NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.930 |
2.888 |
-0.042 |
-1.4% |
2.853 |
| High |
2.944 |
2.918 |
-0.026 |
-0.9% |
2.956 |
| Low |
2.868 |
2.858 |
-0.010 |
-0.3% |
2.823 |
| Close |
2.880 |
2.899 |
0.019 |
0.7% |
2.899 |
| Range |
0.076 |
0.060 |
-0.016 |
-21.1% |
0.133 |
| ATR |
0.090 |
0.088 |
-0.002 |
-2.4% |
0.000 |
| Volume |
31,912 |
39,307 |
7,395 |
23.2% |
173,205 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.072 |
3.045 |
2.932 |
|
| R3 |
3.012 |
2.985 |
2.916 |
|
| R2 |
2.952 |
2.952 |
2.910 |
|
| R1 |
2.925 |
2.925 |
2.905 |
2.939 |
| PP |
2.892 |
2.892 |
2.892 |
2.898 |
| S1 |
2.865 |
2.865 |
2.894 |
2.879 |
| S2 |
2.832 |
2.832 |
2.888 |
|
| S3 |
2.772 |
2.805 |
2.883 |
|
| S4 |
2.712 |
2.745 |
2.866 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.292 |
3.228 |
2.972 |
|
| R3 |
3.159 |
3.095 |
2.936 |
|
| R2 |
3.026 |
3.026 |
2.923 |
|
| R1 |
2.962 |
2.962 |
2.911 |
2.994 |
| PP |
2.893 |
2.893 |
2.893 |
2.909 |
| S1 |
2.829 |
2.829 |
2.887 |
2.861 |
| S2 |
2.760 |
2.760 |
2.875 |
|
| S3 |
2.627 |
2.696 |
2.862 |
|
| S4 |
2.494 |
2.563 |
2.826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.956 |
2.823 |
0.133 |
4.6% |
0.081 |
2.8% |
57% |
False |
False |
34,641 |
| 10 |
2.956 |
2.693 |
0.263 |
9.1% |
0.080 |
2.8% |
78% |
False |
False |
31,804 |
| 20 |
2.956 |
2.693 |
0.263 |
9.1% |
0.081 |
2.8% |
78% |
False |
False |
30,125 |
| 40 |
3.121 |
2.640 |
0.481 |
16.6% |
0.089 |
3.1% |
54% |
False |
False |
32,109 |
| 60 |
3.180 |
2.638 |
0.542 |
18.7% |
0.089 |
3.1% |
48% |
False |
False |
30,634 |
| 80 |
3.180 |
2.638 |
0.542 |
18.7% |
0.084 |
2.9% |
48% |
False |
False |
27,300 |
| 100 |
3.180 |
2.638 |
0.542 |
18.7% |
0.085 |
2.9% |
48% |
False |
False |
26,209 |
| 120 |
3.180 |
2.638 |
0.542 |
18.7% |
0.089 |
3.1% |
48% |
False |
False |
25,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.173 |
|
2.618 |
3.075 |
|
1.618 |
3.015 |
|
1.000 |
2.978 |
|
0.618 |
2.955 |
|
HIGH |
2.918 |
|
0.618 |
2.895 |
|
0.500 |
2.888 |
|
0.382 |
2.881 |
|
LOW |
2.858 |
|
0.618 |
2.821 |
|
1.000 |
2.798 |
|
1.618 |
2.761 |
|
2.618 |
2.701 |
|
4.250 |
2.603 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.895 |
2.901 |
| PP |
2.892 |
2.900 |
| S1 |
2.888 |
2.900 |
|