NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.887 |
2.810 |
-0.077 |
-2.7% |
2.780 |
| High |
2.916 |
2.816 |
-0.100 |
-3.4% |
2.916 |
| Low |
2.792 |
2.740 |
-0.052 |
-1.9% |
2.740 |
| Close |
2.797 |
2.749 |
-0.048 |
-1.7% |
2.749 |
| Range |
0.124 |
0.076 |
-0.048 |
-38.7% |
0.176 |
| ATR |
0.085 |
0.084 |
-0.001 |
-0.8% |
0.000 |
| Volume |
39,124 |
37,937 |
-1,187 |
-3.0% |
158,287 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.996 |
2.949 |
2.791 |
|
| R3 |
2.920 |
2.873 |
2.770 |
|
| R2 |
2.844 |
2.844 |
2.763 |
|
| R1 |
2.797 |
2.797 |
2.756 |
2.783 |
| PP |
2.768 |
2.768 |
2.768 |
2.761 |
| S1 |
2.721 |
2.721 |
2.742 |
2.707 |
| S2 |
2.692 |
2.692 |
2.735 |
|
| S3 |
2.616 |
2.645 |
2.728 |
|
| S4 |
2.540 |
2.569 |
2.707 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.330 |
3.215 |
2.846 |
|
| R3 |
3.154 |
3.039 |
2.797 |
|
| R2 |
2.978 |
2.978 |
2.781 |
|
| R1 |
2.863 |
2.863 |
2.765 |
2.833 |
| PP |
2.802 |
2.802 |
2.802 |
2.786 |
| S1 |
2.687 |
2.687 |
2.733 |
2.657 |
| S2 |
2.626 |
2.626 |
2.717 |
|
| S3 |
2.450 |
2.511 |
2.701 |
|
| S4 |
2.274 |
2.335 |
2.652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.916 |
2.740 |
0.176 |
6.4% |
0.078 |
2.9% |
5% |
False |
True |
31,657 |
| 10 |
2.983 |
2.740 |
0.243 |
8.8% |
0.080 |
2.9% |
4% |
False |
True |
30,369 |
| 20 |
2.983 |
2.693 |
0.290 |
10.5% |
0.080 |
2.9% |
19% |
False |
False |
31,086 |
| 40 |
3.013 |
2.663 |
0.350 |
12.7% |
0.085 |
3.1% |
25% |
False |
False |
31,930 |
| 60 |
3.180 |
2.640 |
0.540 |
19.6% |
0.090 |
3.3% |
20% |
False |
False |
32,422 |
| 80 |
3.180 |
2.638 |
0.542 |
19.7% |
0.086 |
3.1% |
20% |
False |
False |
29,164 |
| 100 |
3.180 |
2.638 |
0.542 |
19.7% |
0.085 |
3.1% |
20% |
False |
False |
27,234 |
| 120 |
3.180 |
2.638 |
0.542 |
19.7% |
0.088 |
3.2% |
20% |
False |
False |
26,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.139 |
|
2.618 |
3.015 |
|
1.618 |
2.939 |
|
1.000 |
2.892 |
|
0.618 |
2.863 |
|
HIGH |
2.816 |
|
0.618 |
2.787 |
|
0.500 |
2.778 |
|
0.382 |
2.769 |
|
LOW |
2.740 |
|
0.618 |
2.693 |
|
1.000 |
2.664 |
|
1.618 |
2.617 |
|
2.618 |
2.541 |
|
4.250 |
2.417 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.778 |
2.828 |
| PP |
2.768 |
2.802 |
| S1 |
2.759 |
2.775 |
|