NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.821 |
2.870 |
0.049 |
1.7% |
2.789 |
| High |
2.884 |
2.931 |
0.047 |
1.6% |
2.815 |
| Low |
2.794 |
2.823 |
0.029 |
1.0% |
2.656 |
| Close |
2.867 |
2.839 |
-0.028 |
-1.0% |
2.780 |
| Range |
0.090 |
0.108 |
0.018 |
20.0% |
0.159 |
| ATR |
0.096 |
0.096 |
0.001 |
0.9% |
0.000 |
| Volume |
97,478 |
73,870 |
-23,608 |
-24.2% |
285,302 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.188 |
3.122 |
2.898 |
|
| R3 |
3.080 |
3.014 |
2.869 |
|
| R2 |
2.972 |
2.972 |
2.859 |
|
| R1 |
2.906 |
2.906 |
2.849 |
2.885 |
| PP |
2.864 |
2.864 |
2.864 |
2.854 |
| S1 |
2.798 |
2.798 |
2.829 |
2.777 |
| S2 |
2.756 |
2.756 |
2.819 |
|
| S3 |
2.648 |
2.690 |
2.809 |
|
| S4 |
2.540 |
2.582 |
2.780 |
|
|
| 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 |
2.931 |
2.656 |
0.275 |
9.7% |
0.090 |
3.2% |
67% |
True |
False |
75,291 |
| 10 |
2.931 |
2.656 |
0.275 |
9.7% |
0.086 |
3.0% |
67% |
True |
False |
54,911 |
| 20 |
2.988 |
2.656 |
0.332 |
11.7% |
0.088 |
3.1% |
55% |
False |
False |
45,581 |
| 40 |
3.163 |
2.600 |
0.563 |
19.8% |
0.095 |
3.3% |
42% |
False |
False |
40,953 |
| 60 |
3.163 |
2.589 |
0.574 |
20.2% |
0.092 |
3.2% |
44% |
False |
False |
33,991 |
| 80 |
3.163 |
2.589 |
0.574 |
20.2% |
0.087 |
3.1% |
44% |
False |
False |
28,479 |
| 100 |
3.163 |
2.589 |
0.574 |
20.2% |
0.088 |
3.1% |
44% |
False |
False |
24,603 |
| 120 |
3.163 |
2.589 |
0.574 |
20.2% |
0.090 |
3.2% |
44% |
False |
False |
21,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.390 |
|
2.618 |
3.214 |
|
1.618 |
3.106 |
|
1.000 |
3.039 |
|
0.618 |
2.998 |
|
HIGH |
2.931 |
|
0.618 |
2.890 |
|
0.500 |
2.877 |
|
0.382 |
2.864 |
|
LOW |
2.823 |
|
0.618 |
2.756 |
|
1.000 |
2.715 |
|
1.618 |
2.648 |
|
2.618 |
2.540 |
|
4.250 |
2.364 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.877 |
2.837 |
| PP |
2.864 |
2.835 |
| S1 |
2.852 |
2.833 |
|