NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.814 |
2.789 |
-0.025 |
-0.9% |
2.770 |
| High |
2.896 |
2.797 |
-0.099 |
-3.4% |
2.896 |
| Low |
2.814 |
2.745 |
-0.069 |
-2.5% |
2.750 |
| Close |
2.837 |
2.766 |
-0.071 |
-2.5% |
2.837 |
| Range |
0.082 |
0.052 |
-0.030 |
-36.6% |
0.146 |
| ATR |
0.097 |
0.097 |
0.000 |
-0.4% |
0.000 |
| Volume |
33,445 |
33,122 |
-323 |
-1.0% |
128,211 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.925 |
2.898 |
2.795 |
|
| R3 |
2.873 |
2.846 |
2.780 |
|
| R2 |
2.821 |
2.821 |
2.776 |
|
| R1 |
2.794 |
2.794 |
2.771 |
2.782 |
| PP |
2.769 |
2.769 |
2.769 |
2.763 |
| S1 |
2.742 |
2.742 |
2.761 |
2.730 |
| S2 |
2.717 |
2.717 |
2.756 |
|
| S3 |
2.665 |
2.690 |
2.752 |
|
| S4 |
2.613 |
2.638 |
2.737 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.266 |
3.197 |
2.917 |
|
| R3 |
3.120 |
3.051 |
2.877 |
|
| R2 |
2.974 |
2.974 |
2.864 |
|
| R1 |
2.905 |
2.905 |
2.850 |
2.940 |
| PP |
2.828 |
2.828 |
2.828 |
2.845 |
| S1 |
2.759 |
2.759 |
2.824 |
2.794 |
| S2 |
2.682 |
2.682 |
2.810 |
|
| S3 |
2.536 |
2.613 |
2.797 |
|
| S4 |
2.390 |
2.467 |
2.757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.896 |
2.745 |
0.151 |
5.5% |
0.082 |
3.0% |
14% |
False |
True |
32,266 |
| 10 |
2.896 |
2.745 |
0.151 |
5.5% |
0.080 |
2.9% |
14% |
False |
True |
32,133 |
| 20 |
2.988 |
2.663 |
0.325 |
11.7% |
0.093 |
3.4% |
32% |
False |
False |
41,267 |
| 40 |
3.163 |
2.600 |
0.563 |
20.4% |
0.098 |
3.5% |
29% |
False |
False |
35,326 |
| 60 |
3.163 |
2.589 |
0.574 |
20.8% |
0.090 |
3.3% |
31% |
False |
False |
28,548 |
| 80 |
3.163 |
2.589 |
0.574 |
20.8% |
0.087 |
3.2% |
31% |
False |
False |
24,032 |
| 100 |
3.163 |
2.589 |
0.574 |
20.8% |
0.090 |
3.3% |
31% |
False |
False |
20,892 |
| 120 |
3.257 |
2.589 |
0.668 |
24.2% |
0.093 |
3.4% |
26% |
False |
False |
18,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.018 |
|
2.618 |
2.933 |
|
1.618 |
2.881 |
|
1.000 |
2.849 |
|
0.618 |
2.829 |
|
HIGH |
2.797 |
|
0.618 |
2.777 |
|
0.500 |
2.771 |
|
0.382 |
2.765 |
|
LOW |
2.745 |
|
0.618 |
2.713 |
|
1.000 |
2.693 |
|
1.618 |
2.661 |
|
2.618 |
2.609 |
|
4.250 |
2.524 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.771 |
2.821 |
| PP |
2.769 |
2.802 |
| S1 |
2.768 |
2.784 |
|