NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.842 |
2.897 |
0.055 |
1.9% |
2.821 |
| High |
2.898 |
2.921 |
0.023 |
0.8% |
2.931 |
| Low |
2.830 |
2.851 |
0.021 |
0.7% |
2.794 |
| Close |
2.890 |
2.908 |
0.018 |
0.6% |
2.874 |
| Range |
0.068 |
0.070 |
0.002 |
2.9% |
0.137 |
| ATR |
0.090 |
0.089 |
-0.001 |
-1.6% |
0.000 |
| Volume |
59,544 |
62,964 |
3,420 |
5.7% |
393,194 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.076 |
2.947 |
|
| R3 |
3.033 |
3.006 |
2.927 |
|
| R2 |
2.963 |
2.963 |
2.921 |
|
| R1 |
2.936 |
2.936 |
2.914 |
2.950 |
| PP |
2.893 |
2.893 |
2.893 |
2.900 |
| S1 |
2.866 |
2.866 |
2.902 |
2.880 |
| S2 |
2.823 |
2.823 |
2.895 |
|
| S3 |
2.753 |
2.796 |
2.889 |
|
| S4 |
2.683 |
2.726 |
2.870 |
|
|
| 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% |
0.074 |
2.5% |
90% |
True |
False |
65,614 |
| 10 |
2.931 |
2.656 |
0.275 |
9.5% |
0.082 |
2.8% |
92% |
False |
False |
71,998 |
| 20 |
2.931 |
2.656 |
0.275 |
9.5% |
0.084 |
2.9% |
92% |
False |
False |
54,846 |
| 40 |
2.988 |
2.600 |
0.388 |
13.3% |
0.091 |
3.1% |
79% |
False |
False |
47,421 |
| 60 |
3.163 |
2.590 |
0.573 |
19.7% |
0.094 |
3.2% |
55% |
False |
False |
39,769 |
| 80 |
3.163 |
2.589 |
0.574 |
19.7% |
0.087 |
3.0% |
56% |
False |
False |
32,955 |
| 100 |
3.163 |
2.589 |
0.574 |
19.7% |
0.086 |
3.0% |
56% |
False |
False |
28,271 |
| 120 |
3.163 |
2.589 |
0.574 |
19.7% |
0.089 |
3.1% |
56% |
False |
False |
24,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.219 |
|
2.618 |
3.104 |
|
1.618 |
3.034 |
|
1.000 |
2.991 |
|
0.618 |
2.964 |
|
HIGH |
2.921 |
|
0.618 |
2.894 |
|
0.500 |
2.886 |
|
0.382 |
2.878 |
|
LOW |
2.851 |
|
0.618 |
2.808 |
|
1.000 |
2.781 |
|
1.618 |
2.738 |
|
2.618 |
2.668 |
|
4.250 |
2.554 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.901 |
2.891 |
| PP |
2.893 |
2.874 |
| S1 |
2.886 |
2.858 |
|