NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.843 |
2.840 |
-0.003 |
-0.1% |
2.816 |
| High |
2.874 |
2.894 |
0.020 |
0.7% |
2.934 |
| Low |
2.785 |
2.822 |
0.037 |
1.3% |
2.787 |
| Close |
2.823 |
2.882 |
0.059 |
2.1% |
2.870 |
| Range |
0.089 |
0.072 |
-0.017 |
-19.1% |
0.147 |
| ATR |
0.098 |
0.096 |
-0.002 |
-1.9% |
0.000 |
| Volume |
141,069 |
94,008 |
-47,061 |
-33.4% |
720,625 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.082 |
3.054 |
2.922 |
|
| R3 |
3.010 |
2.982 |
2.902 |
|
| R2 |
2.938 |
2.938 |
2.895 |
|
| R1 |
2.910 |
2.910 |
2.889 |
2.924 |
| PP |
2.866 |
2.866 |
2.866 |
2.873 |
| S1 |
2.838 |
2.838 |
2.875 |
2.852 |
| S2 |
2.794 |
2.794 |
2.869 |
|
| S3 |
2.722 |
2.766 |
2.862 |
|
| S4 |
2.650 |
2.694 |
2.842 |
|
|
| 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 |
2.930 |
2.785 |
0.145 |
5.0% |
0.083 |
2.9% |
67% |
False |
False |
124,010 |
| 10 |
2.934 |
2.644 |
0.290 |
10.1% |
0.088 |
3.1% |
82% |
False |
False |
133,782 |
| 20 |
2.934 |
2.644 |
0.290 |
10.1% |
0.093 |
3.2% |
82% |
False |
False |
129,877 |
| 40 |
2.977 |
2.588 |
0.389 |
13.5% |
0.097 |
3.4% |
76% |
False |
False |
94,833 |
| 60 |
3.167 |
2.569 |
0.598 |
20.7% |
0.099 |
3.4% |
52% |
False |
False |
70,805 |
| 80 |
3.167 |
2.569 |
0.598 |
20.7% |
0.091 |
3.2% |
52% |
False |
False |
56,470 |
| 100 |
3.167 |
2.569 |
0.598 |
20.7% |
0.090 |
3.1% |
52% |
False |
False |
47,253 |
| 120 |
3.167 |
2.569 |
0.598 |
20.7% |
0.093 |
3.2% |
52% |
False |
False |
40,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.200 |
|
2.618 |
3.082 |
|
1.618 |
3.010 |
|
1.000 |
2.966 |
|
0.618 |
2.938 |
|
HIGH |
2.894 |
|
0.618 |
2.866 |
|
0.500 |
2.858 |
|
0.382 |
2.850 |
|
LOW |
2.822 |
|
0.618 |
2.778 |
|
1.000 |
2.750 |
|
1.618 |
2.706 |
|
2.618 |
2.634 |
|
4.250 |
2.516 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.874 |
2.868 |
| PP |
2.866 |
2.855 |
| S1 |
2.858 |
2.841 |
|