NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.816 |
2.868 |
0.052 |
1.8% |
2.771 |
| High |
2.883 |
2.934 |
0.051 |
1.8% |
2.857 |
| Low |
2.787 |
2.822 |
0.035 |
1.3% |
2.644 |
| Close |
2.864 |
2.840 |
-0.024 |
-0.8% |
2.770 |
| Range |
0.096 |
0.112 |
0.016 |
16.7% |
0.213 |
| ATR |
0.101 |
0.102 |
0.001 |
0.8% |
0.000 |
| Volume |
183,790 |
151,862 |
-31,928 |
-17.4% |
645,729 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.201 |
3.133 |
2.902 |
|
| R3 |
3.089 |
3.021 |
2.871 |
|
| R2 |
2.977 |
2.977 |
2.861 |
|
| R1 |
2.909 |
2.909 |
2.850 |
2.887 |
| PP |
2.865 |
2.865 |
2.865 |
2.855 |
| S1 |
2.797 |
2.797 |
2.830 |
2.775 |
| S2 |
2.753 |
2.753 |
2.819 |
|
| S3 |
2.641 |
2.685 |
2.809 |
|
| S4 |
2.529 |
2.573 |
2.778 |
|
|
| 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 |
2.934 |
2.644 |
0.290 |
10.2% |
0.093 |
3.3% |
68% |
True |
False |
143,554 |
| 10 |
2.934 |
2.644 |
0.290 |
10.2% |
0.097 |
3.4% |
68% |
True |
False |
137,744 |
| 20 |
2.977 |
2.644 |
0.333 |
11.7% |
0.095 |
3.3% |
59% |
False |
False |
119,192 |
| 40 |
3.167 |
2.588 |
0.579 |
20.4% |
0.100 |
3.5% |
44% |
False |
False |
82,154 |
| 60 |
3.167 |
2.569 |
0.598 |
21.1% |
0.096 |
3.4% |
45% |
False |
False |
61,559 |
| 80 |
3.167 |
2.569 |
0.598 |
21.1% |
0.091 |
3.2% |
45% |
False |
False |
49,628 |
| 100 |
3.167 |
2.569 |
0.598 |
21.1% |
0.092 |
3.2% |
45% |
False |
False |
41,601 |
| 120 |
3.167 |
2.569 |
0.598 |
21.1% |
0.093 |
3.3% |
45% |
False |
False |
35,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.410 |
|
2.618 |
3.227 |
|
1.618 |
3.115 |
|
1.000 |
3.046 |
|
0.618 |
3.003 |
|
HIGH |
2.934 |
|
0.618 |
2.891 |
|
0.500 |
2.878 |
|
0.382 |
2.865 |
|
LOW |
2.822 |
|
0.618 |
2.753 |
|
1.000 |
2.710 |
|
1.618 |
2.641 |
|
2.618 |
2.529 |
|
4.250 |
2.346 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.878 |
2.836 |
| PP |
2.865 |
2.832 |
| S1 |
2.853 |
2.829 |
|