NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.758 |
2.729 |
-0.029 |
-1.1% |
2.755 |
| High |
2.800 |
2.756 |
-0.044 |
-1.6% |
2.885 |
| Low |
2.688 |
2.676 |
-0.012 |
-0.4% |
2.735 |
| Close |
2.716 |
2.685 |
-0.031 |
-1.1% |
2.822 |
| Range |
0.112 |
0.080 |
-0.032 |
-28.6% |
0.150 |
| ATR |
0.103 |
0.102 |
-0.002 |
-1.6% |
0.000 |
| Volume |
128,811 |
123,555 |
-5,256 |
-4.1% |
519,772 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.946 |
2.895 |
2.729 |
|
| R3 |
2.866 |
2.815 |
2.707 |
|
| R2 |
2.786 |
2.786 |
2.700 |
|
| R1 |
2.735 |
2.735 |
2.692 |
2.721 |
| PP |
2.706 |
2.706 |
2.706 |
2.698 |
| S1 |
2.655 |
2.655 |
2.678 |
2.641 |
| S2 |
2.626 |
2.626 |
2.670 |
|
| S3 |
2.546 |
2.575 |
2.663 |
|
| S4 |
2.466 |
2.495 |
2.641 |
|
|
| 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 |
2.676 |
0.209 |
7.8% |
0.101 |
3.7% |
4% |
False |
True |
133,632 |
| 10 |
2.885 |
2.676 |
0.209 |
7.8% |
0.096 |
3.6% |
4% |
False |
True |
128,185 |
| 20 |
2.977 |
2.676 |
0.301 |
11.2% |
0.097 |
3.6% |
3% |
False |
True |
107,222 |
| 40 |
3.167 |
2.588 |
0.579 |
21.6% |
0.101 |
3.8% |
17% |
False |
False |
70,500 |
| 60 |
3.167 |
2.569 |
0.598 |
22.3% |
0.096 |
3.6% |
19% |
False |
False |
52,890 |
| 80 |
3.167 |
2.569 |
0.598 |
22.3% |
0.091 |
3.4% |
19% |
False |
False |
42,718 |
| 100 |
3.167 |
2.569 |
0.598 |
22.3% |
0.092 |
3.4% |
19% |
False |
False |
35,963 |
| 120 |
3.268 |
2.569 |
0.699 |
26.0% |
0.094 |
3.5% |
17% |
False |
False |
31,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.096 |
|
2.618 |
2.965 |
|
1.618 |
2.885 |
|
1.000 |
2.836 |
|
0.618 |
2.805 |
|
HIGH |
2.756 |
|
0.618 |
2.725 |
|
0.500 |
2.716 |
|
0.382 |
2.707 |
|
LOW |
2.676 |
|
0.618 |
2.627 |
|
1.000 |
2.596 |
|
1.618 |
2.547 |
|
2.618 |
2.467 |
|
4.250 |
2.336 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.716 |
2.767 |
| PP |
2.706 |
2.739 |
| S1 |
2.695 |
2.712 |
|