NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3.187 |
3.190 |
0.003 |
0.1% |
3.141 |
High |
3.214 |
3.237 |
0.023 |
0.7% |
3.221 |
Low |
3.160 |
3.112 |
-0.048 |
-1.5% |
3.111 |
Close |
3.205 |
3.128 |
-0.077 |
-2.4% |
3.166 |
Range |
0.054 |
0.125 |
0.071 |
131.5% |
0.110 |
ATR |
0.070 |
0.074 |
0.004 |
5.7% |
0.000 |
Volume |
10,258 |
15,879 |
5,621 |
54.8% |
72,449 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.534 |
3.456 |
3.197 |
|
R3 |
3.409 |
3.331 |
3.162 |
|
R2 |
3.284 |
3.284 |
3.151 |
|
R1 |
3.206 |
3.206 |
3.139 |
3.183 |
PP |
3.159 |
3.159 |
3.159 |
3.147 |
S1 |
3.081 |
3.081 |
3.117 |
3.058 |
S2 |
3.034 |
3.034 |
3.105 |
|
S3 |
2.909 |
2.956 |
3.094 |
|
S4 |
2.784 |
2.831 |
3.059 |
|
|
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 |
3.237 |
3.101 |
0.136 |
4.3% |
0.072 |
2.3% |
20% |
True |
False |
12,270 |
10 |
3.237 |
3.079 |
0.158 |
5.1% |
0.071 |
2.3% |
31% |
True |
False |
13,765 |
20 |
3.237 |
3.020 |
0.217 |
6.9% |
0.068 |
2.2% |
50% |
True |
False |
13,775 |
40 |
3.283 |
2.969 |
0.314 |
10.0% |
0.072 |
2.3% |
51% |
False |
False |
12,181 |
60 |
3.391 |
2.969 |
0.422 |
13.5% |
0.074 |
2.4% |
38% |
False |
False |
10,578 |
80 |
3.391 |
2.927 |
0.464 |
14.8% |
0.069 |
2.2% |
43% |
False |
False |
9,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.768 |
2.618 |
3.564 |
1.618 |
3.439 |
1.000 |
3.362 |
0.618 |
3.314 |
HIGH |
3.237 |
0.618 |
3.189 |
0.500 |
3.175 |
0.382 |
3.160 |
LOW |
3.112 |
0.618 |
3.035 |
1.000 |
2.987 |
1.618 |
2.910 |
2.618 |
2.785 |
4.250 |
2.581 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3.175 |
3.175 |
PP |
3.159 |
3.159 |
S1 |
3.144 |
3.144 |
|