NYMEX Natural Gas Future October 2015
Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
2.780 |
2.822 |
0.042 |
1.5% |
2.880 |
High |
2.845 |
2.873 |
0.028 |
1.0% |
2.983 |
Low |
2.771 |
2.806 |
0.035 |
1.3% |
2.802 |
Close |
2.816 |
2.845 |
0.029 |
1.0% |
2.804 |
Range |
0.074 |
0.067 |
-0.007 |
-9.5% |
0.181 |
ATR |
0.085 |
0.084 |
-0.001 |
-1.5% |
0.000 |
Volume |
25,010 |
22,569 |
-2,441 |
-9.8% |
145,404 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.042 |
3.011 |
2.882 |
|
R3 |
2.975 |
2.944 |
2.863 |
|
R2 |
2.908 |
2.908 |
2.857 |
|
R1 |
2.877 |
2.877 |
2.851 |
2.893 |
PP |
2.841 |
2.841 |
2.841 |
2.849 |
S1 |
2.810 |
2.810 |
2.839 |
2.826 |
S2 |
2.774 |
2.774 |
2.833 |
|
S3 |
2.707 |
2.743 |
2.827 |
|
S4 |
2.640 |
2.676 |
2.808 |
|
|
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% |
35% |
False |
False |
27,544 |
10 |
2.983 |
2.771 |
0.212 |
7.5% |
0.076 |
2.7% |
35% |
False |
False |
30,227 |
20 |
2.983 |
2.693 |
0.290 |
10.2% |
0.080 |
2.8% |
52% |
False |
False |
29,582 |
40 |
3.013 |
2.640 |
0.373 |
13.1% |
0.087 |
3.0% |
55% |
False |
False |
31,330 |
60 |
3.180 |
2.640 |
0.540 |
19.0% |
0.089 |
3.1% |
38% |
False |
False |
31,413 |
80 |
3.180 |
2.638 |
0.542 |
19.1% |
0.085 |
3.0% |
38% |
False |
False |
28,342 |
100 |
3.180 |
2.638 |
0.542 |
19.1% |
0.085 |
3.0% |
38% |
False |
False |
26,776 |
120 |
3.180 |
2.638 |
0.542 |
19.1% |
0.088 |
3.1% |
38% |
False |
False |
26,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.158 |
2.618 |
3.048 |
1.618 |
2.981 |
1.000 |
2.940 |
0.618 |
2.914 |
HIGH |
2.873 |
0.618 |
2.847 |
0.500 |
2.840 |
0.382 |
2.832 |
LOW |
2.806 |
0.618 |
2.765 |
1.000 |
2.739 |
1.618 |
2.698 |
2.618 |
2.631 |
4.250 |
2.521 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
2.843 |
2.837 |
PP |
2.841 |
2.830 |
S1 |
2.840 |
2.822 |
|