NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.840 |
2.890 |
0.050 |
1.8% |
2.816 |
| High |
2.894 |
2.915 |
0.021 |
0.7% |
2.934 |
| Low |
2.822 |
2.841 |
0.019 |
0.7% |
2.787 |
| Close |
2.882 |
2.897 |
0.015 |
0.5% |
2.870 |
| Range |
0.072 |
0.074 |
0.002 |
2.8% |
0.147 |
| ATR |
0.096 |
0.094 |
-0.002 |
-1.6% |
0.000 |
| Volume |
94,008 |
108,390 |
14,382 |
15.3% |
720,625 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.106 |
3.076 |
2.938 |
|
| R3 |
3.032 |
3.002 |
2.917 |
|
| R2 |
2.958 |
2.958 |
2.911 |
|
| R1 |
2.928 |
2.928 |
2.904 |
2.943 |
| PP |
2.884 |
2.884 |
2.884 |
2.892 |
| S1 |
2.854 |
2.854 |
2.890 |
2.869 |
| S2 |
2.810 |
2.810 |
2.883 |
|
| S3 |
2.736 |
2.780 |
2.877 |
|
| S4 |
2.662 |
2.706 |
2.856 |
|
|
| 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% |
0.079 |
2.7% |
77% |
False |
False |
116,164 |
| 10 |
2.934 |
2.644 |
0.290 |
10.0% |
0.088 |
3.0% |
87% |
False |
False |
132,265 |
| 20 |
2.934 |
2.644 |
0.290 |
10.0% |
0.092 |
3.2% |
87% |
False |
False |
130,225 |
| 40 |
2.977 |
2.588 |
0.389 |
13.4% |
0.096 |
3.3% |
79% |
False |
False |
96,958 |
| 60 |
3.167 |
2.569 |
0.598 |
20.6% |
0.099 |
3.4% |
55% |
False |
False |
72,468 |
| 80 |
3.167 |
2.569 |
0.598 |
20.6% |
0.091 |
3.2% |
55% |
False |
False |
57,628 |
| 100 |
3.167 |
2.569 |
0.598 |
20.6% |
0.090 |
3.1% |
55% |
False |
False |
48,233 |
| 120 |
3.167 |
2.569 |
0.598 |
20.6% |
0.092 |
3.2% |
55% |
False |
False |
41,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.230 |
|
2.618 |
3.109 |
|
1.618 |
3.035 |
|
1.000 |
2.989 |
|
0.618 |
2.961 |
|
HIGH |
2.915 |
|
0.618 |
2.887 |
|
0.500 |
2.878 |
|
0.382 |
2.869 |
|
LOW |
2.841 |
|
0.618 |
2.795 |
|
1.000 |
2.767 |
|
1.618 |
2.721 |
|
2.618 |
2.647 |
|
4.250 |
2.527 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.891 |
2.881 |
| PP |
2.884 |
2.866 |
| S1 |
2.878 |
2.850 |
|