NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.771 |
2.758 |
-0.013 |
-0.5% |
2.755 |
| High |
2.857 |
2.800 |
-0.057 |
-2.0% |
2.885 |
| Low |
2.731 |
2.688 |
-0.043 |
-1.6% |
2.735 |
| Close |
2.756 |
2.716 |
-0.040 |
-1.5% |
2.822 |
| Range |
0.126 |
0.112 |
-0.014 |
-11.1% |
0.150 |
| ATR |
0.103 |
0.103 |
0.001 |
0.7% |
0.000 |
| Volume |
134,798 |
128,811 |
-5,987 |
-4.4% |
519,772 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.071 |
3.005 |
2.778 |
|
| R3 |
2.959 |
2.893 |
2.747 |
|
| R2 |
2.847 |
2.847 |
2.737 |
|
| R1 |
2.781 |
2.781 |
2.726 |
2.758 |
| PP |
2.735 |
2.735 |
2.735 |
2.723 |
| S1 |
2.669 |
2.669 |
2.706 |
2.646 |
| S2 |
2.623 |
2.623 |
2.695 |
|
| S3 |
2.511 |
2.557 |
2.685 |
|
| S4 |
2.399 |
2.445 |
2.654 |
|
|
| 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 |
2.688 |
0.197 |
7.3% |
0.102 |
3.7% |
14% |
False |
True |
131,933 |
| 10 |
2.885 |
2.688 |
0.197 |
7.3% |
0.098 |
3.6% |
14% |
False |
True |
125,972 |
| 20 |
2.977 |
2.688 |
0.289 |
10.6% |
0.101 |
3.7% |
10% |
False |
True |
104,587 |
| 40 |
3.167 |
2.588 |
0.579 |
21.3% |
0.103 |
3.8% |
22% |
False |
False |
68,195 |
| 60 |
3.167 |
2.569 |
0.598 |
22.0% |
0.095 |
3.5% |
25% |
False |
False |
51,133 |
| 80 |
3.167 |
2.569 |
0.598 |
22.0% |
0.091 |
3.4% |
25% |
False |
False |
41,328 |
| 100 |
3.167 |
2.569 |
0.598 |
22.0% |
0.093 |
3.4% |
25% |
False |
False |
34,807 |
| 120 |
3.268 |
2.569 |
0.699 |
25.7% |
0.095 |
3.5% |
21% |
False |
False |
30,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.276 |
|
2.618 |
3.093 |
|
1.618 |
2.981 |
|
1.000 |
2.912 |
|
0.618 |
2.869 |
|
HIGH |
2.800 |
|
0.618 |
2.757 |
|
0.500 |
2.744 |
|
0.382 |
2.731 |
|
LOW |
2.688 |
|
0.618 |
2.619 |
|
1.000 |
2.576 |
|
1.618 |
2.507 |
|
2.618 |
2.395 |
|
4.250 |
2.212 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.744 |
2.787 |
| PP |
2.735 |
2.763 |
| S1 |
2.725 |
2.740 |
|