NYMEX Natural Gas Future October 2015
Trading Metrics calculated at close of trading on 27-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
2.841 |
2.780 |
-0.061 |
-2.1% |
2.880 |
High |
2.847 |
2.845 |
-0.002 |
-0.1% |
2.983 |
Low |
2.802 |
2.771 |
-0.031 |
-1.1% |
2.802 |
Close |
2.804 |
2.816 |
0.012 |
0.4% |
2.804 |
Range |
0.045 |
0.074 |
0.029 |
64.4% |
0.181 |
ATR |
0.086 |
0.085 |
-0.001 |
-1.0% |
0.000 |
Volume |
37,959 |
25,010 |
-12,949 |
-34.1% |
145,404 |
|
Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.033 |
2.998 |
2.857 |
|
R3 |
2.959 |
2.924 |
2.836 |
|
R2 |
2.885 |
2.885 |
2.830 |
|
R1 |
2.850 |
2.850 |
2.823 |
2.868 |
PP |
2.811 |
2.811 |
2.811 |
2.819 |
S1 |
2.776 |
2.776 |
2.809 |
2.794 |
S2 |
2.737 |
2.737 |
2.802 |
|
S3 |
2.663 |
2.702 |
2.796 |
|
S4 |
2.589 |
2.628 |
2.775 |
|
|
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 |
2.771 |
0.212 |
7.5% |
0.080 |
2.8% |
21% |
False |
True |
29,104 |
10 |
2.983 |
2.771 |
0.212 |
7.5% |
0.080 |
2.9% |
21% |
False |
True |
31,257 |
20 |
2.983 |
2.693 |
0.290 |
10.3% |
0.081 |
2.9% |
42% |
False |
False |
30,078 |
40 |
3.013 |
2.640 |
0.373 |
13.2% |
0.087 |
3.1% |
47% |
False |
False |
31,493 |
60 |
3.180 |
2.640 |
0.540 |
19.2% |
0.090 |
3.2% |
33% |
False |
False |
31,816 |
80 |
3.180 |
2.638 |
0.542 |
19.2% |
0.086 |
3.0% |
33% |
False |
False |
28,295 |
100 |
3.180 |
2.638 |
0.542 |
19.2% |
0.085 |
3.0% |
33% |
False |
False |
26,699 |
120 |
3.180 |
2.638 |
0.542 |
19.2% |
0.088 |
3.1% |
33% |
False |
False |
26,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.160 |
2.618 |
3.039 |
1.618 |
2.965 |
1.000 |
2.919 |
0.618 |
2.891 |
HIGH |
2.845 |
0.618 |
2.817 |
0.500 |
2.808 |
0.382 |
2.799 |
LOW |
2.771 |
0.618 |
2.725 |
1.000 |
2.697 |
1.618 |
2.651 |
2.618 |
2.577 |
4.250 |
2.457 |
|
|
Fisher Pivots for day following 27-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
2.813 |
2.877 |
PP |
2.811 |
2.857 |
S1 |
2.808 |
2.836 |
|