NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.923 |
2.841 |
-0.082 |
-2.8% |
2.880 |
| High |
2.983 |
2.847 |
-0.136 |
-4.6% |
2.983 |
| Low |
2.836 |
2.802 |
-0.034 |
-1.2% |
2.802 |
| Close |
2.847 |
2.804 |
-0.043 |
-1.5% |
2.804 |
| Range |
0.147 |
0.045 |
-0.102 |
-69.4% |
0.181 |
| ATR |
0.090 |
0.086 |
-0.003 |
-3.6% |
0.000 |
| Volume |
29,818 |
37,959 |
8,141 |
27.3% |
145,404 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.953 |
2.923 |
2.829 |
|
| R3 |
2.908 |
2.878 |
2.816 |
|
| R2 |
2.863 |
2.863 |
2.812 |
|
| R1 |
2.833 |
2.833 |
2.808 |
2.826 |
| PP |
2.818 |
2.818 |
2.818 |
2.814 |
| S1 |
2.788 |
2.788 |
2.800 |
2.781 |
| S2 |
2.773 |
2.773 |
2.796 |
|
| S3 |
2.728 |
2.743 |
2.792 |
|
| S4 |
2.683 |
2.698 |
2.779 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.406 |
3.286 |
2.904 |
|
| R3 |
3.225 |
3.105 |
2.854 |
|
| R2 |
3.044 |
3.044 |
2.837 |
|
| R1 |
2.924 |
2.924 |
2.821 |
2.894 |
| PP |
2.863 |
2.863 |
2.863 |
2.848 |
| S1 |
2.743 |
2.743 |
2.787 |
2.713 |
| S2 |
2.682 |
2.682 |
2.771 |
|
| S3 |
2.501 |
2.562 |
2.754 |
|
| S4 |
2.320 |
2.381 |
2.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.983 |
2.802 |
0.181 |
6.5% |
0.082 |
2.9% |
1% |
False |
True |
29,080 |
| 10 |
2.983 |
2.802 |
0.181 |
6.5% |
0.082 |
2.9% |
1% |
False |
True |
31,860 |
| 20 |
2.983 |
2.693 |
0.290 |
10.3% |
0.082 |
2.9% |
38% |
False |
False |
30,882 |
| 40 |
3.013 |
2.640 |
0.373 |
13.3% |
0.087 |
3.1% |
44% |
False |
False |
32,041 |
| 60 |
3.180 |
2.640 |
0.540 |
19.3% |
0.092 |
3.3% |
30% |
False |
False |
31,678 |
| 80 |
3.180 |
2.638 |
0.542 |
19.3% |
0.086 |
3.1% |
31% |
False |
False |
28,134 |
| 100 |
3.180 |
2.638 |
0.542 |
19.3% |
0.085 |
3.0% |
31% |
False |
False |
26,654 |
| 120 |
3.180 |
2.638 |
0.542 |
19.3% |
0.088 |
3.1% |
31% |
False |
False |
26,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.038 |
|
2.618 |
2.965 |
|
1.618 |
2.920 |
|
1.000 |
2.892 |
|
0.618 |
2.875 |
|
HIGH |
2.847 |
|
0.618 |
2.830 |
|
0.500 |
2.825 |
|
0.382 |
2.819 |
|
LOW |
2.802 |
|
0.618 |
2.774 |
|
1.000 |
2.757 |
|
1.618 |
2.729 |
|
2.618 |
2.684 |
|
4.250 |
2.611 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.825 |
2.893 |
| PP |
2.818 |
2.863 |
| S1 |
2.811 |
2.834 |
|