NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.822 |
2.863 |
0.041 |
1.5% |
2.880 |
| High |
2.873 |
2.898 |
0.025 |
0.9% |
2.983 |
| Low |
2.806 |
2.847 |
0.041 |
1.5% |
2.802 |
| Close |
2.845 |
2.888 |
0.043 |
1.5% |
2.804 |
| Range |
0.067 |
0.051 |
-0.016 |
-23.9% |
0.181 |
| ATR |
0.084 |
0.082 |
-0.002 |
-2.6% |
0.000 |
| Volume |
22,569 |
33,647 |
11,078 |
49.1% |
145,404 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.031 |
3.010 |
2.916 |
|
| R3 |
2.980 |
2.959 |
2.902 |
|
| R2 |
2.929 |
2.929 |
2.897 |
|
| R1 |
2.908 |
2.908 |
2.893 |
2.919 |
| PP |
2.878 |
2.878 |
2.878 |
2.883 |
| S1 |
2.857 |
2.857 |
2.883 |
2.868 |
| S2 |
2.827 |
2.827 |
2.879 |
|
| S3 |
2.776 |
2.806 |
2.874 |
|
| S4 |
2.725 |
2.755 |
2.860 |
|
|
| 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 |
7.3% |
0.077 |
2.7% |
55% |
False |
False |
29,800 |
| 10 |
2.983 |
2.771 |
0.212 |
7.3% |
0.074 |
2.6% |
55% |
False |
False |
29,784 |
| 20 |
2.983 |
2.693 |
0.290 |
10.0% |
0.078 |
2.7% |
67% |
False |
False |
29,794 |
| 40 |
3.013 |
2.640 |
0.373 |
12.9% |
0.085 |
2.9% |
66% |
False |
False |
31,479 |
| 60 |
3.180 |
2.640 |
0.540 |
18.7% |
0.089 |
3.1% |
46% |
False |
False |
31,657 |
| 80 |
3.180 |
2.638 |
0.542 |
18.8% |
0.085 |
2.9% |
46% |
False |
False |
28,529 |
| 100 |
3.180 |
2.638 |
0.542 |
18.8% |
0.085 |
2.9% |
46% |
False |
False |
26,881 |
| 120 |
3.180 |
2.638 |
0.542 |
18.8% |
0.087 |
3.0% |
46% |
False |
False |
26,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.115 |
|
2.618 |
3.032 |
|
1.618 |
2.981 |
|
1.000 |
2.949 |
|
0.618 |
2.930 |
|
HIGH |
2.898 |
|
0.618 |
2.879 |
|
0.500 |
2.873 |
|
0.382 |
2.866 |
|
LOW |
2.847 |
|
0.618 |
2.815 |
|
1.000 |
2.796 |
|
1.618 |
2.764 |
|
2.618 |
2.713 |
|
4.250 |
2.630 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.883 |
2.870 |
| PP |
2.878 |
2.852 |
| S1 |
2.873 |
2.835 |
|