NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.888 |
2.880 |
-0.008 |
-0.3% |
2.853 |
| High |
2.918 |
2.907 |
-0.011 |
-0.4% |
2.956 |
| Low |
2.858 |
2.822 |
-0.036 |
-1.3% |
2.823 |
| Close |
2.899 |
2.858 |
-0.041 |
-1.4% |
2.899 |
| Range |
0.060 |
0.085 |
0.025 |
41.7% |
0.133 |
| ATR |
0.088 |
0.088 |
0.000 |
-0.3% |
0.000 |
| Volume |
39,307 |
24,891 |
-14,416 |
-36.7% |
173,205 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.117 |
3.073 |
2.905 |
|
| R3 |
3.032 |
2.988 |
2.881 |
|
| R2 |
2.947 |
2.947 |
2.874 |
|
| R1 |
2.903 |
2.903 |
2.866 |
2.883 |
| PP |
2.862 |
2.862 |
2.862 |
2.852 |
| S1 |
2.818 |
2.818 |
2.850 |
2.798 |
| S2 |
2.777 |
2.777 |
2.842 |
|
| S3 |
2.692 |
2.733 |
2.835 |
|
| S4 |
2.607 |
2.648 |
2.811 |
|
|
| 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 |
2.822 |
0.134 |
4.7% |
0.081 |
2.8% |
27% |
False |
True |
33,410 |
| 10 |
2.956 |
2.693 |
0.263 |
9.2% |
0.084 |
2.9% |
63% |
False |
False |
31,484 |
| 20 |
2.956 |
2.693 |
0.263 |
9.2% |
0.081 |
2.8% |
63% |
False |
False |
29,674 |
| 40 |
3.057 |
2.640 |
0.417 |
14.6% |
0.088 |
3.1% |
52% |
False |
False |
31,907 |
| 60 |
3.180 |
2.638 |
0.542 |
19.0% |
0.090 |
3.1% |
41% |
False |
False |
30,834 |
| 80 |
3.180 |
2.638 |
0.542 |
19.0% |
0.085 |
3.0% |
41% |
False |
False |
27,408 |
| 100 |
3.180 |
2.638 |
0.542 |
19.0% |
0.085 |
3.0% |
41% |
False |
False |
26,240 |
| 120 |
3.180 |
2.638 |
0.542 |
19.0% |
0.089 |
3.1% |
41% |
False |
False |
25,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.268 |
|
2.618 |
3.130 |
|
1.618 |
3.045 |
|
1.000 |
2.992 |
|
0.618 |
2.960 |
|
HIGH |
2.907 |
|
0.618 |
2.875 |
|
0.500 |
2.865 |
|
0.382 |
2.854 |
|
LOW |
2.822 |
|
0.618 |
2.769 |
|
1.000 |
2.737 |
|
1.618 |
2.684 |
|
2.618 |
2.599 |
|
4.250 |
2.461 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.865 |
2.883 |
| PP |
2.862 |
2.875 |
| S1 |
2.860 |
2.866 |
|