NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.863 |
2.887 |
0.024 |
0.8% |
2.880 |
| High |
2.898 |
2.916 |
0.018 |
0.6% |
2.983 |
| Low |
2.847 |
2.792 |
-0.055 |
-1.9% |
2.802 |
| Close |
2.888 |
2.797 |
-0.091 |
-3.2% |
2.804 |
| Range |
0.051 |
0.124 |
0.073 |
143.1% |
0.181 |
| ATR |
0.082 |
0.085 |
0.003 |
3.7% |
0.000 |
| Volume |
33,647 |
39,124 |
5,477 |
16.3% |
145,404 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.207 |
3.126 |
2.865 |
|
| R3 |
3.083 |
3.002 |
2.831 |
|
| R2 |
2.959 |
2.959 |
2.820 |
|
| R1 |
2.878 |
2.878 |
2.808 |
2.857 |
| PP |
2.835 |
2.835 |
2.835 |
2.824 |
| S1 |
2.754 |
2.754 |
2.786 |
2.733 |
| S2 |
2.711 |
2.711 |
2.774 |
|
| S3 |
2.587 |
2.630 |
2.763 |
|
| S4 |
2.463 |
2.506 |
2.729 |
|
|
| 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 |
2.916 |
2.771 |
0.145 |
5.2% |
0.072 |
2.6% |
18% |
True |
False |
31,661 |
| 10 |
2.983 |
2.771 |
0.212 |
7.6% |
0.079 |
2.8% |
12% |
False |
False |
30,506 |
| 20 |
2.983 |
2.693 |
0.290 |
10.4% |
0.080 |
2.9% |
36% |
False |
False |
30,511 |
| 40 |
3.013 |
2.640 |
0.373 |
13.3% |
0.086 |
3.1% |
42% |
False |
False |
31,625 |
| 60 |
3.180 |
2.640 |
0.540 |
19.3% |
0.090 |
3.2% |
29% |
False |
False |
32,075 |
| 80 |
3.180 |
2.638 |
0.542 |
19.4% |
0.086 |
3.1% |
29% |
False |
False |
28,904 |
| 100 |
3.180 |
2.638 |
0.542 |
19.4% |
0.085 |
3.0% |
29% |
False |
False |
27,086 |
| 120 |
3.180 |
2.638 |
0.542 |
19.4% |
0.088 |
3.1% |
29% |
False |
False |
26,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.443 |
|
2.618 |
3.241 |
|
1.618 |
3.117 |
|
1.000 |
3.040 |
|
0.618 |
2.993 |
|
HIGH |
2.916 |
|
0.618 |
2.869 |
|
0.500 |
2.854 |
|
0.382 |
2.839 |
|
LOW |
2.792 |
|
0.618 |
2.715 |
|
1.000 |
2.668 |
|
1.618 |
2.591 |
|
2.618 |
2.467 |
|
4.250 |
2.265 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.854 |
2.854 |
| PP |
2.835 |
2.835 |
| S1 |
2.816 |
2.816 |
|