NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.789 |
2.767 |
-0.022 |
-0.8% |
2.770 |
| High |
2.797 |
2.809 |
0.012 |
0.4% |
2.896 |
| Low |
2.745 |
2.701 |
-0.044 |
-1.6% |
2.750 |
| Close |
2.766 |
2.726 |
-0.040 |
-1.4% |
2.837 |
| Range |
0.052 |
0.108 |
0.056 |
107.7% |
0.146 |
| ATR |
0.097 |
0.098 |
0.001 |
0.8% |
0.000 |
| Volume |
33,122 |
47,069 |
13,947 |
42.1% |
128,211 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.069 |
3.006 |
2.785 |
|
| R3 |
2.961 |
2.898 |
2.756 |
|
| R2 |
2.853 |
2.853 |
2.746 |
|
| R1 |
2.790 |
2.790 |
2.736 |
2.768 |
| PP |
2.745 |
2.745 |
2.745 |
2.734 |
| S1 |
2.682 |
2.682 |
2.716 |
2.660 |
| S2 |
2.637 |
2.637 |
2.706 |
|
| S3 |
2.529 |
2.574 |
2.696 |
|
| S4 |
2.421 |
2.466 |
2.667 |
|
|
| 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 |
2.701 |
0.195 |
7.2% |
0.083 |
3.0% |
13% |
False |
True |
34,531 |
| 10 |
2.896 |
2.701 |
0.195 |
7.2% |
0.086 |
3.2% |
13% |
False |
True |
33,265 |
| 20 |
2.988 |
2.701 |
0.287 |
10.5% |
0.094 |
3.4% |
9% |
False |
True |
41,303 |
| 40 |
3.163 |
2.600 |
0.563 |
20.7% |
0.097 |
3.6% |
22% |
False |
False |
35,881 |
| 60 |
3.163 |
2.589 |
0.574 |
21.1% |
0.091 |
3.3% |
24% |
False |
False |
29,081 |
| 80 |
3.163 |
2.589 |
0.574 |
21.1% |
0.087 |
3.2% |
24% |
False |
False |
24,466 |
| 100 |
3.163 |
2.589 |
0.574 |
21.1% |
0.090 |
3.3% |
24% |
False |
False |
21,262 |
| 120 |
3.257 |
2.589 |
0.668 |
24.5% |
0.093 |
3.4% |
21% |
False |
False |
18,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.268 |
|
2.618 |
3.092 |
|
1.618 |
2.984 |
|
1.000 |
2.917 |
|
0.618 |
2.876 |
|
HIGH |
2.809 |
|
0.618 |
2.768 |
|
0.500 |
2.755 |
|
0.382 |
2.742 |
|
LOW |
2.701 |
|
0.618 |
2.634 |
|
1.000 |
2.593 |
|
1.618 |
2.526 |
|
2.618 |
2.418 |
|
4.250 |
2.242 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.755 |
2.799 |
| PP |
2.745 |
2.774 |
| S1 |
2.736 |
2.750 |
|