NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.905 |
2.811 |
-0.094 |
-3.2% |
2.849 |
| High |
2.957 |
2.818 |
-0.139 |
-4.7% |
2.957 |
| Low |
2.806 |
2.772 |
-0.034 |
-1.2% |
2.772 |
| Close |
2.817 |
2.775 |
-0.042 |
-1.5% |
2.775 |
| Range |
0.151 |
0.046 |
-0.105 |
-69.5% |
0.185 |
| ATR |
0.093 |
0.090 |
-0.003 |
-3.6% |
0.000 |
| Volume |
147,370 |
73,559 |
-73,811 |
-50.1% |
418,788 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.926 |
2.897 |
2.800 |
|
| R3 |
2.880 |
2.851 |
2.788 |
|
| R2 |
2.834 |
2.834 |
2.783 |
|
| R1 |
2.805 |
2.805 |
2.779 |
2.797 |
| PP |
2.788 |
2.788 |
2.788 |
2.784 |
| S1 |
2.759 |
2.759 |
2.771 |
2.751 |
| S2 |
2.742 |
2.742 |
2.767 |
|
| S3 |
2.696 |
2.713 |
2.762 |
|
| S4 |
2.650 |
2.667 |
2.750 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.390 |
3.267 |
2.877 |
|
| R3 |
3.205 |
3.082 |
2.826 |
|
| R2 |
3.020 |
3.020 |
2.809 |
|
| R1 |
2.897 |
2.897 |
2.792 |
2.866 |
| PP |
2.835 |
2.835 |
2.835 |
2.819 |
| S1 |
2.712 |
2.712 |
2.758 |
2.681 |
| S2 |
2.650 |
2.650 |
2.741 |
|
| S3 |
2.465 |
2.527 |
2.724 |
|
| S4 |
2.280 |
2.342 |
2.673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.957 |
2.772 |
0.185 |
6.7% |
0.085 |
3.1% |
2% |
False |
True |
83,757 |
| 10 |
2.957 |
2.772 |
0.185 |
6.7% |
0.085 |
3.1% |
2% |
False |
True |
81,198 |
| 20 |
2.957 |
2.656 |
0.301 |
10.8% |
0.086 |
3.1% |
40% |
False |
False |
63,681 |
| 40 |
2.988 |
2.600 |
0.388 |
14.0% |
0.090 |
3.3% |
45% |
False |
False |
51,811 |
| 60 |
3.163 |
2.600 |
0.563 |
20.3% |
0.095 |
3.4% |
31% |
False |
False |
42,978 |
| 80 |
3.163 |
2.589 |
0.574 |
20.7% |
0.088 |
3.2% |
32% |
False |
False |
35,486 |
| 100 |
3.163 |
2.589 |
0.574 |
20.7% |
0.087 |
3.1% |
32% |
False |
False |
30,362 |
| 120 |
3.163 |
2.589 |
0.574 |
20.7% |
0.089 |
3.2% |
32% |
False |
False |
26,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.014 |
|
2.618 |
2.938 |
|
1.618 |
2.892 |
|
1.000 |
2.864 |
|
0.618 |
2.846 |
|
HIGH |
2.818 |
|
0.618 |
2.800 |
|
0.500 |
2.795 |
|
0.382 |
2.790 |
|
LOW |
2.772 |
|
0.618 |
2.744 |
|
1.000 |
2.726 |
|
1.618 |
2.698 |
|
2.618 |
2.652 |
|
4.250 |
2.577 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.795 |
2.865 |
| PP |
2.788 |
2.835 |
| S1 |
2.782 |
2.805 |
|