NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.733 |
2.699 |
-0.034 |
-1.2% |
2.770 |
| High |
2.766 |
2.748 |
-0.018 |
-0.7% |
2.896 |
| Low |
2.687 |
2.656 |
-0.031 |
-1.2% |
2.750 |
| Close |
2.697 |
2.738 |
0.041 |
1.5% |
2.837 |
| Range |
0.079 |
0.092 |
0.013 |
16.5% |
0.146 |
| ATR |
0.096 |
0.096 |
0.000 |
-0.3% |
0.000 |
| Volume |
76,182 |
68,931 |
-7,251 |
-9.5% |
128,211 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.990 |
2.956 |
2.789 |
|
| R3 |
2.898 |
2.864 |
2.763 |
|
| R2 |
2.806 |
2.806 |
2.755 |
|
| R1 |
2.772 |
2.772 |
2.746 |
2.789 |
| PP |
2.714 |
2.714 |
2.714 |
2.723 |
| S1 |
2.680 |
2.680 |
2.730 |
2.697 |
| S2 |
2.622 |
2.622 |
2.721 |
|
| S3 |
2.530 |
2.588 |
2.713 |
|
| S4 |
2.438 |
2.496 |
2.687 |
|
|
| 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 |
2.656 |
0.240 |
8.8% |
0.083 |
3.0% |
34% |
False |
True |
51,749 |
| 10 |
2.896 |
2.656 |
0.240 |
8.8% |
0.088 |
3.2% |
34% |
False |
True |
41,636 |
| 20 |
2.988 |
2.656 |
0.332 |
12.1% |
0.090 |
3.3% |
25% |
False |
True |
42,378 |
| 40 |
3.163 |
2.600 |
0.563 |
20.6% |
0.095 |
3.5% |
25% |
False |
False |
38,091 |
| 60 |
3.163 |
2.589 |
0.574 |
21.0% |
0.092 |
3.4% |
26% |
False |
False |
31,091 |
| 80 |
3.163 |
2.589 |
0.574 |
21.0% |
0.088 |
3.2% |
26% |
False |
False |
26,027 |
| 100 |
3.163 |
2.589 |
0.574 |
21.0% |
0.089 |
3.2% |
26% |
False |
False |
22,493 |
| 120 |
3.163 |
2.589 |
0.574 |
21.0% |
0.091 |
3.3% |
26% |
False |
False |
19,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.139 |
|
2.618 |
2.989 |
|
1.618 |
2.897 |
|
1.000 |
2.840 |
|
0.618 |
2.805 |
|
HIGH |
2.748 |
|
0.618 |
2.713 |
|
0.500 |
2.702 |
|
0.382 |
2.691 |
|
LOW |
2.656 |
|
0.618 |
2.599 |
|
1.000 |
2.564 |
|
1.618 |
2.507 |
|
2.618 |
2.415 |
|
4.250 |
2.265 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.726 |
2.736 |
| PP |
2.714 |
2.734 |
| S1 |
2.702 |
2.733 |
|