NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.699 |
2.748 |
0.049 |
1.8% |
2.789 |
| High |
2.748 |
2.815 |
0.067 |
2.4% |
2.815 |
| Low |
2.656 |
2.735 |
0.079 |
3.0% |
2.656 |
| Close |
2.738 |
2.780 |
0.042 |
1.5% |
2.780 |
| Range |
0.092 |
0.080 |
-0.012 |
-13.0% |
0.159 |
| ATR |
0.096 |
0.095 |
-0.001 |
-1.2% |
0.000 |
| Volume |
68,931 |
59,998 |
-8,933 |
-13.0% |
285,302 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.017 |
2.978 |
2.824 |
|
| R3 |
2.937 |
2.898 |
2.802 |
|
| R2 |
2.857 |
2.857 |
2.795 |
|
| R1 |
2.818 |
2.818 |
2.787 |
2.838 |
| PP |
2.777 |
2.777 |
2.777 |
2.786 |
| S1 |
2.738 |
2.738 |
2.773 |
2.758 |
| S2 |
2.697 |
2.697 |
2.765 |
|
| S3 |
2.617 |
2.658 |
2.758 |
|
| S4 |
2.537 |
2.578 |
2.736 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.227 |
3.163 |
2.867 |
|
| R3 |
3.068 |
3.004 |
2.824 |
|
| R2 |
2.909 |
2.909 |
2.809 |
|
| R1 |
2.845 |
2.845 |
2.795 |
2.798 |
| PP |
2.750 |
2.750 |
2.750 |
2.727 |
| S1 |
2.686 |
2.686 |
2.765 |
2.639 |
| S2 |
2.591 |
2.591 |
2.751 |
|
| S3 |
2.432 |
2.527 |
2.736 |
|
| S4 |
2.273 |
2.368 |
2.693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.815 |
2.656 |
0.159 |
5.7% |
0.082 |
3.0% |
78% |
True |
False |
57,060 |
| 10 |
2.896 |
2.656 |
0.240 |
8.6% |
0.087 |
3.1% |
52% |
False |
False |
46,164 |
| 20 |
2.988 |
2.656 |
0.332 |
11.9% |
0.089 |
3.2% |
37% |
False |
False |
42,369 |
| 40 |
3.163 |
2.600 |
0.563 |
20.3% |
0.094 |
3.4% |
32% |
False |
False |
38,748 |
| 60 |
3.163 |
2.589 |
0.574 |
20.6% |
0.092 |
3.3% |
33% |
False |
False |
31,840 |
| 80 |
3.163 |
2.589 |
0.574 |
20.6% |
0.088 |
3.2% |
33% |
False |
False |
26,681 |
| 100 |
3.163 |
2.589 |
0.574 |
20.6% |
0.088 |
3.2% |
33% |
False |
False |
23,032 |
| 120 |
3.163 |
2.589 |
0.574 |
20.6% |
0.091 |
3.3% |
33% |
False |
False |
20,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.155 |
|
2.618 |
3.024 |
|
1.618 |
2.944 |
|
1.000 |
2.895 |
|
0.618 |
2.864 |
|
HIGH |
2.815 |
|
0.618 |
2.784 |
|
0.500 |
2.775 |
|
0.382 |
2.766 |
|
LOW |
2.735 |
|
0.618 |
2.686 |
|
1.000 |
2.655 |
|
1.618 |
2.606 |
|
2.618 |
2.526 |
|
4.250 |
2.395 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.778 |
2.765 |
| PP |
2.777 |
2.750 |
| S1 |
2.775 |
2.736 |
|