NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.781 |
2.853 |
0.072 |
2.6% |
2.829 |
| High |
2.845 |
2.911 |
0.066 |
2.3% |
2.845 |
| Low |
2.769 |
2.823 |
0.054 |
2.0% |
2.693 |
| Close |
2.811 |
2.895 |
0.084 |
3.0% |
2.811 |
| Range |
0.076 |
0.088 |
0.012 |
15.8% |
0.152 |
| ATR |
0.091 |
0.092 |
0.001 |
0.7% |
0.000 |
| Volume |
35,567 |
31,043 |
-4,524 |
-12.7% |
144,835 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.140 |
3.106 |
2.943 |
|
| R3 |
3.052 |
3.018 |
2.919 |
|
| R2 |
2.964 |
2.964 |
2.911 |
|
| R1 |
2.930 |
2.930 |
2.903 |
2.947 |
| PP |
2.876 |
2.876 |
2.876 |
2.885 |
| S1 |
2.842 |
2.842 |
2.887 |
2.859 |
| S2 |
2.788 |
2.788 |
2.879 |
|
| S3 |
2.700 |
2.754 |
2.871 |
|
| S4 |
2.612 |
2.666 |
2.847 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.239 |
3.177 |
2.895 |
|
| R3 |
3.087 |
3.025 |
2.853 |
|
| R2 |
2.935 |
2.935 |
2.839 |
|
| R1 |
2.873 |
2.873 |
2.825 |
2.828 |
| PP |
2.783 |
2.783 |
2.783 |
2.761 |
| S1 |
2.721 |
2.721 |
2.797 |
2.676 |
| S2 |
2.631 |
2.631 |
2.783 |
|
| S3 |
2.479 |
2.569 |
2.769 |
|
| S4 |
2.327 |
2.417 |
2.727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.911 |
2.693 |
0.218 |
7.5% |
0.086 |
3.0% |
93% |
True |
False |
29,557 |
| 10 |
2.925 |
2.693 |
0.232 |
8.0% |
0.082 |
2.8% |
87% |
False |
False |
28,899 |
| 20 |
3.013 |
2.693 |
0.320 |
11.1% |
0.086 |
3.0% |
63% |
False |
False |
29,772 |
| 40 |
3.180 |
2.640 |
0.540 |
18.7% |
0.090 |
3.1% |
47% |
False |
False |
32,670 |
| 60 |
3.180 |
2.638 |
0.542 |
18.7% |
0.088 |
3.0% |
47% |
False |
False |
29,783 |
| 80 |
3.180 |
2.638 |
0.542 |
18.7% |
0.085 |
2.9% |
47% |
False |
False |
26,916 |
| 100 |
3.180 |
2.638 |
0.542 |
18.7% |
0.087 |
3.0% |
47% |
False |
False |
26,057 |
| 120 |
3.180 |
2.638 |
0.542 |
18.7% |
0.090 |
3.1% |
47% |
False |
False |
25,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.285 |
|
2.618 |
3.141 |
|
1.618 |
3.053 |
|
1.000 |
2.999 |
|
0.618 |
2.965 |
|
HIGH |
2.911 |
|
0.618 |
2.877 |
|
0.500 |
2.867 |
|
0.382 |
2.857 |
|
LOW |
2.823 |
|
0.618 |
2.769 |
|
1.000 |
2.735 |
|
1.618 |
2.681 |
|
2.618 |
2.593 |
|
4.250 |
2.449 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.886 |
2.864 |
| PP |
2.876 |
2.833 |
| S1 |
2.867 |
2.802 |
|