NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.897 |
2.875 |
-0.022 |
-0.8% |
2.829 |
| High |
2.956 |
2.935 |
-0.021 |
-0.7% |
2.845 |
| Low |
2.850 |
2.859 |
0.009 |
0.3% |
2.693 |
| Close |
2.866 |
2.931 |
0.065 |
2.3% |
2.811 |
| Range |
0.106 |
0.076 |
-0.030 |
-28.3% |
0.152 |
| ATR |
0.093 |
0.091 |
-0.001 |
-1.3% |
0.000 |
| Volume |
32,870 |
38,073 |
5,203 |
15.8% |
144,835 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.136 |
3.110 |
2.973 |
|
| R3 |
3.060 |
3.034 |
2.952 |
|
| R2 |
2.984 |
2.984 |
2.945 |
|
| R1 |
2.958 |
2.958 |
2.938 |
2.971 |
| PP |
2.908 |
2.908 |
2.908 |
2.915 |
| S1 |
2.882 |
2.882 |
2.924 |
2.895 |
| S2 |
2.832 |
2.832 |
2.917 |
|
| S3 |
2.756 |
2.806 |
2.910 |
|
| S4 |
2.680 |
2.730 |
2.889 |
|
|
| 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 |
9.0% |
0.087 |
3.0% |
90% |
False |
False |
34,067 |
| 10 |
2.956 |
2.693 |
0.263 |
9.0% |
0.082 |
2.8% |
90% |
False |
False |
29,804 |
| 20 |
3.013 |
2.693 |
0.320 |
10.9% |
0.084 |
2.9% |
74% |
False |
False |
30,308 |
| 40 |
3.180 |
2.640 |
0.540 |
18.4% |
0.092 |
3.1% |
54% |
False |
False |
31,912 |
| 60 |
3.180 |
2.638 |
0.542 |
18.5% |
0.089 |
3.0% |
54% |
False |
False |
30,026 |
| 80 |
3.180 |
2.638 |
0.542 |
18.5% |
0.084 |
2.9% |
54% |
False |
False |
27,009 |
| 100 |
3.180 |
2.638 |
0.542 |
18.5% |
0.086 |
2.9% |
54% |
False |
False |
26,200 |
| 120 |
3.180 |
2.638 |
0.542 |
18.5% |
0.089 |
3.0% |
54% |
False |
False |
25,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.258 |
|
2.618 |
3.134 |
|
1.618 |
3.058 |
|
1.000 |
3.011 |
|
0.618 |
2.982 |
|
HIGH |
2.935 |
|
0.618 |
2.906 |
|
0.500 |
2.897 |
|
0.382 |
2.888 |
|
LOW |
2.859 |
|
0.618 |
2.812 |
|
1.000 |
2.783 |
|
1.618 |
2.736 |
|
2.618 |
2.660 |
|
4.250 |
2.536 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.920 |
2.917 |
| PP |
2.908 |
2.903 |
| S1 |
2.897 |
2.890 |
|