NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 02-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3.135 |
3.125 |
-0.010 |
-0.3% |
3.144 |
High |
3.153 |
3.187 |
0.034 |
1.1% |
3.196 |
Low |
3.084 |
3.125 |
0.041 |
1.3% |
3.097 |
Close |
3.104 |
3.149 |
0.045 |
1.4% |
3.106 |
Range |
0.069 |
0.062 |
-0.007 |
-10.1% |
0.099 |
ATR |
0.075 |
0.076 |
0.001 |
0.8% |
0.000 |
Volume |
16,329 |
19,339 |
3,010 |
18.4% |
46,948 |
|
Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.340 |
3.306 |
3.183 |
|
R3 |
3.278 |
3.244 |
3.166 |
|
R2 |
3.216 |
3.216 |
3.160 |
|
R1 |
3.182 |
3.182 |
3.155 |
3.199 |
PP |
3.154 |
3.154 |
3.154 |
3.162 |
S1 |
3.120 |
3.120 |
3.143 |
3.137 |
S2 |
3.092 |
3.092 |
3.138 |
|
S3 |
3.030 |
3.058 |
3.132 |
|
S4 |
2.968 |
2.996 |
3.115 |
|
|
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 |
3.193 |
3.078 |
0.115 |
3.7% |
0.070 |
2.2% |
62% |
False |
False |
16,156 |
10 |
3.196 |
3.078 |
0.118 |
3.7% |
0.065 |
2.1% |
60% |
False |
False |
12,382 |
20 |
3.283 |
2.983 |
0.300 |
9.5% |
0.073 |
2.3% |
55% |
False |
False |
12,304 |
40 |
3.391 |
2.969 |
0.422 |
13.4% |
0.077 |
2.4% |
43% |
False |
False |
10,223 |
60 |
3.391 |
2.927 |
0.464 |
14.7% |
0.071 |
2.3% |
48% |
False |
False |
8,581 |
80 |
3.391 |
2.927 |
0.464 |
14.7% |
0.070 |
2.2% |
48% |
False |
False |
7,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.451 |
2.618 |
3.349 |
1.618 |
3.287 |
1.000 |
3.249 |
0.618 |
3.225 |
HIGH |
3.187 |
0.618 |
3.163 |
0.500 |
3.156 |
0.382 |
3.149 |
LOW |
3.125 |
0.618 |
3.087 |
1.000 |
3.063 |
1.618 |
3.025 |
2.618 |
2.963 |
4.250 |
2.862 |
|
|
Fisher Pivots for day following 02-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3.156 |
3.144 |
PP |
3.154 |
3.140 |
S1 |
3.151 |
3.135 |
|