NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 31-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
3.172 |
3.101 |
-0.071 |
-2.2% |
3.067 |
High |
3.198 |
3.105 |
-0.093 |
-2.9% |
3.198 |
Low |
3.078 |
3.033 |
-0.045 |
-1.5% |
3.033 |
Close |
3.081 |
3.042 |
-0.039 |
-1.3% |
3.042 |
Range |
0.120 |
0.072 |
-0.048 |
-40.0% |
0.165 |
ATR |
0.072 |
0.072 |
0.000 |
0.0% |
0.000 |
Volume |
14,865 |
14,032 |
-833 |
-5.6% |
63,413 |
|
Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.276 |
3.231 |
3.082 |
|
R3 |
3.204 |
3.159 |
3.062 |
|
R2 |
3.132 |
3.132 |
3.055 |
|
R1 |
3.087 |
3.087 |
3.049 |
3.074 |
PP |
3.060 |
3.060 |
3.060 |
3.053 |
S1 |
3.015 |
3.015 |
3.035 |
3.002 |
S2 |
2.988 |
2.988 |
3.029 |
|
S3 |
2.916 |
2.943 |
3.022 |
|
S4 |
2.844 |
2.871 |
3.002 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.586 |
3.479 |
3.133 |
|
R3 |
3.421 |
3.314 |
3.087 |
|
R2 |
3.256 |
3.256 |
3.072 |
|
R1 |
3.149 |
3.149 |
3.057 |
3.120 |
PP |
3.091 |
3.091 |
3.091 |
3.077 |
S1 |
2.984 |
2.984 |
3.027 |
2.955 |
S2 |
2.926 |
2.926 |
3.012 |
|
S3 |
2.761 |
2.819 |
2.997 |
|
S4 |
2.596 |
2.654 |
2.951 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.198 |
3.033 |
0.165 |
5.4% |
0.074 |
2.4% |
5% |
False |
True |
12,682 |
10 |
3.237 |
3.033 |
0.204 |
6.7% |
0.071 |
2.3% |
4% |
False |
True |
12,308 |
20 |
3.237 |
3.020 |
0.217 |
7.1% |
0.068 |
2.2% |
10% |
False |
False |
13,287 |
40 |
3.283 |
2.983 |
0.300 |
9.9% |
0.070 |
2.3% |
20% |
False |
False |
12,796 |
60 |
3.391 |
2.969 |
0.422 |
13.9% |
0.074 |
2.4% |
17% |
False |
False |
11,244 |
80 |
3.391 |
2.927 |
0.464 |
15.3% |
0.070 |
2.3% |
25% |
False |
False |
9,758 |
100 |
3.391 |
2.927 |
0.464 |
15.3% |
0.069 |
2.3% |
25% |
False |
False |
8,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.411 |
2.618 |
3.293 |
1.618 |
3.221 |
1.000 |
3.177 |
0.618 |
3.149 |
HIGH |
3.105 |
0.618 |
3.077 |
0.500 |
3.069 |
0.382 |
3.061 |
LOW |
3.033 |
0.618 |
2.989 |
1.000 |
2.961 |
1.618 |
2.917 |
2.618 |
2.845 |
4.250 |
2.727 |
|
|
Fisher Pivots for day following 31-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3.069 |
3.116 |
PP |
3.060 |
3.091 |
S1 |
3.051 |
3.067 |
|