NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3.143 |
3.187 |
0.044 |
1.4% |
3.141 |
High |
3.197 |
3.214 |
0.017 |
0.5% |
3.221 |
Low |
3.139 |
3.160 |
0.021 |
0.7% |
3.111 |
Close |
3.194 |
3.205 |
0.011 |
0.3% |
3.166 |
Range |
0.058 |
0.054 |
-0.004 |
-6.9% |
0.110 |
ATR |
0.071 |
0.070 |
-0.001 |
-1.7% |
0.000 |
Volume |
11,926 |
10,258 |
-1,668 |
-14.0% |
72,449 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.355 |
3.334 |
3.235 |
|
R3 |
3.301 |
3.280 |
3.220 |
|
R2 |
3.247 |
3.247 |
3.215 |
|
R1 |
3.226 |
3.226 |
3.210 |
3.237 |
PP |
3.193 |
3.193 |
3.193 |
3.198 |
S1 |
3.172 |
3.172 |
3.200 |
3.183 |
S2 |
3.139 |
3.139 |
3.195 |
|
S3 |
3.085 |
3.118 |
3.190 |
|
S4 |
3.031 |
3.064 |
3.175 |
|
|
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 |
3.214 |
3.101 |
0.113 |
3.5% |
0.061 |
1.9% |
92% |
True |
False |
11,683 |
10 |
3.221 |
3.020 |
0.201 |
6.3% |
0.065 |
2.0% |
92% |
False |
False |
13,581 |
20 |
3.221 |
3.020 |
0.201 |
6.3% |
0.064 |
2.0% |
92% |
False |
False |
13,401 |
40 |
3.283 |
2.969 |
0.314 |
9.8% |
0.071 |
2.2% |
75% |
False |
False |
11,904 |
60 |
3.391 |
2.960 |
0.431 |
13.4% |
0.073 |
2.3% |
57% |
False |
False |
10,403 |
80 |
3.391 |
2.927 |
0.464 |
14.5% |
0.068 |
2.1% |
60% |
False |
False |
8,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.444 |
2.618 |
3.355 |
1.618 |
3.301 |
1.000 |
3.268 |
0.618 |
3.247 |
HIGH |
3.214 |
0.618 |
3.193 |
0.500 |
3.187 |
0.382 |
3.181 |
LOW |
3.160 |
0.618 |
3.127 |
1.000 |
3.106 |
1.618 |
3.073 |
2.618 |
3.019 |
4.250 |
2.931 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3.199 |
3.189 |
PP |
3.193 |
3.173 |
S1 |
3.187 |
3.158 |
|