |
0.073 |
2.4% |
43% |
False |
False |
11,800 |
| 40 |
3.391 |
2.969 |
0.422 |
13.6% |
0.077 |
2.5% |
32% |
False |
False |
9,866 |
| 60 |
3.391 |
2.927 |
0.464 |
14.9% |
0.071 |
2.3% |
38% |
False |
False |
8,330 |
| 80 |
3.391 |
2.927 |
0.464 |
14.9% |
0.069 |
2.2% |
38% |
False |
False |
7,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.446 |
|
2.618 |
3.334 |
|
1.618 |
3.265 |
|
1.000 |
3.222 |
|
0.618 |
3.196 |
|
HIGH |
3.153 |
|
0.618 |
3.127 |
|
0.500 |
3.119 |
|
0.382 |
3.110 |
|
LOW |
3.084 |
|
0.618 |
3.041 |
|
1.000 |
3.015 |
|
1.618 |
2.972 |
|
2.618 |
2.903 |
|
4.250 |
2.791 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.119 |
3.116 |
| PP |
3.114 |
3.112 |
| S1 |
3.109 |
3.108 |
|