NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.794 |
2.827 |
0.033 |
1.2% |
2.849 |
| High |
2.847 |
2.870 |
0.023 |
0.8% |
2.957 |
| Low |
2.775 |
2.821 |
0.046 |
1.7% |
2.772 |
| Close |
2.816 |
2.864 |
0.048 |
1.7% |
2.775 |
| Range |
0.072 |
0.049 |
-0.023 |
-31.9% |
0.185 |
| ATR |
0.088 |
0.086 |
-0.002 |
-2.8% |
0.000 |
| Volume |
125,871 |
119,130 |
-6,741 |
-5.4% |
418,788 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.999 |
2.980 |
2.891 |
|
| R3 |
2.950 |
2.931 |
2.877 |
|
| R2 |
2.901 |
2.901 |
2.873 |
|
| R1 |
2.882 |
2.882 |
2.868 |
2.892 |
| PP |
2.852 |
2.852 |
2.852 |
2.856 |
| S1 |
2.833 |
2.833 |
2.860 |
2.843 |
| S2 |
2.803 |
2.803 |
2.855 |
|
| S3 |
2.754 |
2.784 |
2.851 |
|
| S4 |
2.705 |
2.735 |
2.837 |
|
|
| 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 |
7.8% |
0.080 |
2.8% |
58% |
False |
False |
108,781 |
| 10 |
2.957 |
2.735 |
0.222 |
7.8% |
0.077 |
2.7% |
58% |
False |
False |
87,197 |
| 20 |
2.957 |
2.656 |
0.301 |
10.5% |
0.082 |
2.8% |
69% |
False |
False |
74,322 |
| 40 |
2.988 |
2.600 |
0.388 |
13.5% |
0.089 |
3.1% |
68% |
False |
False |
57,614 |
| 60 |
3.163 |
2.600 |
0.563 |
19.7% |
0.092 |
3.2% |
47% |
False |
False |
47,395 |
| 80 |
3.163 |
2.589 |
0.574 |
20.0% |
0.088 |
3.1% |
48% |
False |
False |
39,125 |
| 100 |
3.163 |
2.589 |
0.574 |
20.0% |
0.087 |
3.0% |
48% |
False |
False |
33,371 |
| 120 |
3.163 |
2.589 |
0.574 |
20.0% |
0.089 |
3.1% |
48% |
False |
False |
29,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.078 |
|
2.618 |
2.998 |
|
1.618 |
2.949 |
|
1.000 |
2.919 |
|
0.618 |
2.900 |
|
HIGH |
2.870 |
|
0.618 |
2.851 |
|
0.500 |
2.846 |
|
0.382 |
2.840 |
|
LOW |
2.821 |
|
0.618 |
2.791 |
|
1.000 |
2.772 |
|
1.618 |
2.742 |
|
2.618 |
2.693 |
|
4.250 |
2.613 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.858 |
2.844 |
| PP |
2.852 |
2.823 |
| S1 |
2.846 |
2.803 |
|