NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3.193 |
3.154 |
-0.039 |
-1.2% |
3.141 |
High |
3.204 |
3.182 |
-0.022 |
-0.7% |
3.221 |
Low |
3.136 |
3.132 |
-0.004 |
-0.1% |
3.111 |
Close |
3.150 |
3.166 |
0.016 |
0.5% |
3.166 |
Range |
0.068 |
0.050 |
-0.018 |
-26.5% |
0.110 |
ATR |
0.073 |
0.071 |
-0.002 |
-2.2% |
0.000 |
Volume |
12,946 |
14,570 |
1,624 |
12.5% |
72,449 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.310 |
3.288 |
3.194 |
|
R3 |
3.260 |
3.238 |
3.180 |
|
R2 |
3.210 |
3.210 |
3.175 |
|
R1 |
3.188 |
3.188 |
3.171 |
3.199 |
PP |
3.160 |
3.160 |
3.160 |
3.166 |
S1 |
3.138 |
3.138 |
3.161 |
3.149 |
S2 |
3.110 |
3.110 |
3.157 |
|
S3 |
3.060 |
3.088 |
3.152 |
|
S4 |
3.010 |
3.038 |
3.139 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.496 |
3.441 |
3.227 |
|
R3 |
3.386 |
3.331 |
3.196 |
|
R2 |
3.276 |
3.276 |
3.186 |
|
R1 |
3.221 |
3.221 |
3.176 |
3.249 |
PP |
3.166 |
3.166 |
3.166 |
3.180 |
S1 |
3.111 |
3.111 |
3.156 |
3.139 |
S2 |
3.056 |
3.056 |
3.146 |
|
S3 |
2.946 |
3.001 |
3.136 |
|
S4 |
2.836 |
2.891 |
3.106 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.221 |
3.111 |
0.110 |
3.5% |
0.069 |
2.2% |
50% |
False |
False |
14,489 |
10 |
3.221 |
3.020 |
0.201 |
6.3% |
0.064 |
2.0% |
73% |
False |
False |
14,267 |
20 |
3.221 |
3.020 |
0.201 |
6.3% |
0.064 |
2.0% |
73% |
False |
False |
13,324 |
40 |
3.345 |
2.969 |
0.376 |
11.9% |
0.072 |
2.3% |
52% |
False |
False |
11,600 |
60 |
3.391 |
2.946 |
0.445 |
14.1% |
0.072 |
2.3% |
49% |
False |
False |
10,086 |
80 |
3.391 |
2.927 |
0.464 |
14.7% |
0.069 |
2.2% |
52% |
False |
False |
8,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.395 |
2.618 |
3.313 |
1.618 |
3.263 |
1.000 |
3.232 |
0.618 |
3.213 |
HIGH |
3.182 |
0.618 |
3.163 |
0.500 |
3.157 |
0.382 |
3.151 |
LOW |
3.132 |
0.618 |
3.101 |
1.000 |
3.082 |
1.618 |
3.051 |
2.618 |
3.001 |
4.250 |
2.920 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3.163 |
3.168 |
PP |
3.160 |
3.167 |
S1 |
3.157 |
3.167 |
|