NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.816 |
2.798 |
-0.018 |
-0.6% |
2.770 |
| High |
2.856 |
2.885 |
0.029 |
1.0% |
2.869 |
| Low |
2.761 |
2.795 |
0.034 |
1.2% |
2.733 |
| Close |
2.783 |
2.822 |
0.039 |
1.4% |
2.770 |
| Range |
0.095 |
0.090 |
-0.005 |
-5.3% |
0.136 |
| ATR |
0.101 |
0.101 |
0.000 |
0.1% |
0.000 |
| Volume |
124,691 |
156,307 |
31,616 |
25.4% |
562,457 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.104 |
3.053 |
2.872 |
|
| R3 |
3.014 |
2.963 |
2.847 |
|
| R2 |
2.924 |
2.924 |
2.839 |
|
| R1 |
2.873 |
2.873 |
2.830 |
2.899 |
| PP |
2.834 |
2.834 |
2.834 |
2.847 |
| S1 |
2.783 |
2.783 |
2.814 |
2.809 |
| S2 |
2.744 |
2.744 |
2.806 |
|
| S3 |
2.654 |
2.693 |
2.797 |
|
| S4 |
2.564 |
2.603 |
2.773 |
|
|
| 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 |
2.885 |
2.735 |
0.150 |
5.3% |
0.096 |
3.4% |
58% |
True |
False |
131,008 |
| 10 |
2.885 |
2.733 |
0.152 |
5.4% |
0.088 |
3.1% |
59% |
True |
False |
116,585 |
| 20 |
2.977 |
2.610 |
0.367 |
13.0% |
0.097 |
3.4% |
58% |
False |
False |
97,054 |
| 40 |
3.167 |
2.588 |
0.579 |
20.5% |
0.103 |
3.6% |
40% |
False |
False |
62,798 |
| 60 |
3.167 |
2.569 |
0.598 |
21.2% |
0.094 |
3.3% |
42% |
False |
False |
47,250 |
| 80 |
3.167 |
2.569 |
0.598 |
21.2% |
0.092 |
3.2% |
42% |
False |
False |
38,286 |
| 100 |
3.167 |
2.569 |
0.598 |
21.2% |
0.093 |
3.3% |
42% |
False |
False |
32,301 |
| 120 |
3.268 |
2.569 |
0.699 |
24.8% |
0.095 |
3.4% |
36% |
False |
False |
27,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.268 |
|
2.618 |
3.121 |
|
1.618 |
3.031 |
|
1.000 |
2.975 |
|
0.618 |
2.941 |
|
HIGH |
2.885 |
|
0.618 |
2.851 |
|
0.500 |
2.840 |
|
0.382 |
2.829 |
|
LOW |
2.795 |
|
0.618 |
2.739 |
|
1.000 |
2.705 |
|
1.618 |
2.649 |
|
2.618 |
2.559 |
|
4.250 |
2.413 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.840 |
2.821 |
| PP |
2.834 |
2.820 |
| S1 |
2.828 |
2.819 |
|