NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.767 |
2.733 |
-0.034 |
-1.2% |
2.770 |
| High |
2.809 |
2.766 |
-0.043 |
-1.5% |
2.896 |
| Low |
2.701 |
2.687 |
-0.014 |
-0.5% |
2.750 |
| Close |
2.726 |
2.697 |
-0.029 |
-1.1% |
2.837 |
| Range |
0.108 |
0.079 |
-0.029 |
-26.9% |
0.146 |
| ATR |
0.098 |
0.096 |
-0.001 |
-1.4% |
0.000 |
| Volume |
47,069 |
76,182 |
29,113 |
61.9% |
128,211 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.954 |
2.904 |
2.740 |
|
| R3 |
2.875 |
2.825 |
2.719 |
|
| R2 |
2.796 |
2.796 |
2.711 |
|
| R1 |
2.746 |
2.746 |
2.704 |
2.732 |
| PP |
2.717 |
2.717 |
2.717 |
2.709 |
| S1 |
2.667 |
2.667 |
2.690 |
2.653 |
| S2 |
2.638 |
2.638 |
2.683 |
|
| S3 |
2.559 |
2.588 |
2.675 |
|
| S4 |
2.480 |
2.509 |
2.654 |
|
|
| 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 |
2.687 |
0.209 |
7.7% |
0.082 |
3.0% |
5% |
False |
True |
44,509 |
| 10 |
2.896 |
2.687 |
0.209 |
7.7% |
0.086 |
3.2% |
5% |
False |
True |
37,695 |
| 20 |
2.988 |
2.687 |
0.301 |
11.2% |
0.090 |
3.3% |
3% |
False |
True |
42,416 |
| 40 |
3.163 |
2.600 |
0.563 |
20.9% |
0.096 |
3.6% |
17% |
False |
False |
36,913 |
| 60 |
3.163 |
2.589 |
0.574 |
21.3% |
0.091 |
3.4% |
19% |
False |
False |
30,159 |
| 80 |
3.163 |
2.589 |
0.574 |
21.3% |
0.087 |
3.2% |
19% |
False |
False |
25,250 |
| 100 |
3.163 |
2.589 |
0.574 |
21.3% |
0.089 |
3.3% |
19% |
False |
False |
21,934 |
| 120 |
3.257 |
2.589 |
0.668 |
24.8% |
0.092 |
3.4% |
16% |
False |
False |
19,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.102 |
|
2.618 |
2.973 |
|
1.618 |
2.894 |
|
1.000 |
2.845 |
|
0.618 |
2.815 |
|
HIGH |
2.766 |
|
0.618 |
2.736 |
|
0.500 |
2.727 |
|
0.382 |
2.717 |
|
LOW |
2.687 |
|
0.618 |
2.638 |
|
1.000 |
2.608 |
|
1.618 |
2.559 |
|
2.618 |
2.480 |
|
4.250 |
2.351 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.727 |
2.748 |
| PP |
2.717 |
2.731 |
| S1 |
2.707 |
2.714 |
|