NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.858 |
2.782 |
-0.076 |
-2.7% |
2.745 |
| High |
2.895 |
2.788 |
-0.107 |
-3.7% |
2.895 |
| Low |
2.762 |
2.706 |
-0.056 |
-2.0% |
2.706 |
| Close |
2.768 |
2.716 |
-0.052 |
-1.9% |
2.716 |
| Range |
0.133 |
0.082 |
-0.051 |
-38.3% |
0.189 |
| ATR |
0.089 |
0.088 |
0.000 |
-0.6% |
0.000 |
| Volume |
146,547 |
117,368 |
-29,179 |
-19.9% |
586,895 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.931 |
2.761 |
|
| R3 |
2.901 |
2.849 |
2.739 |
|
| R2 |
2.819 |
2.819 |
2.731 |
|
| R1 |
2.767 |
2.767 |
2.724 |
2.752 |
| PP |
2.737 |
2.737 |
2.737 |
2.729 |
| S1 |
2.685 |
2.685 |
2.708 |
2.670 |
| S2 |
2.655 |
2.655 |
2.701 |
|
| S3 |
2.573 |
2.603 |
2.693 |
|
| S4 |
2.491 |
2.521 |
2.671 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.339 |
3.217 |
2.820 |
|
| R3 |
3.150 |
3.028 |
2.768 |
|
| R2 |
2.961 |
2.961 |
2.751 |
|
| R1 |
2.839 |
2.839 |
2.733 |
2.806 |
| PP |
2.772 |
2.772 |
2.772 |
2.756 |
| S1 |
2.650 |
2.650 |
2.699 |
2.617 |
| S2 |
2.583 |
2.583 |
2.681 |
|
| S3 |
2.394 |
2.461 |
2.664 |
|
| S4 |
2.205 |
2.272 |
2.612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.895 |
2.706 |
0.189 |
7.0% |
0.084 |
3.1% |
5% |
False |
True |
117,379 |
| 10 |
2.957 |
2.706 |
0.251 |
9.2% |
0.084 |
3.1% |
4% |
False |
True |
100,568 |
| 20 |
2.957 |
2.656 |
0.301 |
11.1% |
0.084 |
3.1% |
20% |
False |
False |
84,208 |
| 40 |
2.988 |
2.625 |
0.363 |
13.4% |
0.089 |
3.3% |
25% |
False |
False |
62,878 |
| 60 |
3.163 |
2.600 |
0.563 |
20.7% |
0.094 |
3.5% |
21% |
False |
False |
51,374 |
| 80 |
3.163 |
2.589 |
0.574 |
21.1% |
0.089 |
3.3% |
22% |
False |
False |
42,210 |
| 100 |
3.163 |
2.589 |
0.574 |
21.1% |
0.088 |
3.2% |
22% |
False |
False |
35,815 |
| 120 |
3.163 |
2.589 |
0.574 |
21.1% |
0.089 |
3.3% |
22% |
False |
False |
31,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.137 |
|
2.618 |
3.003 |
|
1.618 |
2.921 |
|
1.000 |
2.870 |
|
0.618 |
2.839 |
|
HIGH |
2.788 |
|
0.618 |
2.757 |
|
0.500 |
2.747 |
|
0.382 |
2.737 |
|
LOW |
2.706 |
|
0.618 |
2.655 |
|
1.000 |
2.624 |
|
1.618 |
2.573 |
|
2.618 |
2.491 |
|
4.250 |
2.358 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.747 |
2.801 |
| PP |
2.737 |
2.772 |
| S1 |
2.726 |
2.744 |
|