NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.845 |
2.914 |
0.069 |
2.4% |
2.771 |
| High |
2.929 |
2.930 |
0.001 |
0.0% |
2.857 |
| Low |
2.832 |
2.842 |
0.010 |
0.4% |
2.644 |
| Close |
2.918 |
2.854 |
-0.064 |
-2.2% |
2.770 |
| Range |
0.097 |
0.088 |
-0.009 |
-9.3% |
0.213 |
| ATR |
0.101 |
0.100 |
-0.001 |
-0.9% |
0.000 |
| Volume |
147,619 |
146,190 |
-1,429 |
-1.0% |
645,729 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.139 |
3.085 |
2.902 |
|
| R3 |
3.051 |
2.997 |
2.878 |
|
| R2 |
2.963 |
2.963 |
2.870 |
|
| R1 |
2.909 |
2.909 |
2.862 |
2.892 |
| PP |
2.875 |
2.875 |
2.875 |
2.867 |
| S1 |
2.821 |
2.821 |
2.846 |
2.804 |
| S2 |
2.787 |
2.787 |
2.838 |
|
| S3 |
2.699 |
2.733 |
2.830 |
|
| S4 |
2.611 |
2.645 |
2.806 |
|
|
| 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 |
2.723 |
0.211 |
7.4% |
0.095 |
3.3% |
62% |
False |
False |
150,980 |
| 10 |
2.934 |
2.644 |
0.290 |
10.2% |
0.098 |
3.4% |
72% |
False |
False |
143,149 |
| 20 |
2.934 |
2.644 |
0.290 |
10.2% |
0.094 |
3.3% |
72% |
False |
False |
126,040 |
| 40 |
3.095 |
2.588 |
0.507 |
17.8% |
0.099 |
3.5% |
52% |
False |
False |
88,671 |
| 60 |
3.167 |
2.569 |
0.598 |
21.0% |
0.098 |
3.4% |
48% |
False |
False |
66,040 |
| 80 |
3.167 |
2.569 |
0.598 |
21.0% |
0.091 |
3.2% |
48% |
False |
False |
52,884 |
| 100 |
3.167 |
2.569 |
0.598 |
21.0% |
0.091 |
3.2% |
48% |
False |
False |
44,310 |
| 120 |
3.167 |
2.569 |
0.598 |
21.0% |
0.093 |
3.2% |
48% |
False |
False |
38,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.304 |
|
2.618 |
3.160 |
|
1.618 |
3.072 |
|
1.000 |
3.018 |
|
0.618 |
2.984 |
|
HIGH |
2.930 |
|
0.618 |
2.896 |
|
0.500 |
2.886 |
|
0.382 |
2.876 |
|
LOW |
2.842 |
|
0.618 |
2.788 |
|
1.000 |
2.754 |
|
1.618 |
2.700 |
|
2.618 |
2.612 |
|
4.250 |
2.468 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.886 |
2.878 |
| PP |
2.875 |
2.870 |
| S1 |
2.865 |
2.862 |
|