NYMEX Natural Gas Future October 2015
Trading Metrics calculated at close of trading on 22-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
2.868 |
2.915 |
0.047 |
1.6% |
2.853 |
High |
2.925 |
2.946 |
0.021 |
0.7% |
2.956 |
Low |
2.857 |
2.880 |
0.023 |
0.8% |
2.823 |
Close |
2.917 |
2.937 |
0.020 |
0.7% |
2.899 |
Range |
0.068 |
0.066 |
-0.002 |
-2.9% |
0.133 |
ATR |
0.087 |
0.085 |
-0.001 |
-1.7% |
0.000 |
Volume |
30,368 |
22,368 |
-8,000 |
-26.3% |
173,205 |
|
Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.119 |
3.094 |
2.973 |
|
R3 |
3.053 |
3.028 |
2.955 |
|
R2 |
2.987 |
2.987 |
2.949 |
|
R1 |
2.962 |
2.962 |
2.943 |
2.975 |
PP |
2.921 |
2.921 |
2.921 |
2.927 |
S1 |
2.896 |
2.896 |
2.931 |
2.909 |
S2 |
2.855 |
2.855 |
2.925 |
|
S3 |
2.789 |
2.830 |
2.919 |
|
S4 |
2.723 |
2.764 |
2.901 |
|
|
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 |
2.946 |
2.822 |
0.124 |
4.2% |
0.071 |
2.4% |
93% |
True |
False |
29,769 |
10 |
2.956 |
2.693 |
0.263 |
9.0% |
0.079 |
2.7% |
93% |
False |
False |
31,918 |
20 |
2.956 |
2.693 |
0.263 |
9.0% |
0.080 |
2.7% |
93% |
False |
False |
29,328 |
40 |
3.013 |
2.640 |
0.373 |
12.7% |
0.087 |
3.0% |
80% |
False |
False |
31,509 |
60 |
3.180 |
2.640 |
0.540 |
18.4% |
0.091 |
3.1% |
55% |
False |
False |
31,142 |
80 |
3.180 |
2.638 |
0.542 |
18.5% |
0.084 |
2.9% |
55% |
False |
False |
27,562 |
100 |
3.180 |
2.638 |
0.542 |
18.5% |
0.084 |
2.9% |
55% |
False |
False |
26,302 |
120 |
3.180 |
2.638 |
0.542 |
18.5% |
0.088 |
3.0% |
55% |
False |
False |
25,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.227 |
2.618 |
3.119 |
1.618 |
3.053 |
1.000 |
3.012 |
0.618 |
2.987 |
HIGH |
2.946 |
0.618 |
2.921 |
0.500 |
2.913 |
0.382 |
2.905 |
LOW |
2.880 |
0.618 |
2.839 |
1.000 |
2.814 |
1.618 |
2.773 |
2.618 |
2.707 |
4.250 |
2.600 |
|
|
Fisher Pivots for day following 22-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
2.929 |
2.919 |
PP |
2.921 |
2.902 |
S1 |
2.913 |
2.884 |
|