NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.745 |
2.794 |
0.049 |
1.8% |
2.849 |
| High |
2.817 |
2.847 |
0.030 |
1.1% |
2.957 |
| Low |
2.735 |
2.775 |
0.040 |
1.5% |
2.772 |
| Close |
2.788 |
2.816 |
0.028 |
1.0% |
2.775 |
| Range |
0.082 |
0.072 |
-0.010 |
-12.2% |
0.185 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.4% |
0.000 |
| Volume |
77,979 |
125,871 |
47,892 |
61.4% |
418,788 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.029 |
2.994 |
2.856 |
|
| R3 |
2.957 |
2.922 |
2.836 |
|
| R2 |
2.885 |
2.885 |
2.829 |
|
| R1 |
2.850 |
2.850 |
2.823 |
2.868 |
| PP |
2.813 |
2.813 |
2.813 |
2.821 |
| S1 |
2.778 |
2.778 |
2.809 |
2.796 |
| S2 |
2.741 |
2.741 |
2.803 |
|
| S3 |
2.669 |
2.706 |
2.796 |
|
| S4 |
2.597 |
2.634 |
2.776 |
|
|
| 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 |
7.9% |
0.084 |
3.0% |
36% |
False |
False |
97,548 |
| 10 |
2.957 |
2.735 |
0.222 |
7.9% |
0.080 |
2.9% |
36% |
False |
False |
84,448 |
| 20 |
2.957 |
2.656 |
0.301 |
10.7% |
0.083 |
3.0% |
53% |
False |
False |
69,679 |
| 40 |
2.988 |
2.600 |
0.388 |
13.8% |
0.090 |
3.2% |
56% |
False |
False |
55,372 |
| 60 |
3.163 |
2.600 |
0.563 |
20.0% |
0.093 |
3.3% |
38% |
False |
False |
45,691 |
| 80 |
3.163 |
2.589 |
0.574 |
20.4% |
0.088 |
3.1% |
40% |
False |
False |
37,805 |
| 100 |
3.163 |
2.589 |
0.574 |
20.4% |
0.087 |
3.1% |
40% |
False |
False |
32,279 |
| 120 |
3.163 |
2.589 |
0.574 |
20.4% |
0.089 |
3.2% |
40% |
False |
False |
28,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.153 |
|
2.618 |
3.035 |
|
1.618 |
2.963 |
|
1.000 |
2.919 |
|
0.618 |
2.891 |
|
HIGH |
2.847 |
|
0.618 |
2.819 |
|
0.500 |
2.811 |
|
0.382 |
2.803 |
|
LOW |
2.775 |
|
0.618 |
2.731 |
|
1.000 |
2.703 |
|
1.618 |
2.659 |
|
2.618 |
2.587 |
|
4.250 |
2.469 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.814 |
2.808 |
| PP |
2.813 |
2.799 |
| S1 |
2.811 |
2.791 |
|