NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3.067 |
3.110 |
0.043 |
1.4% |
3.146 |
High |
3.126 |
3.153 |
0.027 |
0.9% |
3.237 |
Low |
3.058 |
3.092 |
0.034 |
1.1% |
3.088 |
Close |
3.106 |
3.136 |
0.030 |
1.0% |
3.090 |
Range |
0.068 |
0.061 |
-0.007 |
-10.3% |
0.149 |
ATR |
0.071 |
0.070 |
-0.001 |
-1.0% |
0.000 |
Volume |
12,376 |
11,424 |
-952 |
-7.7% |
59,669 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.310 |
3.284 |
3.170 |
|
R3 |
3.249 |
3.223 |
3.153 |
|
R2 |
3.188 |
3.188 |
3.147 |
|
R1 |
3.162 |
3.162 |
3.142 |
3.175 |
PP |
3.127 |
3.127 |
3.127 |
3.134 |
S1 |
3.101 |
3.101 |
3.130 |
3.114 |
S2 |
3.066 |
3.066 |
3.125 |
|
S3 |
3.005 |
3.040 |
3.119 |
|
S4 |
2.944 |
2.979 |
3.102 |
|
|
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 |
3.058 |
0.179 |
5.7% |
0.068 |
2.2% |
44% |
False |
False |
12,564 |
10 |
3.237 |
3.058 |
0.179 |
5.7% |
0.066 |
2.1% |
44% |
False |
False |
12,910 |
20 |
3.237 |
3.020 |
0.217 |
6.9% |
0.065 |
2.1% |
53% |
False |
False |
13,884 |
40 |
3.283 |
2.969 |
0.314 |
10.0% |
0.070 |
2.2% |
53% |
False |
False |
12,503 |
60 |
3.391 |
2.969 |
0.422 |
13.5% |
0.073 |
2.3% |
40% |
False |
False |
10,874 |
80 |
3.391 |
2.927 |
0.464 |
14.8% |
0.069 |
2.2% |
45% |
False |
False |
9,432 |
100 |
3.391 |
2.927 |
0.464 |
14.8% |
0.068 |
2.2% |
45% |
False |
False |
8,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.412 |
2.618 |
3.313 |
1.618 |
3.252 |
1.000 |
3.214 |
0.618 |
3.191 |
HIGH |
3.153 |
0.618 |
3.130 |
0.500 |
3.123 |
0.382 |
3.115 |
LOW |
3.092 |
0.618 |
3.054 |
1.000 |
3.031 |
1.618 |
2.993 |
2.618 |
2.932 |
4.250 |
2.833 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3.132 |
3.126 |
PP |
3.127 |
3.116 |
S1 |
3.123 |
3.106 |
|