NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.732 |
2.816 |
0.084 |
3.1% |
2.771 |
| High |
2.807 |
2.883 |
0.076 |
2.7% |
2.857 |
| Low |
2.723 |
2.787 |
0.064 |
2.4% |
2.644 |
| Close |
2.770 |
2.864 |
0.094 |
3.4% |
2.770 |
| Range |
0.084 |
0.096 |
0.012 |
14.3% |
0.213 |
| ATR |
0.100 |
0.101 |
0.001 |
0.9% |
0.000 |
| Volume |
125,442 |
183,790 |
58,348 |
46.5% |
645,729 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.133 |
3.094 |
2.917 |
|
| R3 |
3.037 |
2.998 |
2.890 |
|
| R2 |
2.941 |
2.941 |
2.882 |
|
| R1 |
2.902 |
2.902 |
2.873 |
2.922 |
| PP |
2.845 |
2.845 |
2.845 |
2.854 |
| S1 |
2.806 |
2.806 |
2.855 |
2.826 |
| S2 |
2.749 |
2.749 |
2.846 |
|
| S3 |
2.653 |
2.710 |
2.838 |
|
| S4 |
2.557 |
2.614 |
2.811 |
|
|
| 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 |
2.883 |
2.644 |
0.239 |
8.3% |
0.093 |
3.3% |
92% |
True |
False |
138,944 |
| 10 |
2.885 |
2.644 |
0.241 |
8.4% |
0.097 |
3.4% |
91% |
False |
False |
134,929 |
| 20 |
2.977 |
2.644 |
0.333 |
11.6% |
0.097 |
3.4% |
66% |
False |
False |
116,430 |
| 40 |
3.167 |
2.588 |
0.579 |
20.2% |
0.099 |
3.5% |
48% |
False |
False |
79,422 |
| 60 |
3.167 |
2.569 |
0.598 |
20.9% |
0.095 |
3.3% |
49% |
False |
False |
59,342 |
| 80 |
3.167 |
2.569 |
0.598 |
20.9% |
0.091 |
3.2% |
49% |
False |
False |
47,910 |
| 100 |
3.167 |
2.569 |
0.598 |
20.9% |
0.091 |
3.2% |
49% |
False |
False |
40,153 |
| 120 |
3.167 |
2.569 |
0.598 |
20.9% |
0.093 |
3.2% |
49% |
False |
False |
34,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.291 |
|
2.618 |
3.134 |
|
1.618 |
3.038 |
|
1.000 |
2.979 |
|
0.618 |
2.942 |
|
HIGH |
2.883 |
|
0.618 |
2.846 |
|
0.500 |
2.835 |
|
0.382 |
2.824 |
|
LOW |
2.787 |
|
0.618 |
2.728 |
|
1.000 |
2.691 |
|
1.618 |
2.632 |
|
2.618 |
2.536 |
|
4.250 |
2.379 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.854 |
2.831 |
| PP |
2.845 |
2.797 |
| S1 |
2.835 |
2.764 |
|