NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.687 |
2.732 |
0.045 |
1.7% |
2.771 |
| High |
2.738 |
2.807 |
0.069 |
2.5% |
2.857 |
| Low |
2.644 |
2.723 |
0.079 |
3.0% |
2.644 |
| Close |
2.726 |
2.770 |
0.044 |
1.6% |
2.770 |
| Range |
0.094 |
0.084 |
-0.010 |
-10.6% |
0.213 |
| ATR |
0.101 |
0.100 |
-0.001 |
-1.2% |
0.000 |
| Volume |
133,123 |
125,442 |
-7,681 |
-5.8% |
645,729 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.019 |
2.978 |
2.816 |
|
| R3 |
2.935 |
2.894 |
2.793 |
|
| R2 |
2.851 |
2.851 |
2.785 |
|
| R1 |
2.810 |
2.810 |
2.778 |
2.831 |
| PP |
2.767 |
2.767 |
2.767 |
2.777 |
| S1 |
2.726 |
2.726 |
2.762 |
2.747 |
| S2 |
2.683 |
2.683 |
2.755 |
|
| S3 |
2.599 |
2.642 |
2.747 |
|
| S4 |
2.515 |
2.558 |
2.724 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.396 |
3.296 |
2.887 |
|
| R3 |
3.183 |
3.083 |
2.829 |
|
| R2 |
2.970 |
2.970 |
2.809 |
|
| R1 |
2.870 |
2.870 |
2.790 |
2.814 |
| PP |
2.757 |
2.757 |
2.757 |
2.729 |
| S1 |
2.657 |
2.657 |
2.750 |
2.601 |
| S2 |
2.544 |
2.544 |
2.731 |
|
| S3 |
2.331 |
2.444 |
2.711 |
|
| S4 |
2.118 |
2.231 |
2.653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.857 |
2.644 |
0.213 |
7.7% |
0.099 |
3.6% |
59% |
False |
False |
129,145 |
| 10 |
2.885 |
2.644 |
0.241 |
8.7% |
0.098 |
3.5% |
52% |
False |
False |
130,077 |
| 20 |
2.977 |
2.644 |
0.333 |
12.0% |
0.096 |
3.5% |
38% |
False |
False |
111,595 |
| 40 |
3.167 |
2.588 |
0.579 |
20.9% |
0.100 |
3.6% |
31% |
False |
False |
75,579 |
| 60 |
3.167 |
2.569 |
0.598 |
21.6% |
0.096 |
3.5% |
34% |
False |
False |
56,553 |
| 80 |
3.167 |
2.569 |
0.598 |
21.6% |
0.092 |
3.3% |
34% |
False |
False |
45,777 |
| 100 |
3.167 |
2.569 |
0.598 |
21.6% |
0.091 |
3.3% |
34% |
False |
False |
38,393 |
| 120 |
3.167 |
2.569 |
0.598 |
21.6% |
0.093 |
3.4% |
34% |
False |
False |
32,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.164 |
|
2.618 |
3.027 |
|
1.618 |
2.943 |
|
1.000 |
2.891 |
|
0.618 |
2.859 |
|
HIGH |
2.807 |
|
0.618 |
2.775 |
|
0.500 |
2.765 |
|
0.382 |
2.755 |
|
LOW |
2.723 |
|
0.618 |
2.671 |
|
1.000 |
2.639 |
|
1.618 |
2.587 |
|
2.618 |
2.503 |
|
4.250 |
2.366 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.768 |
2.755 |
| PP |
2.767 |
2.740 |
| S1 |
2.765 |
2.726 |
|