NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.914 |
2.863 |
-0.051 |
-1.8% |
2.816 |
| High |
2.930 |
2.897 |
-0.033 |
-1.1% |
2.934 |
| Low |
2.842 |
2.826 |
-0.016 |
-0.6% |
2.787 |
| Close |
2.854 |
2.870 |
0.016 |
0.6% |
2.870 |
| Range |
0.088 |
0.071 |
-0.017 |
-19.3% |
0.147 |
| ATR |
0.100 |
0.098 |
-0.002 |
-2.1% |
0.000 |
| Volume |
146,190 |
91,164 |
-55,026 |
-37.6% |
720,625 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.077 |
3.045 |
2.909 |
|
| R3 |
3.006 |
2.974 |
2.890 |
|
| R2 |
2.935 |
2.935 |
2.883 |
|
| R1 |
2.903 |
2.903 |
2.877 |
2.919 |
| PP |
2.864 |
2.864 |
2.864 |
2.873 |
| S1 |
2.832 |
2.832 |
2.863 |
2.848 |
| S2 |
2.793 |
2.793 |
2.857 |
|
| S3 |
2.722 |
2.761 |
2.850 |
|
| S4 |
2.651 |
2.690 |
2.831 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.305 |
3.234 |
2.951 |
|
| R3 |
3.158 |
3.087 |
2.910 |
|
| R2 |
3.011 |
3.011 |
2.897 |
|
| R1 |
2.940 |
2.940 |
2.883 |
2.976 |
| PP |
2.864 |
2.864 |
2.864 |
2.881 |
| S1 |
2.793 |
2.793 |
2.857 |
2.829 |
| S2 |
2.717 |
2.717 |
2.843 |
|
| S3 |
2.570 |
2.646 |
2.830 |
|
| S4 |
2.423 |
2.499 |
2.789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.934 |
2.787 |
0.147 |
5.1% |
0.093 |
3.2% |
56% |
False |
False |
144,125 |
| 10 |
2.934 |
2.644 |
0.290 |
10.1% |
0.096 |
3.3% |
78% |
False |
False |
136,635 |
| 20 |
2.934 |
2.644 |
0.290 |
10.1% |
0.092 |
3.2% |
78% |
False |
False |
126,610 |
| 40 |
3.095 |
2.588 |
0.507 |
17.7% |
0.098 |
3.4% |
56% |
False |
False |
90,219 |
| 60 |
3.167 |
2.569 |
0.598 |
20.8% |
0.098 |
3.4% |
50% |
False |
False |
67,341 |
| 80 |
3.167 |
2.569 |
0.598 |
20.8% |
0.091 |
3.2% |
50% |
False |
False |
53,870 |
| 100 |
3.167 |
2.569 |
0.598 |
20.8% |
0.091 |
3.2% |
50% |
False |
False |
45,122 |
| 120 |
3.167 |
2.569 |
0.598 |
20.8% |
0.093 |
3.2% |
50% |
False |
False |
38,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.199 |
|
2.618 |
3.083 |
|
1.618 |
3.012 |
|
1.000 |
2.968 |
|
0.618 |
2.941 |
|
HIGH |
2.897 |
|
0.618 |
2.870 |
|
0.500 |
2.862 |
|
0.382 |
2.853 |
|
LOW |
2.826 |
|
0.618 |
2.782 |
|
1.000 |
2.755 |
|
1.618 |
2.711 |
|
2.618 |
2.640 |
|
4.250 |
2.524 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.867 |
2.878 |
| PP |
2.864 |
2.875 |
| S1 |
2.862 |
2.873 |
|