NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.880 |
2.868 |
-0.012 |
-0.4% |
2.853 |
| High |
2.907 |
2.925 |
0.018 |
0.6% |
2.956 |
| Low |
2.822 |
2.857 |
0.035 |
1.2% |
2.823 |
| Close |
2.858 |
2.917 |
0.059 |
2.1% |
2.899 |
| Range |
0.085 |
0.068 |
-0.017 |
-20.0% |
0.133 |
| ATR |
0.088 |
0.087 |
-0.001 |
-1.6% |
0.000 |
| Volume |
24,891 |
30,368 |
5,477 |
22.0% |
173,205 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.104 |
3.078 |
2.954 |
|
| R3 |
3.036 |
3.010 |
2.936 |
|
| R2 |
2.968 |
2.968 |
2.929 |
|
| R1 |
2.942 |
2.942 |
2.923 |
2.955 |
| PP |
2.900 |
2.900 |
2.900 |
2.906 |
| S1 |
2.874 |
2.874 |
2.911 |
2.887 |
| S2 |
2.832 |
2.832 |
2.905 |
|
| S3 |
2.764 |
2.806 |
2.898 |
|
| S4 |
2.696 |
2.738 |
2.880 |
|
|
| 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 |
2.944 |
2.822 |
0.122 |
4.2% |
0.073 |
2.5% |
78% |
False |
False |
32,910 |
| 10 |
2.956 |
2.693 |
0.263 |
9.0% |
0.080 |
2.7% |
85% |
False |
False |
32,348 |
| 20 |
2.956 |
2.693 |
0.263 |
9.0% |
0.081 |
2.8% |
85% |
False |
False |
29,686 |
| 40 |
3.013 |
2.640 |
0.373 |
12.8% |
0.088 |
3.0% |
74% |
False |
False |
31,523 |
| 60 |
3.180 |
2.638 |
0.542 |
18.6% |
0.090 |
3.1% |
51% |
False |
False |
30,966 |
| 80 |
3.180 |
2.638 |
0.542 |
18.6% |
0.084 |
2.9% |
51% |
False |
False |
27,548 |
| 100 |
3.180 |
2.638 |
0.542 |
18.6% |
0.084 |
2.9% |
51% |
False |
False |
26,336 |
| 120 |
3.180 |
2.638 |
0.542 |
18.6% |
0.089 |
3.0% |
51% |
False |
False |
25,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.214 |
|
2.618 |
3.103 |
|
1.618 |
3.035 |
|
1.000 |
2.993 |
|
0.618 |
2.967 |
|
HIGH |
2.925 |
|
0.618 |
2.899 |
|
0.500 |
2.891 |
|
0.382 |
2.883 |
|
LOW |
2.857 |
|
0.618 |
2.815 |
|
1.000 |
2.789 |
|
1.618 |
2.747 |
|
2.618 |
2.679 |
|
4.250 |
2.568 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.908 |
2.903 |
| PP |
2.900 |
2.888 |
| S1 |
2.891 |
2.874 |
|