NYMEX Natural Gas Future September 2015
Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
2.897 |
2.905 |
0.008 |
0.3% |
2.821 |
High |
2.921 |
2.957 |
0.036 |
1.2% |
2.931 |
Low |
2.851 |
2.806 |
-0.045 |
-1.6% |
2.794 |
Close |
2.908 |
2.817 |
-0.091 |
-3.1% |
2.874 |
Range |
0.070 |
0.151 |
0.081 |
115.7% |
0.137 |
ATR |
0.089 |
0.093 |
0.004 |
5.0% |
0.000 |
Volume |
62,964 |
147,370 |
84,406 |
134.1% |
393,194 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.313 |
3.216 |
2.900 |
|
R3 |
3.162 |
3.065 |
2.859 |
|
R2 |
3.011 |
3.011 |
2.845 |
|
R1 |
2.914 |
2.914 |
2.831 |
2.887 |
PP |
2.860 |
2.860 |
2.860 |
2.847 |
S1 |
2.763 |
2.763 |
2.803 |
2.736 |
S2 |
2.709 |
2.709 |
2.789 |
|
S3 |
2.558 |
2.612 |
2.775 |
|
S4 |
2.407 |
2.461 |
2.734 |
|
|
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 |
2.957 |
2.794 |
0.163 |
5.8% |
0.089 |
3.1% |
14% |
True |
False |
78,930 |
10 |
2.957 |
2.735 |
0.222 |
7.9% |
0.088 |
3.1% |
37% |
True |
False |
79,842 |
20 |
2.957 |
2.656 |
0.301 |
10.7% |
0.088 |
3.1% |
53% |
True |
False |
60,739 |
40 |
2.988 |
2.600 |
0.388 |
13.8% |
0.092 |
3.3% |
56% |
False |
False |
50,602 |
60 |
3.163 |
2.600 |
0.563 |
20.0% |
0.096 |
3.4% |
39% |
False |
False |
41,956 |
80 |
3.163 |
2.589 |
0.574 |
20.4% |
0.088 |
3.1% |
40% |
False |
False |
34,667 |
100 |
3.163 |
2.589 |
0.574 |
20.4% |
0.087 |
3.1% |
40% |
False |
False |
29,704 |
120 |
3.163 |
2.589 |
0.574 |
20.4% |
0.090 |
3.2% |
40% |
False |
False |
25,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.599 |
2.618 |
3.352 |
1.618 |
3.201 |
1.000 |
3.108 |
0.618 |
3.050 |
HIGH |
2.957 |
0.618 |
2.899 |
0.500 |
2.882 |
0.382 |
2.864 |
LOW |
2.806 |
0.618 |
2.713 |
1.000 |
2.655 |
1.618 |
2.562 |
2.618 |
2.411 |
4.250 |
2.164 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
2.882 |
2.882 |
PP |
2.860 |
2.860 |
S1 |
2.839 |
2.839 |
|