NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 24-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3.190 |
3.117 |
-0.073 |
-2.3% |
3.146 |
High |
3.237 |
3.122 |
-0.115 |
-3.6% |
3.237 |
Low |
3.112 |
3.088 |
-0.024 |
-0.8% |
3.088 |
Close |
3.128 |
3.090 |
-0.038 |
-1.2% |
3.090 |
Range |
0.125 |
0.034 |
-0.091 |
-72.8% |
0.149 |
ATR |
0.074 |
0.071 |
-0.002 |
-3.3% |
0.000 |
Volume |
15,879 |
12,887 |
-2,992 |
-18.8% |
59,669 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.202 |
3.180 |
3.109 |
|
R3 |
3.168 |
3.146 |
3.099 |
|
R2 |
3.134 |
3.134 |
3.096 |
|
R1 |
3.112 |
3.112 |
3.093 |
3.106 |
PP |
3.100 |
3.100 |
3.100 |
3.097 |
S1 |
3.078 |
3.078 |
3.087 |
3.072 |
S2 |
3.066 |
3.066 |
3.084 |
|
S3 |
3.032 |
3.044 |
3.081 |
|
S4 |
2.998 |
3.010 |
3.071 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.585 |
3.487 |
3.172 |
|
R3 |
3.436 |
3.338 |
3.131 |
|
R2 |
3.287 |
3.287 |
3.117 |
|
R1 |
3.189 |
3.189 |
3.104 |
3.164 |
PP |
3.138 |
3.138 |
3.138 |
3.126 |
S1 |
3.040 |
3.040 |
3.076 |
3.015 |
S2 |
2.989 |
2.989 |
3.063 |
|
S3 |
2.840 |
2.891 |
3.049 |
|
S4 |
2.691 |
2.742 |
3.008 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.237 |
3.088 |
0.149 |
4.8% |
0.069 |
2.2% |
1% |
False |
True |
11,933 |
10 |
3.237 |
3.088 |
0.149 |
4.8% |
0.069 |
2.2% |
1% |
False |
True |
13,211 |
20 |
3.237 |
3.020 |
0.217 |
7.0% |
0.067 |
2.2% |
32% |
False |
False |
14,155 |
40 |
3.283 |
2.969 |
0.314 |
10.2% |
0.070 |
2.3% |
39% |
False |
False |
12,396 |
60 |
3.391 |
2.969 |
0.422 |
13.7% |
0.074 |
2.4% |
29% |
False |
False |
10,732 |
80 |
3.391 |
2.927 |
0.464 |
15.0% |
0.069 |
2.2% |
35% |
False |
False |
9,239 |
100 |
3.391 |
2.927 |
0.464 |
15.0% |
0.068 |
2.2% |
35% |
False |
False |
8,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.267 |
2.618 |
3.211 |
1.618 |
3.177 |
1.000 |
3.156 |
0.618 |
3.143 |
HIGH |
3.122 |
0.618 |
3.109 |
0.500 |
3.105 |
0.382 |
3.101 |
LOW |
3.088 |
0.618 |
3.067 |
1.000 |
3.054 |
1.618 |
3.033 |
2.618 |
2.999 |
4.250 |
2.944 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3.105 |
3.163 |
PP |
3.100 |
3.138 |
S1 |
3.095 |
3.114 |
|