NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.807 |
2.745 |
-0.062 |
-2.2% |
2.843 |
| High |
2.815 |
2.820 |
0.005 |
0.2% |
2.951 |
| Low |
2.773 |
2.735 |
-0.038 |
-1.4% |
2.773 |
| Close |
2.776 |
2.789 |
0.013 |
0.5% |
2.776 |
| Range |
0.042 |
0.085 |
0.043 |
102.4% |
0.178 |
| ATR |
0.094 |
0.093 |
-0.001 |
-0.7% |
0.000 |
| Volume |
62,907 |
44,020 |
-18,887 |
-30.0% |
587,835 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.036 |
2.998 |
2.836 |
|
| R3 |
2.951 |
2.913 |
2.812 |
|
| R2 |
2.866 |
2.866 |
2.805 |
|
| R1 |
2.828 |
2.828 |
2.797 |
2.847 |
| PP |
2.781 |
2.781 |
2.781 |
2.791 |
| S1 |
2.743 |
2.743 |
2.781 |
2.762 |
| S2 |
2.696 |
2.696 |
2.773 |
|
| S3 |
2.611 |
2.658 |
2.766 |
|
| S4 |
2.526 |
2.573 |
2.742 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.367 |
3.250 |
2.874 |
|
| R3 |
3.189 |
3.072 |
2.825 |
|
| R2 |
3.011 |
3.011 |
2.809 |
|
| R1 |
2.894 |
2.894 |
2.792 |
2.864 |
| PP |
2.833 |
2.833 |
2.833 |
2.818 |
| S1 |
2.716 |
2.716 |
2.760 |
2.686 |
| S2 |
2.655 |
2.655 |
2.743 |
|
| S3 |
2.477 |
2.538 |
2.727 |
|
| S4 |
2.299 |
2.360 |
2.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.951 |
2.735 |
0.216 |
7.7% |
0.084 |
3.0% |
25% |
False |
True |
98,157 |
| 10 |
2.951 |
2.735 |
0.216 |
7.7% |
0.088 |
3.1% |
25% |
False |
True |
116,869 |
| 20 |
2.951 |
2.644 |
0.307 |
11.0% |
0.092 |
3.3% |
47% |
False |
False |
125,899 |
| 40 |
2.977 |
2.588 |
0.389 |
13.9% |
0.095 |
3.4% |
52% |
False |
False |
102,017 |
| 60 |
3.167 |
2.588 |
0.579 |
20.8% |
0.098 |
3.5% |
35% |
False |
False |
76,458 |
| 80 |
3.167 |
2.569 |
0.598 |
21.4% |
0.092 |
3.3% |
37% |
False |
False |
60,906 |
| 100 |
3.167 |
2.569 |
0.598 |
21.4% |
0.091 |
3.3% |
37% |
False |
False |
50,934 |
| 120 |
3.167 |
2.569 |
0.598 |
21.4% |
0.092 |
3.3% |
37% |
False |
False |
43,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.181 |
|
2.618 |
3.043 |
|
1.618 |
2.958 |
|
1.000 |
2.905 |
|
0.618 |
2.873 |
|
HIGH |
2.820 |
|
0.618 |
2.788 |
|
0.500 |
2.778 |
|
0.382 |
2.767 |
|
LOW |
2.735 |
|
0.618 |
2.682 |
|
1.000 |
2.650 |
|
1.618 |
2.597 |
|
2.618 |
2.512 |
|
4.250 |
2.374 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.785 |
2.843 |
| PP |
2.781 |
2.825 |
| S1 |
2.778 |
2.807 |
|