NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.890 |
2.894 |
0.004 |
0.1% |
2.816 |
| High |
2.915 |
2.951 |
0.036 |
1.2% |
2.934 |
| Low |
2.841 |
2.804 |
-0.037 |
-1.3% |
2.787 |
| Close |
2.897 |
2.816 |
-0.081 |
-2.8% |
2.870 |
| Range |
0.074 |
0.147 |
0.073 |
98.6% |
0.147 |
| ATR |
0.094 |
0.098 |
0.004 |
4.0% |
0.000 |
| Volume |
108,390 |
181,461 |
73,071 |
67.4% |
720,625 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.298 |
3.204 |
2.897 |
|
| R3 |
3.151 |
3.057 |
2.856 |
|
| R2 |
3.004 |
3.004 |
2.843 |
|
| R1 |
2.910 |
2.910 |
2.829 |
2.884 |
| PP |
2.857 |
2.857 |
2.857 |
2.844 |
| S1 |
2.763 |
2.763 |
2.803 |
2.737 |
| S2 |
2.710 |
2.710 |
2.789 |
|
| S3 |
2.563 |
2.616 |
2.776 |
|
| S4 |
2.416 |
2.469 |
2.735 |
|
|
| 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 |
2.951 |
2.785 |
0.166 |
5.9% |
0.091 |
3.2% |
19% |
True |
False |
123,218 |
| 10 |
2.951 |
2.723 |
0.228 |
8.1% |
0.093 |
3.3% |
41% |
True |
False |
137,099 |
| 20 |
2.951 |
2.644 |
0.307 |
10.9% |
0.096 |
3.4% |
56% |
True |
False |
135,795 |
| 40 |
2.977 |
2.588 |
0.389 |
13.8% |
0.098 |
3.5% |
59% |
False |
False |
100,867 |
| 60 |
3.167 |
2.588 |
0.579 |
20.6% |
0.101 |
3.6% |
39% |
False |
False |
75,203 |
| 80 |
3.167 |
2.569 |
0.598 |
21.2% |
0.093 |
3.3% |
41% |
False |
False |
59,758 |
| 100 |
3.167 |
2.569 |
0.598 |
21.2% |
0.091 |
3.2% |
41% |
False |
False |
49,995 |
| 120 |
3.167 |
2.569 |
0.598 |
21.2% |
0.092 |
3.3% |
41% |
False |
False |
42,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.576 |
|
2.618 |
3.336 |
|
1.618 |
3.189 |
|
1.000 |
3.098 |
|
0.618 |
3.042 |
|
HIGH |
2.951 |
|
0.618 |
2.895 |
|
0.500 |
2.878 |
|
0.382 |
2.860 |
|
LOW |
2.804 |
|
0.618 |
2.713 |
|
1.000 |
2.657 |
|
1.618 |
2.566 |
|
2.618 |
2.419 |
|
4.250 |
2.179 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.878 |
2.878 |
| PP |
2.857 |
2.857 |
| S1 |
2.837 |
2.837 |
|