NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.870 |
2.842 |
-0.028 |
-1.0% |
2.789 |
| High |
2.931 |
2.914 |
-0.017 |
-0.6% |
2.815 |
| Low |
2.823 |
2.831 |
0.008 |
0.3% |
2.656 |
| Close |
2.839 |
2.909 |
0.070 |
2.5% |
2.780 |
| Range |
0.108 |
0.083 |
-0.025 |
-23.1% |
0.159 |
| ATR |
0.096 |
0.095 |
-0.001 |
-1.0% |
0.000 |
| Volume |
73,870 |
91,635 |
17,765 |
24.0% |
285,302 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.134 |
3.104 |
2.955 |
|
| R3 |
3.051 |
3.021 |
2.932 |
|
| R2 |
2.968 |
2.968 |
2.924 |
|
| R1 |
2.938 |
2.938 |
2.917 |
2.953 |
| PP |
2.885 |
2.885 |
2.885 |
2.892 |
| S1 |
2.855 |
2.855 |
2.901 |
2.870 |
| S2 |
2.802 |
2.802 |
2.894 |
|
| S3 |
2.719 |
2.772 |
2.886 |
|
| S4 |
2.636 |
2.689 |
2.863 |
|
|
| 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 |
9.5% |
0.091 |
3.1% |
92% |
False |
False |
78,382 |
| 10 |
2.931 |
2.656 |
0.275 |
9.5% |
0.086 |
3.0% |
92% |
False |
False |
61,446 |
| 20 |
2.988 |
2.656 |
0.332 |
11.4% |
0.087 |
3.0% |
76% |
False |
False |
48,166 |
| 40 |
3.163 |
2.600 |
0.563 |
19.4% |
0.095 |
3.3% |
55% |
False |
False |
42,586 |
| 60 |
3.163 |
2.589 |
0.574 |
19.7% |
0.092 |
3.2% |
56% |
False |
False |
35,382 |
| 80 |
3.163 |
2.589 |
0.574 |
19.7% |
0.087 |
3.0% |
56% |
False |
False |
29,439 |
| 100 |
3.163 |
2.589 |
0.574 |
19.7% |
0.088 |
3.0% |
56% |
False |
False |
25,434 |
| 120 |
3.163 |
2.589 |
0.574 |
19.7% |
0.090 |
3.1% |
56% |
False |
False |
22,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.267 |
|
2.618 |
3.131 |
|
1.618 |
3.048 |
|
1.000 |
2.997 |
|
0.618 |
2.965 |
|
HIGH |
2.914 |
|
0.618 |
2.882 |
|
0.500 |
2.873 |
|
0.382 |
2.863 |
|
LOW |
2.831 |
|
0.618 |
2.780 |
|
1.000 |
2.748 |
|
1.618 |
2.697 |
|
2.618 |
2.614 |
|
4.250 |
2.478 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.897 |
2.894 |
| PP |
2.885 |
2.878 |
| S1 |
2.873 |
2.863 |
|