NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.827 |
2.858 |
0.031 |
1.1% |
2.849 |
| High |
2.870 |
2.895 |
0.025 |
0.9% |
2.957 |
| Low |
2.821 |
2.762 |
-0.059 |
-2.1% |
2.772 |
| Close |
2.864 |
2.768 |
-0.096 |
-3.4% |
2.775 |
| Range |
0.049 |
0.133 |
0.084 |
171.4% |
0.185 |
| ATR |
0.086 |
0.089 |
0.003 |
4.0% |
0.000 |
| Volume |
119,130 |
146,547 |
27,417 |
23.0% |
418,788 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.207 |
3.121 |
2.841 |
|
| R3 |
3.074 |
2.988 |
2.805 |
|
| R2 |
2.941 |
2.941 |
2.792 |
|
| R1 |
2.855 |
2.855 |
2.780 |
2.832 |
| PP |
2.808 |
2.808 |
2.808 |
2.797 |
| S1 |
2.722 |
2.722 |
2.756 |
2.699 |
| S2 |
2.675 |
2.675 |
2.744 |
|
| S3 |
2.542 |
2.589 |
2.731 |
|
| S4 |
2.409 |
2.456 |
2.695 |
|
|
| 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 |
2.895 |
2.735 |
0.160 |
5.8% |
0.076 |
2.8% |
21% |
True |
False |
108,617 |
| 10 |
2.957 |
2.735 |
0.222 |
8.0% |
0.083 |
3.0% |
15% |
False |
False |
93,773 |
| 20 |
2.957 |
2.656 |
0.301 |
10.9% |
0.084 |
3.0% |
37% |
False |
False |
80,012 |
| 40 |
2.988 |
2.600 |
0.388 |
14.0% |
0.089 |
3.2% |
43% |
False |
False |
60,650 |
| 60 |
3.163 |
2.600 |
0.563 |
20.3% |
0.094 |
3.4% |
30% |
False |
False |
49,648 |
| 80 |
3.163 |
2.589 |
0.574 |
20.7% |
0.089 |
3.2% |
31% |
False |
False |
40,876 |
| 100 |
3.163 |
2.589 |
0.574 |
20.7% |
0.087 |
3.1% |
31% |
False |
False |
34,746 |
| 120 |
3.163 |
2.589 |
0.574 |
20.7% |
0.089 |
3.2% |
31% |
False |
False |
30,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.460 |
|
2.618 |
3.243 |
|
1.618 |
3.110 |
|
1.000 |
3.028 |
|
0.618 |
2.977 |
|
HIGH |
2.895 |
|
0.618 |
2.844 |
|
0.500 |
2.829 |
|
0.382 |
2.813 |
|
LOW |
2.762 |
|
0.618 |
2.680 |
|
1.000 |
2.629 |
|
1.618 |
2.547 |
|
2.618 |
2.414 |
|
4.250 |
2.197 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.829 |
| PP |
2.808 |
2.808 |
| S1 |
2.788 |
2.788 |
|