NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.782 |
2.725 |
-0.057 |
-2.0% |
2.745 |
| High |
2.788 |
2.785 |
-0.003 |
-0.1% |
2.895 |
| Low |
2.706 |
2.707 |
0.001 |
0.0% |
2.706 |
| Close |
2.716 |
2.748 |
0.032 |
1.2% |
2.716 |
| Range |
0.082 |
0.078 |
-0.004 |
-4.9% |
0.189 |
| ATR |
0.088 |
0.088 |
-0.001 |
-0.8% |
0.000 |
| Volume |
117,368 |
130,214 |
12,846 |
10.9% |
586,895 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.981 |
2.942 |
2.791 |
|
| R3 |
2.903 |
2.864 |
2.769 |
|
| R2 |
2.825 |
2.825 |
2.762 |
|
| R1 |
2.786 |
2.786 |
2.755 |
2.806 |
| PP |
2.747 |
2.747 |
2.747 |
2.756 |
| S1 |
2.708 |
2.708 |
2.741 |
2.728 |
| S2 |
2.669 |
2.669 |
2.734 |
|
| S3 |
2.591 |
2.630 |
2.727 |
|
| S4 |
2.513 |
2.552 |
2.705 |
|
|
| 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 |
6.9% |
0.083 |
3.0% |
22% |
False |
False |
127,826 |
| 10 |
2.957 |
2.706 |
0.251 |
9.1% |
0.083 |
3.0% |
17% |
False |
False |
106,054 |
| 20 |
2.957 |
2.656 |
0.301 |
11.0% |
0.085 |
3.1% |
31% |
False |
False |
89,063 |
| 40 |
2.988 |
2.656 |
0.332 |
12.1% |
0.089 |
3.2% |
28% |
False |
False |
65,165 |
| 60 |
3.163 |
2.600 |
0.563 |
20.5% |
0.094 |
3.4% |
26% |
False |
False |
53,239 |
| 80 |
3.163 |
2.589 |
0.574 |
20.9% |
0.089 |
3.2% |
28% |
False |
False |
43,676 |
| 100 |
3.163 |
2.589 |
0.574 |
20.9% |
0.087 |
3.2% |
28% |
False |
False |
37,038 |
| 120 |
3.163 |
2.589 |
0.574 |
20.9% |
0.089 |
3.2% |
28% |
False |
False |
32,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.117 |
|
2.618 |
2.989 |
|
1.618 |
2.911 |
|
1.000 |
2.863 |
|
0.618 |
2.833 |
|
HIGH |
2.785 |
|
0.618 |
2.755 |
|
0.500 |
2.746 |
|
0.382 |
2.737 |
|
LOW |
2.707 |
|
0.618 |
2.659 |
|
1.000 |
2.629 |
|
1.618 |
2.581 |
|
2.618 |
2.503 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.747 |
2.801 |
| PP |
2.747 |
2.783 |
| S1 |
2.746 |
2.766 |
|