NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.102 |
3.085 |
-0.017 |
-0.5% |
3.101 |
| High |
3.110 |
3.120 |
0.010 |
0.3% |
3.187 |
| Low |
3.070 |
3.038 |
-0.032 |
-1.0% |
3.078 |
| Close |
3.089 |
3.059 |
-0.030 |
-1.0% |
3.149 |
| Range |
0.040 |
0.082 |
0.042 |
105.0% |
0.109 |
| ATR |
0.076 |
0.076 |
0.000 |
0.6% |
0.000 |
| Volume |
16,356 |
7,105 |
-9,251 |
-56.6% |
65,411 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.318 |
3.271 |
3.104 |
|
| R3 |
3.236 |
3.189 |
3.082 |
|
| R2 |
3.154 |
3.154 |
3.074 |
|
| R1 |
3.107 |
3.107 |
3.067 |
3.090 |
| PP |
3.072 |
3.072 |
3.072 |
3.064 |
| S1 |
3.025 |
3.025 |
3.051 |
3.008 |
| S2 |
2.990 |
2.990 |
3.044 |
|
| S3 |
2.908 |
2.943 |
3.036 |
|
| S4 |
2.826 |
2.861 |
3.014 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.465 |
3.416 |
3.209 |
|
| R3 |
3.356 |
3.307 |
3.179 |
|
| R2 |
3.247 |
3.247 |
3.169 |
|
| R1 |
3.198 |
3.198 |
3.159 |
3.223 |
| PP |
3.138 |
3.138 |
3.138 |
3.150 |
| S1 |
3.089 |
3.089 |
3.139 |
3.114 |
| S2 |
3.029 |
3.029 |
3.129 |
|
| S3 |
2.920 |
2.980 |
3.119 |
|
| S4 |
2.811 |
2.871 |
3.089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.187 |
3.038 |
0.149 |
4.9% |
0.061 |
2.0% |
14% |
False |
True |
15,003 |
| 10 |
3.196 |
3.038 |
0.158 |
5.2% |
0.065 |
2.1% |
13% |
False |
True |
12,853 |
| 20 |
3.283 |
3.038 |
0.245 |
8.0% |
0.072 |
2.3% |
9% |
False |
True |
12,367 |
| 40 |
3.391 |
2.969 |
0.422 |
13.8% |
0.076 |
2.5% |
21% |
False |
False |
10,552 |
| 60 |
3.391 |
2.927 |
0.464 |
15.2% |
0.071 |
2.3% |
28% |
False |
False |
8,799 |
| 80 |
3.391 |
2.927 |
0.464 |
15.2% |
0.069 |
2.3% |
28% |
False |
False |
7,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.469 |
|
2.618 |
3.335 |
|
1.618 |
3.253 |
|
1.000 |
3.202 |
|
0.618 |
3.171 |
|
HIGH |
3.120 |
|
0.618 |
3.089 |
|
0.500 |
3.079 |
|
0.382 |
3.069 |
|
LOW |
3.038 |
|
0.618 |
2.987 |
|
1.000 |
2.956 |
|
1.618 |
2.905 |
|
2.618 |
2.823 |
|
4.250 |
2.690 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.079 |
3.113 |
| PP |
3.072 |
3.095 |
| S1 |
3.066 |
3.077 |
|