NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.811 |
2.745 |
-0.066 |
-2.3% |
2.849 |
| High |
2.818 |
2.817 |
-0.001 |
0.0% |
2.957 |
| Low |
2.772 |
2.735 |
-0.037 |
-1.3% |
2.772 |
| Close |
2.775 |
2.788 |
0.013 |
0.5% |
2.775 |
| Range |
0.046 |
0.082 |
0.036 |
78.3% |
0.185 |
| ATR |
0.090 |
0.089 |
-0.001 |
-0.6% |
0.000 |
| Volume |
73,559 |
77,979 |
4,420 |
6.0% |
418,788 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.026 |
2.989 |
2.833 |
|
| R3 |
2.944 |
2.907 |
2.811 |
|
| R2 |
2.862 |
2.862 |
2.803 |
|
| R1 |
2.825 |
2.825 |
2.796 |
2.844 |
| PP |
2.780 |
2.780 |
2.780 |
2.789 |
| S1 |
2.743 |
2.743 |
2.780 |
2.762 |
| S2 |
2.698 |
2.698 |
2.773 |
|
| S3 |
2.616 |
2.661 |
2.765 |
|
| S4 |
2.534 |
2.579 |
2.743 |
|
|
| 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 |
2.735 |
0.222 |
8.0% |
0.083 |
3.0% |
24% |
False |
True |
84,283 |
| 10 |
2.957 |
2.735 |
0.222 |
8.0% |
0.084 |
3.0% |
24% |
False |
True |
79,248 |
| 20 |
2.957 |
2.656 |
0.301 |
10.8% |
0.085 |
3.0% |
44% |
False |
False |
65,173 |
| 40 |
2.988 |
2.600 |
0.388 |
13.9% |
0.090 |
3.2% |
48% |
False |
False |
52,943 |
| 60 |
3.163 |
2.600 |
0.563 |
20.2% |
0.093 |
3.3% |
33% |
False |
False |
44,098 |
| 80 |
3.163 |
2.589 |
0.574 |
20.6% |
0.088 |
3.2% |
35% |
False |
False |
36,370 |
| 100 |
3.163 |
2.589 |
0.574 |
20.6% |
0.087 |
3.1% |
35% |
False |
False |
31,083 |
| 120 |
3.163 |
2.589 |
0.574 |
20.6% |
0.089 |
3.2% |
35% |
False |
False |
27,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.166 |
|
2.618 |
3.032 |
|
1.618 |
2.950 |
|
1.000 |
2.899 |
|
0.618 |
2.868 |
|
HIGH |
2.817 |
|
0.618 |
2.786 |
|
0.500 |
2.776 |
|
0.382 |
2.766 |
|
LOW |
2.735 |
|
0.618 |
2.684 |
|
1.000 |
2.653 |
|
1.618 |
2.602 |
|
2.618 |
2.520 |
|
4.250 |
2.387 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.784 |
2.846 |
| PP |
2.780 |
2.827 |
| S1 |
2.776 |
2.807 |
|