NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.798 |
2.760 |
-0.038 |
-1.4% |
2.807 |
| High |
2.840 |
2.798 |
-0.042 |
-1.5% |
2.925 |
| Low |
2.735 |
2.723 |
-0.012 |
-0.4% |
2.780 |
| Close |
2.758 |
2.732 |
-0.026 |
-0.9% |
2.867 |
| Range |
0.105 |
0.075 |
-0.030 |
-28.6% |
0.145 |
| ATR |
0.094 |
0.093 |
-0.001 |
-1.4% |
0.000 |
| Volume |
21,724 |
26,671 |
4,947 |
22.8% |
113,118 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.976 |
2.929 |
2.773 |
|
| R3 |
2.901 |
2.854 |
2.753 |
|
| R2 |
2.826 |
2.826 |
2.746 |
|
| R1 |
2.779 |
2.779 |
2.739 |
2.765 |
| PP |
2.751 |
2.751 |
2.751 |
2.744 |
| S1 |
2.704 |
2.704 |
2.725 |
2.690 |
| S2 |
2.676 |
2.676 |
2.718 |
|
| S3 |
2.601 |
2.629 |
2.711 |
|
| S4 |
2.526 |
2.554 |
2.691 |
|
|
| 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 |
2.723 |
0.202 |
7.4% |
0.078 |
2.9% |
4% |
False |
True |
25,542 |
| 10 |
2.925 |
2.723 |
0.202 |
7.4% |
0.081 |
3.0% |
4% |
False |
True |
26,738 |
| 20 |
3.013 |
2.723 |
0.290 |
10.6% |
0.086 |
3.2% |
3% |
False |
True |
31,746 |
| 40 |
3.180 |
2.640 |
0.540 |
19.8% |
0.092 |
3.4% |
17% |
False |
False |
32,529 |
| 60 |
3.180 |
2.638 |
0.542 |
19.8% |
0.089 |
3.2% |
17% |
False |
False |
28,900 |
| 80 |
3.180 |
2.638 |
0.542 |
19.8% |
0.085 |
3.1% |
17% |
False |
False |
26,399 |
| 100 |
3.180 |
2.638 |
0.542 |
19.8% |
0.088 |
3.2% |
17% |
False |
False |
25,906 |
| 120 |
3.283 |
2.638 |
0.645 |
23.6% |
0.092 |
3.4% |
15% |
False |
False |
24,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.117 |
|
2.618 |
2.994 |
|
1.618 |
2.919 |
|
1.000 |
2.873 |
|
0.618 |
2.844 |
|
HIGH |
2.798 |
|
0.618 |
2.769 |
|
0.500 |
2.761 |
|
0.382 |
2.752 |
|
LOW |
2.723 |
|
0.618 |
2.677 |
|
1.000 |
2.648 |
|
1.618 |
2.602 |
|
2.618 |
2.527 |
|
4.250 |
2.404 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.782 |
| PP |
2.751 |
2.765 |
| S1 |
2.742 |
2.749 |
|