NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.745 |
2.796 |
0.051 |
1.9% |
2.843 |
| High |
2.820 |
2.852 |
0.032 |
1.1% |
2.951 |
| Low |
2.735 |
2.777 |
0.042 |
1.5% |
2.773 |
| Close |
2.789 |
2.821 |
0.032 |
1.1% |
2.776 |
| Range |
0.085 |
0.075 |
-0.010 |
-11.8% |
0.178 |
| ATR |
0.093 |
0.092 |
-0.001 |
-1.4% |
0.000 |
| Volume |
44,020 |
52,150 |
8,130 |
18.5% |
587,835 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.042 |
3.006 |
2.862 |
|
| R3 |
2.967 |
2.931 |
2.842 |
|
| R2 |
2.892 |
2.892 |
2.835 |
|
| R1 |
2.856 |
2.856 |
2.828 |
2.874 |
| PP |
2.817 |
2.817 |
2.817 |
2.826 |
| S1 |
2.781 |
2.781 |
2.814 |
2.799 |
| S2 |
2.742 |
2.742 |
2.807 |
|
| S3 |
2.667 |
2.706 |
2.800 |
|
| S4 |
2.592 |
2.631 |
2.780 |
|
|
| 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% |
0.085 |
3.0% |
40% |
False |
False |
89,785 |
| 10 |
2.951 |
2.735 |
0.216 |
7.7% |
0.084 |
3.0% |
40% |
False |
False |
106,897 |
| 20 |
2.951 |
2.644 |
0.307 |
10.9% |
0.091 |
3.2% |
58% |
False |
False |
122,320 |
| 40 |
2.977 |
2.588 |
0.389 |
13.8% |
0.095 |
3.4% |
60% |
False |
False |
102,704 |
| 60 |
3.167 |
2.588 |
0.579 |
20.5% |
0.098 |
3.5% |
40% |
False |
False |
76,826 |
| 80 |
3.167 |
2.569 |
0.598 |
21.2% |
0.092 |
3.3% |
42% |
False |
False |
61,417 |
| 100 |
3.167 |
2.569 |
0.598 |
21.2% |
0.091 |
3.2% |
42% |
False |
False |
51,395 |
| 120 |
3.167 |
2.569 |
0.598 |
21.2% |
0.092 |
3.3% |
42% |
False |
False |
44,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.171 |
|
2.618 |
3.048 |
|
1.618 |
2.973 |
|
1.000 |
2.927 |
|
0.618 |
2.898 |
|
HIGH |
2.852 |
|
0.618 |
2.823 |
|
0.500 |
2.815 |
|
0.382 |
2.806 |
|
LOW |
2.777 |
|
0.618 |
2.731 |
|
1.000 |
2.702 |
|
1.618 |
2.656 |
|
2.618 |
2.581 |
|
4.250 |
2.458 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.819 |
2.812 |
| PP |
2.817 |
2.803 |
| S1 |
2.815 |
2.794 |
|