NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.798 |
2.771 |
-0.027 |
-1.0% |
2.755 |
| High |
2.885 |
2.857 |
-0.028 |
-1.0% |
2.885 |
| Low |
2.795 |
2.731 |
-0.064 |
-2.3% |
2.735 |
| Close |
2.822 |
2.756 |
-0.066 |
-2.3% |
2.822 |
| Range |
0.090 |
0.126 |
0.036 |
40.0% |
0.150 |
| ATR |
0.101 |
0.103 |
0.002 |
1.8% |
0.000 |
| Volume |
156,307 |
134,798 |
-21,509 |
-13.8% |
519,772 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.159 |
3.084 |
2.825 |
|
| R3 |
3.033 |
2.958 |
2.791 |
|
| R2 |
2.907 |
2.907 |
2.779 |
|
| R1 |
2.832 |
2.832 |
2.768 |
2.807 |
| PP |
2.781 |
2.781 |
2.781 |
2.769 |
| S1 |
2.706 |
2.706 |
2.744 |
2.681 |
| S2 |
2.655 |
2.655 |
2.733 |
|
| S3 |
2.529 |
2.580 |
2.721 |
|
| S4 |
2.403 |
2.454 |
2.687 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.264 |
3.193 |
2.905 |
|
| R3 |
3.114 |
3.043 |
2.863 |
|
| R2 |
2.964 |
2.964 |
2.850 |
|
| R1 |
2.893 |
2.893 |
2.836 |
2.929 |
| PP |
2.814 |
2.814 |
2.814 |
2.832 |
| S1 |
2.743 |
2.743 |
2.808 |
2.779 |
| S2 |
2.664 |
2.664 |
2.795 |
|
| S3 |
2.514 |
2.593 |
2.781 |
|
| S4 |
2.364 |
2.443 |
2.740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.885 |
2.731 |
0.154 |
5.6% |
0.101 |
3.7% |
16% |
False |
True |
130,914 |
| 10 |
2.885 |
2.731 |
0.154 |
5.6% |
0.090 |
3.3% |
16% |
False |
True |
121,702 |
| 20 |
2.977 |
2.651 |
0.326 |
11.8% |
0.100 |
3.6% |
32% |
False |
False |
101,341 |
| 40 |
3.167 |
2.588 |
0.579 |
21.0% |
0.103 |
3.8% |
29% |
False |
False |
65,559 |
| 60 |
3.167 |
2.569 |
0.598 |
21.7% |
0.094 |
3.4% |
31% |
False |
False |
49,288 |
| 80 |
3.167 |
2.569 |
0.598 |
21.7% |
0.091 |
3.3% |
31% |
False |
False |
39,871 |
| 100 |
3.167 |
2.569 |
0.598 |
21.7% |
0.093 |
3.4% |
31% |
False |
False |
33,593 |
| 120 |
3.268 |
2.569 |
0.699 |
25.4% |
0.095 |
3.5% |
27% |
False |
False |
29,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.393 |
|
2.618 |
3.187 |
|
1.618 |
3.061 |
|
1.000 |
2.983 |
|
0.618 |
2.935 |
|
HIGH |
2.857 |
|
0.618 |
2.809 |
|
0.500 |
2.794 |
|
0.382 |
2.779 |
|
LOW |
2.731 |
|
0.618 |
2.653 |
|
1.000 |
2.605 |
|
1.618 |
2.527 |
|
2.618 |
2.401 |
|
4.250 |
2.196 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.794 |
2.808 |
| PP |
2.781 |
2.791 |
| S1 |
2.769 |
2.773 |
|