NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.729 |
2.687 |
-0.042 |
-1.5% |
2.755 |
| High |
2.756 |
2.738 |
-0.018 |
-0.7% |
2.885 |
| Low |
2.676 |
2.644 |
-0.032 |
-1.2% |
2.735 |
| Close |
2.685 |
2.726 |
0.041 |
1.5% |
2.822 |
| Range |
0.080 |
0.094 |
0.014 |
17.5% |
0.150 |
| ATR |
0.102 |
0.101 |
-0.001 |
-0.5% |
0.000 |
| Volume |
123,555 |
133,123 |
9,568 |
7.7% |
519,772 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.985 |
2.949 |
2.778 |
|
| R3 |
2.891 |
2.855 |
2.752 |
|
| R2 |
2.797 |
2.797 |
2.743 |
|
| R1 |
2.761 |
2.761 |
2.735 |
2.779 |
| PP |
2.703 |
2.703 |
2.703 |
2.712 |
| S1 |
2.667 |
2.667 |
2.717 |
2.685 |
| S2 |
2.609 |
2.609 |
2.709 |
|
| S3 |
2.515 |
2.573 |
2.700 |
|
| S4 |
2.421 |
2.479 |
2.674 |
|
|
| 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 |
2.644 |
0.241 |
8.8% |
0.100 |
3.7% |
34% |
False |
True |
135,318 |
| 10 |
2.885 |
2.644 |
0.241 |
8.8% |
0.099 |
3.6% |
34% |
False |
True |
134,490 |
| 20 |
2.977 |
2.644 |
0.333 |
12.2% |
0.097 |
3.6% |
25% |
False |
True |
108,950 |
| 40 |
3.167 |
2.588 |
0.579 |
21.2% |
0.100 |
3.7% |
24% |
False |
False |
73,263 |
| 60 |
3.167 |
2.569 |
0.598 |
21.9% |
0.097 |
3.5% |
26% |
False |
False |
54,819 |
| 80 |
3.167 |
2.569 |
0.598 |
21.9% |
0.092 |
3.4% |
26% |
False |
False |
44,294 |
| 100 |
3.167 |
2.569 |
0.598 |
21.9% |
0.092 |
3.4% |
26% |
False |
False |
37,210 |
| 120 |
3.167 |
2.569 |
0.598 |
21.9% |
0.093 |
3.4% |
26% |
False |
False |
32,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.138 |
|
2.618 |
2.984 |
|
1.618 |
2.890 |
|
1.000 |
2.832 |
|
0.618 |
2.796 |
|
HIGH |
2.738 |
|
0.618 |
2.702 |
|
0.500 |
2.691 |
|
0.382 |
2.680 |
|
LOW |
2.644 |
|
0.618 |
2.586 |
|
1.000 |
2.550 |
|
1.618 |
2.492 |
|
2.618 |
2.398 |
|
4.250 |
2.245 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.714 |
2.725 |
| PP |
2.703 |
2.723 |
| S1 |
2.691 |
2.722 |
|