NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.796 |
2.841 |
0.045 |
1.6% |
2.843 |
| High |
2.852 |
2.895 |
0.043 |
1.5% |
2.951 |
| Low |
2.777 |
2.831 |
0.054 |
1.9% |
2.773 |
| Close |
2.821 |
2.886 |
0.065 |
2.3% |
2.776 |
| Range |
0.075 |
0.064 |
-0.011 |
-14.7% |
0.178 |
| ATR |
0.092 |
0.091 |
-0.001 |
-1.4% |
0.000 |
| Volume |
52,150 |
9,174 |
-42,976 |
-82.4% |
587,835 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.063 |
3.038 |
2.921 |
|
| R3 |
2.999 |
2.974 |
2.904 |
|
| R2 |
2.935 |
2.935 |
2.898 |
|
| R1 |
2.910 |
2.910 |
2.892 |
2.923 |
| PP |
2.871 |
2.871 |
2.871 |
2.877 |
| S1 |
2.846 |
2.846 |
2.880 |
2.859 |
| S2 |
2.807 |
2.807 |
2.874 |
|
| S3 |
2.743 |
2.782 |
2.868 |
|
| S4 |
2.679 |
2.718 |
2.851 |
|
|
| 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 |
7.5% |
0.083 |
2.9% |
70% |
False |
False |
69,942 |
| 10 |
2.951 |
2.735 |
0.216 |
7.5% |
0.081 |
2.8% |
70% |
False |
False |
93,053 |
| 20 |
2.951 |
2.644 |
0.307 |
10.6% |
0.090 |
3.1% |
79% |
False |
False |
117,026 |
| 40 |
2.977 |
2.588 |
0.389 |
13.5% |
0.094 |
3.2% |
77% |
False |
False |
101,917 |
| 60 |
3.167 |
2.588 |
0.579 |
20.1% |
0.097 |
3.4% |
51% |
False |
False |
76,652 |
| 80 |
3.167 |
2.569 |
0.598 |
20.7% |
0.092 |
3.2% |
53% |
False |
False |
61,388 |
| 100 |
3.167 |
2.569 |
0.598 |
20.7% |
0.091 |
3.1% |
53% |
False |
False |
51,411 |
| 120 |
3.167 |
2.569 |
0.598 |
20.7% |
0.092 |
3.2% |
53% |
False |
False |
44,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.167 |
|
2.618 |
3.063 |
|
1.618 |
2.999 |
|
1.000 |
2.959 |
|
0.618 |
2.935 |
|
HIGH |
2.895 |
|
0.618 |
2.871 |
|
0.500 |
2.863 |
|
0.382 |
2.855 |
|
LOW |
2.831 |
|
0.618 |
2.791 |
|
1.000 |
2.767 |
|
1.618 |
2.727 |
|
2.618 |
2.663 |
|
4.250 |
2.559 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.878 |
2.862 |
| PP |
2.871 |
2.839 |
| S1 |
2.863 |
2.815 |
|