NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.849 |
2.842 |
-0.007 |
-0.2% |
2.821 |
| High |
2.883 |
2.898 |
0.015 |
0.5% |
2.931 |
| Low |
2.794 |
2.830 |
0.036 |
1.3% |
2.794 |
| Close |
2.830 |
2.890 |
0.060 |
2.1% |
2.874 |
| Range |
0.089 |
0.068 |
-0.021 |
-23.6% |
0.137 |
| ATR |
0.092 |
0.090 |
-0.002 |
-1.9% |
0.000 |
| Volume |
75,351 |
59,544 |
-15,807 |
-21.0% |
393,194 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.077 |
3.051 |
2.927 |
|
| R3 |
3.009 |
2.983 |
2.909 |
|
| R2 |
2.941 |
2.941 |
2.902 |
|
| R1 |
2.915 |
2.915 |
2.896 |
2.928 |
| PP |
2.873 |
2.873 |
2.873 |
2.879 |
| S1 |
2.847 |
2.847 |
2.884 |
2.860 |
| S2 |
2.805 |
2.805 |
2.878 |
|
| S3 |
2.737 |
2.779 |
2.871 |
|
| S4 |
2.669 |
2.711 |
2.853 |
|
|
| 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 |
2.921 |
2.794 |
0.127 |
4.4% |
0.077 |
2.7% |
76% |
False |
False |
71,348 |
| 10 |
2.931 |
2.656 |
0.275 |
9.5% |
0.083 |
2.9% |
85% |
False |
False |
73,320 |
| 20 |
2.931 |
2.656 |
0.275 |
9.5% |
0.085 |
2.9% |
85% |
False |
False |
53,292 |
| 40 |
2.988 |
2.600 |
0.388 |
13.4% |
0.091 |
3.2% |
75% |
False |
False |
46,430 |
| 60 |
3.163 |
2.589 |
0.574 |
19.9% |
0.094 |
3.2% |
52% |
False |
False |
38,878 |
| 80 |
3.163 |
2.589 |
0.574 |
19.9% |
0.087 |
3.0% |
52% |
False |
False |
32,290 |
| 100 |
3.163 |
2.589 |
0.574 |
19.9% |
0.086 |
3.0% |
52% |
False |
False |
27,726 |
| 120 |
3.163 |
2.589 |
0.574 |
19.9% |
0.090 |
3.1% |
52% |
False |
False |
24,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.187 |
|
2.618 |
3.076 |
|
1.618 |
3.008 |
|
1.000 |
2.966 |
|
0.618 |
2.940 |
|
HIGH |
2.898 |
|
0.618 |
2.872 |
|
0.500 |
2.864 |
|
0.382 |
2.856 |
|
LOW |
2.830 |
|
0.618 |
2.788 |
|
1.000 |
2.762 |
|
1.618 |
2.720 |
|
2.618 |
2.652 |
|
4.250 |
2.541 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.881 |
2.875 |
| PP |
2.873 |
2.861 |
| S1 |
2.864 |
2.846 |
|