NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.829 |
2.798 |
-0.031 |
-1.1% |
2.807 |
| High |
2.829 |
2.840 |
0.011 |
0.4% |
2.925 |
| Low |
2.777 |
2.735 |
-0.042 |
-1.5% |
2.780 |
| Close |
2.797 |
2.758 |
-0.039 |
-1.4% |
2.867 |
| Range |
0.052 |
0.105 |
0.053 |
101.9% |
0.145 |
| ATR |
0.093 |
0.094 |
0.001 |
0.9% |
0.000 |
| Volume |
28,091 |
21,724 |
-6,367 |
-22.7% |
113,118 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.093 |
3.030 |
2.816 |
|
| R3 |
2.988 |
2.925 |
2.787 |
|
| R2 |
2.883 |
2.883 |
2.777 |
|
| R1 |
2.820 |
2.820 |
2.768 |
2.799 |
| PP |
2.778 |
2.778 |
2.778 |
2.767 |
| S1 |
2.715 |
2.715 |
2.748 |
2.694 |
| S2 |
2.673 |
2.673 |
2.739 |
|
| S3 |
2.568 |
2.610 |
2.729 |
|
| S4 |
2.463 |
2.505 |
2.700 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.292 |
3.225 |
2.947 |
|
| R3 |
3.147 |
3.080 |
2.907 |
|
| R2 |
3.002 |
3.002 |
2.894 |
|
| R1 |
2.935 |
2.935 |
2.880 |
2.969 |
| PP |
2.857 |
2.857 |
2.857 |
2.874 |
| S1 |
2.790 |
2.790 |
2.854 |
2.824 |
| S2 |
2.712 |
2.712 |
2.840 |
|
| S3 |
2.567 |
2.645 |
2.827 |
|
| S4 |
2.422 |
2.500 |
2.787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.925 |
2.735 |
0.190 |
6.9% |
0.079 |
2.8% |
12% |
False |
True |
26,088 |
| 10 |
2.925 |
2.735 |
0.190 |
6.9% |
0.082 |
3.0% |
12% |
False |
True |
27,025 |
| 20 |
3.013 |
2.735 |
0.278 |
10.1% |
0.090 |
3.3% |
8% |
False |
True |
32,037 |
| 40 |
3.180 |
2.640 |
0.540 |
19.6% |
0.094 |
3.4% |
22% |
False |
False |
33,103 |
| 60 |
3.180 |
2.638 |
0.542 |
19.7% |
0.088 |
3.2% |
22% |
False |
False |
28,720 |
| 80 |
3.180 |
2.638 |
0.542 |
19.7% |
0.085 |
3.1% |
22% |
False |
False |
26,402 |
| 100 |
3.180 |
2.638 |
0.542 |
19.7% |
0.089 |
3.2% |
22% |
False |
False |
25,938 |
| 120 |
3.283 |
2.638 |
0.645 |
23.4% |
0.093 |
3.4% |
19% |
False |
False |
24,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.286 |
|
2.618 |
3.115 |
|
1.618 |
3.010 |
|
1.000 |
2.945 |
|
0.618 |
2.905 |
|
HIGH |
2.840 |
|
0.618 |
2.800 |
|
0.500 |
2.788 |
|
0.382 |
2.775 |
|
LOW |
2.735 |
|
0.618 |
2.670 |
|
1.000 |
2.630 |
|
1.618 |
2.565 |
|
2.618 |
2.460 |
|
4.250 |
2.289 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.788 |
2.830 |
| PP |
2.778 |
2.806 |
| S1 |
2.768 |
2.782 |
|