NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 29-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3.110 |
3.149 |
0.039 |
1.3% |
3.146 |
High |
3.153 |
3.179 |
0.026 |
0.8% |
3.237 |
Low |
3.092 |
3.131 |
0.039 |
1.3% |
3.088 |
Close |
3.136 |
3.167 |
0.031 |
1.0% |
3.090 |
Range |
0.061 |
0.048 |
-0.013 |
-21.3% |
0.149 |
ATR |
0.070 |
0.069 |
-0.002 |
-2.3% |
0.000 |
Volume |
11,424 |
10,716 |
-708 |
-6.2% |
59,669 |
|
Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.303 |
3.283 |
3.193 |
|
R3 |
3.255 |
3.235 |
3.180 |
|
R2 |
3.207 |
3.207 |
3.176 |
|
R1 |
3.187 |
3.187 |
3.171 |
3.197 |
PP |
3.159 |
3.159 |
3.159 |
3.164 |
S1 |
3.139 |
3.139 |
3.163 |
3.149 |
S2 |
3.111 |
3.111 |
3.158 |
|
S3 |
3.063 |
3.091 |
3.154 |
|
S4 |
3.015 |
3.043 |
3.141 |
|
|
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% |
0.067 |
2.1% |
61% |
False |
False |
12,656 |
10 |
3.237 |
3.058 |
0.179 |
5.7% |
0.064 |
2.0% |
61% |
False |
False |
12,170 |
20 |
3.237 |
3.020 |
0.217 |
6.9% |
0.065 |
2.0% |
68% |
False |
False |
13,626 |
40 |
3.283 |
2.969 |
0.314 |
9.9% |
0.069 |
2.2% |
63% |
False |
False |
12,600 |
60 |
3.391 |
2.969 |
0.422 |
13.3% |
0.072 |
2.3% |
47% |
False |
False |
10,938 |
80 |
3.391 |
2.927 |
0.464 |
14.7% |
0.069 |
2.2% |
52% |
False |
False |
9,491 |
100 |
3.391 |
2.927 |
0.464 |
14.7% |
0.068 |
2.2% |
52% |
False |
False |
8,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.383 |
2.618 |
3.305 |
1.618 |
3.257 |
1.000 |
3.227 |
0.618 |
3.209 |
HIGH |
3.179 |
0.618 |
3.161 |
0.500 |
3.155 |
0.382 |
3.149 |
LOW |
3.131 |
0.618 |
3.101 |
1.000 |
3.083 |
1.618 |
3.053 |
2.618 |
3.005 |
4.250 |
2.927 |
|
|
Fisher Pivots for day following 29-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3.163 |
3.151 |
PP |
3.159 |
3.135 |
S1 |
3.155 |
3.119 |
|