NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.861 |
2.849 |
-0.012 |
-0.4% |
2.821 |
| High |
2.893 |
2.883 |
-0.010 |
-0.3% |
2.931 |
| Low |
2.828 |
2.794 |
-0.034 |
-1.2% |
2.794 |
| Close |
2.874 |
2.830 |
-0.044 |
-1.5% |
2.874 |
| Range |
0.065 |
0.089 |
0.024 |
36.9% |
0.137 |
| ATR |
0.092 |
0.092 |
0.000 |
-0.2% |
0.000 |
| Volume |
49,423 |
75,351 |
25,928 |
52.5% |
393,194 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.055 |
2.879 |
|
| R3 |
3.014 |
2.966 |
2.854 |
|
| R2 |
2.925 |
2.925 |
2.846 |
|
| R1 |
2.877 |
2.877 |
2.838 |
2.857 |
| PP |
2.836 |
2.836 |
2.836 |
2.825 |
| S1 |
2.788 |
2.788 |
2.822 |
2.768 |
| S2 |
2.747 |
2.747 |
2.814 |
|
| S3 |
2.658 |
2.699 |
2.806 |
|
| S4 |
2.569 |
2.610 |
2.781 |
|
|
| 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% |
26% |
False |
True |
74,213 |
| 10 |
2.931 |
2.656 |
0.275 |
9.7% |
0.087 |
3.1% |
63% |
False |
False |
72,072 |
| 20 |
2.931 |
2.656 |
0.275 |
9.7% |
0.084 |
3.0% |
63% |
False |
False |
52,102 |
| 40 |
3.036 |
2.600 |
0.436 |
15.4% |
0.092 |
3.3% |
53% |
False |
False |
45,843 |
| 60 |
3.163 |
2.589 |
0.574 |
20.3% |
0.093 |
3.3% |
42% |
False |
False |
38,231 |
| 80 |
3.163 |
2.589 |
0.574 |
20.3% |
0.087 |
3.1% |
42% |
False |
False |
31,681 |
| 100 |
3.163 |
2.589 |
0.574 |
20.3% |
0.087 |
3.1% |
42% |
False |
False |
27,207 |
| 120 |
3.163 |
2.589 |
0.574 |
20.3% |
0.090 |
3.2% |
42% |
False |
False |
23,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.261 |
|
2.618 |
3.116 |
|
1.618 |
3.027 |
|
1.000 |
2.972 |
|
0.618 |
2.938 |
|
HIGH |
2.883 |
|
0.618 |
2.849 |
|
0.500 |
2.839 |
|
0.382 |
2.828 |
|
LOW |
2.794 |
|
0.618 |
2.739 |
|
1.000 |
2.705 |
|
1.618 |
2.650 |
|
2.618 |
2.561 |
|
4.250 |
2.416 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.839 |
2.858 |
| PP |
2.836 |
2.848 |
| S1 |
2.833 |
2.839 |
|