NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.154 |
3.146 |
-0.008 |
-0.3% |
3.141 |
| High |
3.182 |
3.175 |
-0.007 |
-0.2% |
3.221 |
| Low |
3.132 |
3.101 |
-0.031 |
-1.0% |
3.111 |
| Close |
3.166 |
3.134 |
-0.032 |
-1.0% |
3.166 |
| Range |
0.050 |
0.074 |
0.024 |
48.0% |
0.110 |
| ATR |
0.071 |
0.071 |
0.000 |
0.3% |
0.000 |
| Volume |
14,570 |
8,719 |
-5,851 |
-40.2% |
72,449 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.359 |
3.320 |
3.175 |
|
| R3 |
3.285 |
3.246 |
3.154 |
|
| R2 |
3.211 |
3.211 |
3.148 |
|
| R1 |
3.172 |
3.172 |
3.141 |
3.155 |
| PP |
3.137 |
3.137 |
3.137 |
3.128 |
| S1 |
3.098 |
3.098 |
3.127 |
3.081 |
| S2 |
3.063 |
3.063 |
3.120 |
|
| S3 |
2.989 |
3.024 |
3.114 |
|
| S4 |
2.915 |
2.950 |
3.093 |
|
|
| 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 |
3.101 |
0.120 |
3.8% |
0.068 |
2.2% |
28% |
False |
True |
13,931 |
| 10 |
3.221 |
3.020 |
0.201 |
6.4% |
0.067 |
2.1% |
57% |
False |
False |
13,503 |
| 20 |
3.221 |
3.020 |
0.201 |
6.4% |
0.065 |
2.1% |
57% |
False |
False |
13,187 |
| 40 |
3.292 |
2.969 |
0.323 |
10.3% |
0.072 |
2.3% |
51% |
False |
False |
11,626 |
| 60 |
3.391 |
2.946 |
0.445 |
14.2% |
0.072 |
2.3% |
42% |
False |
False |
10,180 |
| 80 |
3.391 |
2.927 |
0.464 |
14.8% |
0.069 |
2.2% |
45% |
False |
False |
8,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.490 |
|
2.618 |
3.369 |
|
1.618 |
3.295 |
|
1.000 |
3.249 |
|
0.618 |
3.221 |
|
HIGH |
3.175 |
|
0.618 |
3.147 |
|
0.500 |
3.138 |
|
0.382 |
3.129 |
|
LOW |
3.101 |
|
0.618 |
3.055 |
|
1.000 |
3.027 |
|
1.618 |
2.981 |
|
2.618 |
2.907 |
|
4.250 |
2.787 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.138 |
3.153 |
| PP |
3.137 |
3.146 |
| S1 |
3.135 |
3.140 |
|