NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.868 |
2.845 |
-0.023 |
-0.8% |
2.771 |
| High |
2.934 |
2.929 |
-0.005 |
-0.2% |
2.857 |
| Low |
2.822 |
2.832 |
0.010 |
0.4% |
2.644 |
| Close |
2.840 |
2.918 |
0.078 |
2.7% |
2.770 |
| Range |
0.112 |
0.097 |
-0.015 |
-13.4% |
0.213 |
| ATR |
0.102 |
0.101 |
0.000 |
-0.3% |
0.000 |
| Volume |
151,862 |
147,619 |
-4,243 |
-2.8% |
645,729 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.184 |
3.148 |
2.971 |
|
| R3 |
3.087 |
3.051 |
2.945 |
|
| R2 |
2.990 |
2.990 |
2.936 |
|
| R1 |
2.954 |
2.954 |
2.927 |
2.972 |
| PP |
2.893 |
2.893 |
2.893 |
2.902 |
| S1 |
2.857 |
2.857 |
2.909 |
2.875 |
| S2 |
2.796 |
2.796 |
2.900 |
|
| S3 |
2.699 |
2.760 |
2.891 |
|
| S4 |
2.602 |
2.663 |
2.865 |
|
|
| 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 |
9.9% |
0.097 |
3.3% |
94% |
False |
False |
148,367 |
| 10 |
2.934 |
2.644 |
0.290 |
9.9% |
0.099 |
3.4% |
94% |
False |
False |
140,999 |
| 20 |
2.977 |
2.644 |
0.333 |
11.4% |
0.095 |
3.2% |
82% |
False |
False |
122,729 |
| 40 |
3.167 |
2.588 |
0.579 |
19.8% |
0.101 |
3.5% |
57% |
False |
False |
85,362 |
| 60 |
3.167 |
2.569 |
0.598 |
20.5% |
0.097 |
3.3% |
58% |
False |
False |
63,862 |
| 80 |
3.167 |
2.569 |
0.598 |
20.5% |
0.091 |
3.1% |
58% |
False |
False |
51,267 |
| 100 |
3.167 |
2.569 |
0.598 |
20.5% |
0.092 |
3.1% |
58% |
False |
False |
42,975 |
| 120 |
3.167 |
2.569 |
0.598 |
20.5% |
0.092 |
3.2% |
58% |
False |
False |
36,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.341 |
|
2.618 |
3.183 |
|
1.618 |
3.086 |
|
1.000 |
3.026 |
|
0.618 |
2.989 |
|
HIGH |
2.929 |
|
0.618 |
2.892 |
|
0.500 |
2.881 |
|
0.382 |
2.869 |
|
LOW |
2.832 |
|
0.618 |
2.772 |
|
1.000 |
2.735 |
|
1.618 |
2.675 |
|
2.618 |
2.578 |
|
4.250 |
2.420 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.906 |
2.899 |
| PP |
2.893 |
2.880 |
| S1 |
2.881 |
2.861 |
|