NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.853 |
2.897 |
0.044 |
1.5% |
2.829 |
| High |
2.911 |
2.956 |
0.045 |
1.5% |
2.845 |
| Low |
2.823 |
2.850 |
0.027 |
1.0% |
2.693 |
| Close |
2.895 |
2.866 |
-0.029 |
-1.0% |
2.811 |
| Range |
0.088 |
0.106 |
0.018 |
20.5% |
0.152 |
| ATR |
0.092 |
0.093 |
0.001 |
1.1% |
0.000 |
| Volume |
31,043 |
32,870 |
1,827 |
5.9% |
144,835 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.209 |
3.143 |
2.924 |
|
| R3 |
3.103 |
3.037 |
2.895 |
|
| R2 |
2.997 |
2.997 |
2.885 |
|
| R1 |
2.931 |
2.931 |
2.876 |
2.911 |
| PP |
2.891 |
2.891 |
2.891 |
2.881 |
| S1 |
2.825 |
2.825 |
2.856 |
2.805 |
| S2 |
2.785 |
2.785 |
2.847 |
|
| S3 |
2.679 |
2.719 |
2.837 |
|
| S4 |
2.573 |
2.613 |
2.808 |
|
|
| 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 |
2.956 |
2.693 |
0.263 |
9.2% |
0.087 |
3.0% |
66% |
True |
False |
31,786 |
| 10 |
2.956 |
2.693 |
0.263 |
9.2% |
0.083 |
2.9% |
66% |
True |
False |
28,937 |
| 20 |
3.013 |
2.693 |
0.320 |
11.2% |
0.085 |
3.0% |
54% |
False |
False |
30,160 |
| 40 |
3.180 |
2.640 |
0.540 |
18.8% |
0.091 |
3.2% |
42% |
False |
False |
31,808 |
| 60 |
3.180 |
2.638 |
0.542 |
18.9% |
0.089 |
3.1% |
42% |
False |
False |
29,633 |
| 80 |
3.180 |
2.638 |
0.542 |
18.9% |
0.085 |
3.0% |
42% |
False |
False |
26,930 |
| 100 |
3.180 |
2.638 |
0.542 |
18.9% |
0.087 |
3.0% |
42% |
False |
False |
26,168 |
| 120 |
3.180 |
2.638 |
0.542 |
18.9% |
0.090 |
3.1% |
42% |
False |
False |
25,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.407 |
|
2.618 |
3.234 |
|
1.618 |
3.128 |
|
1.000 |
3.062 |
|
0.618 |
3.022 |
|
HIGH |
2.956 |
|
0.618 |
2.916 |
|
0.500 |
2.903 |
|
0.382 |
2.890 |
|
LOW |
2.850 |
|
0.618 |
2.784 |
|
1.000 |
2.744 |
|
1.618 |
2.678 |
|
2.618 |
2.572 |
|
4.250 |
2.400 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.903 |
2.865 |
| PP |
2.891 |
2.864 |
| S1 |
2.878 |
2.863 |
|