NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3.146 |
3.143 |
-0.003 |
-0.1% |
3.141 |
High |
3.175 |
3.197 |
0.022 |
0.7% |
3.221 |
Low |
3.101 |
3.139 |
0.038 |
1.2% |
3.111 |
Close |
3.134 |
3.194 |
0.060 |
1.9% |
3.166 |
Range |
0.074 |
0.058 |
-0.016 |
-21.6% |
0.110 |
ATR |
0.071 |
0.071 |
-0.001 |
-0.8% |
0.000 |
Volume |
8,719 |
11,926 |
3,207 |
36.8% |
72,449 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.351 |
3.330 |
3.226 |
|
R3 |
3.293 |
3.272 |
3.210 |
|
R2 |
3.235 |
3.235 |
3.205 |
|
R1 |
3.214 |
3.214 |
3.199 |
3.225 |
PP |
3.177 |
3.177 |
3.177 |
3.182 |
S1 |
3.156 |
3.156 |
3.189 |
3.167 |
S2 |
3.119 |
3.119 |
3.183 |
|
S3 |
3.061 |
3.098 |
3.178 |
|
S4 |
3.003 |
3.040 |
3.162 |
|
|
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 |
3.204 |
3.101 |
0.103 |
3.2% |
0.063 |
2.0% |
90% |
False |
False |
13,255 |
10 |
3.221 |
3.020 |
0.201 |
6.3% |
0.065 |
2.0% |
87% |
False |
False |
13,985 |
20 |
3.221 |
3.020 |
0.201 |
6.3% |
0.065 |
2.0% |
87% |
False |
False |
13,419 |
40 |
3.283 |
2.969 |
0.314 |
9.8% |
0.071 |
2.2% |
72% |
False |
False |
11,746 |
60 |
3.391 |
2.946 |
0.445 |
13.9% |
0.073 |
2.3% |
56% |
False |
False |
10,283 |
80 |
3.391 |
2.927 |
0.464 |
14.5% |
0.069 |
2.1% |
58% |
False |
False |
8,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.444 |
2.618 |
3.349 |
1.618 |
3.291 |
1.000 |
3.255 |
0.618 |
3.233 |
HIGH |
3.197 |
0.618 |
3.175 |
0.500 |
3.168 |
0.382 |
3.161 |
LOW |
3.139 |
0.618 |
3.103 |
1.000 |
3.081 |
1.618 |
3.045 |
2.618 |
2.987 |
4.250 |
2.893 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3.185 |
3.179 |
PP |
3.177 |
3.164 |
S1 |
3.168 |
3.149 |
|