NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.806 |
2.816 |
0.010 |
0.4% |
2.770 |
| High |
2.837 |
2.856 |
0.019 |
0.7% |
2.869 |
| Low |
2.752 |
2.761 |
0.009 |
0.3% |
2.733 |
| Close |
2.832 |
2.783 |
-0.049 |
-1.7% |
2.770 |
| Range |
0.085 |
0.095 |
0.010 |
11.8% |
0.136 |
| ATR |
0.101 |
0.101 |
0.000 |
-0.4% |
0.000 |
| Volume |
115,062 |
124,691 |
9,629 |
8.4% |
562,457 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.085 |
3.029 |
2.835 |
|
| R3 |
2.990 |
2.934 |
2.809 |
|
| R2 |
2.895 |
2.895 |
2.800 |
|
| R1 |
2.839 |
2.839 |
2.792 |
2.820 |
| PP |
2.800 |
2.800 |
2.800 |
2.790 |
| S1 |
2.744 |
2.744 |
2.774 |
2.725 |
| S2 |
2.705 |
2.705 |
2.766 |
|
| S3 |
2.610 |
2.649 |
2.757 |
|
| S4 |
2.515 |
2.554 |
2.731 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.199 |
3.120 |
2.845 |
|
| R3 |
3.063 |
2.984 |
2.807 |
|
| R2 |
2.927 |
2.927 |
2.795 |
|
| R1 |
2.848 |
2.848 |
2.782 |
2.838 |
| PP |
2.791 |
2.791 |
2.791 |
2.786 |
| S1 |
2.712 |
2.712 |
2.758 |
2.702 |
| S2 |
2.655 |
2.655 |
2.745 |
|
| S3 |
2.519 |
2.576 |
2.733 |
|
| S4 |
2.383 |
2.440 |
2.695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.869 |
2.735 |
0.134 |
4.8% |
0.097 |
3.5% |
36% |
False |
False |
133,662 |
| 10 |
2.906 |
2.733 |
0.173 |
6.2% |
0.089 |
3.2% |
29% |
False |
False |
108,931 |
| 20 |
2.977 |
2.588 |
0.389 |
14.0% |
0.098 |
3.5% |
50% |
False |
False |
91,362 |
| 40 |
3.167 |
2.588 |
0.579 |
20.8% |
0.102 |
3.7% |
34% |
False |
False |
59,268 |
| 60 |
3.167 |
2.569 |
0.598 |
21.5% |
0.094 |
3.4% |
36% |
False |
False |
44,821 |
| 80 |
3.167 |
2.569 |
0.598 |
21.5% |
0.091 |
3.3% |
36% |
False |
False |
36,476 |
| 100 |
3.167 |
2.569 |
0.598 |
21.5% |
0.093 |
3.3% |
36% |
False |
False |
30,791 |
| 120 |
3.268 |
2.569 |
0.699 |
25.1% |
0.095 |
3.4% |
31% |
False |
False |
26,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.260 |
|
2.618 |
3.105 |
|
1.618 |
3.010 |
|
1.000 |
2.951 |
|
0.618 |
2.915 |
|
HIGH |
2.856 |
|
0.618 |
2.820 |
|
0.500 |
2.809 |
|
0.382 |
2.797 |
|
LOW |
2.761 |
|
0.618 |
2.702 |
|
1.000 |
2.666 |
|
1.618 |
2.607 |
|
2.618 |
2.512 |
|
4.250 |
2.357 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.809 |
2.796 |
| PP |
2.800 |
2.791 |
| S1 |
2.792 |
2.787 |
|