NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.732 |
-0.028 |
-1.0% |
2.807 |
| High |
2.798 |
2.781 |
-0.017 |
-0.6% |
2.925 |
| Low |
2.723 |
2.693 |
-0.030 |
-1.1% |
2.780 |
| Close |
2.732 |
2.773 |
0.041 |
1.5% |
2.867 |
| Range |
0.075 |
0.088 |
0.013 |
17.3% |
0.145 |
| ATR |
0.093 |
0.092 |
0.000 |
-0.3% |
0.000 |
| Volume |
26,671 |
32,782 |
6,111 |
22.9% |
113,118 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.013 |
2.981 |
2.821 |
|
| R3 |
2.925 |
2.893 |
2.797 |
|
| R2 |
2.837 |
2.837 |
2.789 |
|
| R1 |
2.805 |
2.805 |
2.781 |
2.821 |
| PP |
2.749 |
2.749 |
2.749 |
2.757 |
| S1 |
2.717 |
2.717 |
2.765 |
2.733 |
| S2 |
2.661 |
2.661 |
2.757 |
|
| S3 |
2.573 |
2.629 |
2.749 |
|
| S4 |
2.485 |
2.541 |
2.725 |
|
|
| 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 |
2.693 |
0.232 |
8.4% |
0.079 |
2.9% |
34% |
False |
True |
27,141 |
| 10 |
2.925 |
2.693 |
0.232 |
8.4% |
0.084 |
3.0% |
34% |
False |
True |
27,791 |
| 20 |
3.013 |
2.693 |
0.320 |
11.5% |
0.086 |
3.1% |
25% |
False |
True |
30,886 |
| 40 |
3.180 |
2.640 |
0.540 |
19.5% |
0.091 |
3.3% |
25% |
False |
False |
32,779 |
| 60 |
3.180 |
2.638 |
0.542 |
19.5% |
0.090 |
3.2% |
25% |
False |
False |
29,214 |
| 80 |
3.180 |
2.638 |
0.542 |
19.5% |
0.086 |
3.1% |
25% |
False |
False |
26,607 |
| 100 |
3.180 |
2.638 |
0.542 |
19.5% |
0.088 |
3.2% |
25% |
False |
False |
25,921 |
| 120 |
3.180 |
2.638 |
0.542 |
19.5% |
0.091 |
3.3% |
25% |
False |
False |
24,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.155 |
|
2.618 |
3.011 |
|
1.618 |
2.923 |
|
1.000 |
2.869 |
|
0.618 |
2.835 |
|
HIGH |
2.781 |
|
0.618 |
2.747 |
|
0.500 |
2.737 |
|
0.382 |
2.727 |
|
LOW |
2.693 |
|
0.618 |
2.639 |
|
1.000 |
2.605 |
|
1.618 |
2.551 |
|
2.618 |
2.463 |
|
4.250 |
2.319 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.771 |
| PP |
2.749 |
2.769 |
| S1 |
2.737 |
2.767 |
|