NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.905 |
2.861 |
-0.044 |
-1.5% |
2.821 |
| High |
2.921 |
2.893 |
-0.028 |
-1.0% |
2.931 |
| Low |
2.843 |
2.828 |
-0.015 |
-0.5% |
2.794 |
| Close |
2.853 |
2.874 |
0.021 |
0.7% |
2.874 |
| Range |
0.078 |
0.065 |
-0.013 |
-16.7% |
0.137 |
| ATR |
0.094 |
0.092 |
-0.002 |
-2.2% |
0.000 |
| Volume |
80,788 |
49,423 |
-31,365 |
-38.8% |
393,194 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.060 |
3.032 |
2.910 |
|
| R3 |
2.995 |
2.967 |
2.892 |
|
| R2 |
2.930 |
2.930 |
2.886 |
|
| R1 |
2.902 |
2.902 |
2.880 |
2.916 |
| PP |
2.865 |
2.865 |
2.865 |
2.872 |
| S1 |
2.837 |
2.837 |
2.868 |
2.851 |
| S2 |
2.800 |
2.800 |
2.862 |
|
| S3 |
2.735 |
2.772 |
2.856 |
|
| S4 |
2.670 |
2.707 |
2.838 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.213 |
2.949 |
|
| R3 |
3.140 |
3.076 |
2.912 |
|
| R2 |
3.003 |
3.003 |
2.899 |
|
| R1 |
2.939 |
2.939 |
2.887 |
2.971 |
| PP |
2.866 |
2.866 |
2.866 |
2.883 |
| S1 |
2.802 |
2.802 |
2.861 |
2.834 |
| S2 |
2.729 |
2.729 |
2.849 |
|
| S3 |
2.592 |
2.665 |
2.836 |
|
| S4 |
2.455 |
2.528 |
2.799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.931 |
2.794 |
0.137 |
4.8% |
0.085 |
3.0% |
58% |
False |
False |
78,638 |
| 10 |
2.931 |
2.656 |
0.275 |
9.6% |
0.084 |
2.9% |
79% |
False |
False |
67,849 |
| 20 |
2.931 |
2.656 |
0.275 |
9.6% |
0.084 |
2.9% |
79% |
False |
False |
50,226 |
| 40 |
3.086 |
2.600 |
0.486 |
16.9% |
0.092 |
3.2% |
56% |
False |
False |
44,661 |
| 60 |
3.163 |
2.589 |
0.574 |
20.0% |
0.093 |
3.2% |
50% |
False |
False |
37,114 |
| 80 |
3.163 |
2.589 |
0.574 |
20.0% |
0.087 |
3.0% |
50% |
False |
False |
30,821 |
| 100 |
3.163 |
2.589 |
0.574 |
20.0% |
0.087 |
3.0% |
50% |
False |
False |
26,515 |
| 120 |
3.163 |
2.589 |
0.574 |
20.0% |
0.090 |
3.1% |
50% |
False |
False |
23,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.169 |
|
2.618 |
3.063 |
|
1.618 |
2.998 |
|
1.000 |
2.958 |
|
0.618 |
2.933 |
|
HIGH |
2.893 |
|
0.618 |
2.868 |
|
0.500 |
2.861 |
|
0.382 |
2.853 |
|
LOW |
2.828 |
|
0.618 |
2.788 |
|
1.000 |
2.763 |
|
1.618 |
2.723 |
|
2.618 |
2.658 |
|
4.250 |
2.552 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.870 |
2.875 |
| PP |
2.865 |
2.874 |
| S1 |
2.861 |
2.874 |
|