NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.842 |
2.905 |
0.063 |
2.2% |
2.789 |
| High |
2.914 |
2.921 |
0.007 |
0.2% |
2.815 |
| Low |
2.831 |
2.843 |
0.012 |
0.4% |
2.656 |
| Close |
2.909 |
2.853 |
-0.056 |
-1.9% |
2.780 |
| Range |
0.083 |
0.078 |
-0.005 |
-6.0% |
0.159 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.3% |
0.000 |
| Volume |
91,635 |
80,788 |
-10,847 |
-11.8% |
285,302 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.106 |
3.058 |
2.896 |
|
| R3 |
3.028 |
2.980 |
2.874 |
|
| R2 |
2.950 |
2.950 |
2.867 |
|
| R1 |
2.902 |
2.902 |
2.860 |
2.887 |
| PP |
2.872 |
2.872 |
2.872 |
2.865 |
| S1 |
2.824 |
2.824 |
2.846 |
2.809 |
| S2 |
2.794 |
2.794 |
2.839 |
|
| S3 |
2.716 |
2.746 |
2.832 |
|
| S4 |
2.638 |
2.668 |
2.810 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.227 |
3.163 |
2.867 |
|
| R3 |
3.068 |
3.004 |
2.824 |
|
| R2 |
2.909 |
2.909 |
2.809 |
|
| R1 |
2.845 |
2.845 |
2.795 |
2.798 |
| PP |
2.750 |
2.750 |
2.750 |
2.727 |
| S1 |
2.686 |
2.686 |
2.765 |
2.639 |
| S2 |
2.591 |
2.591 |
2.751 |
|
| S3 |
2.432 |
2.527 |
2.736 |
|
| S4 |
2.273 |
2.368 |
2.693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.931 |
2.735 |
0.196 |
6.9% |
0.088 |
3.1% |
60% |
False |
False |
80,753 |
| 10 |
2.931 |
2.656 |
0.275 |
9.6% |
0.085 |
3.0% |
72% |
False |
False |
66,251 |
| 20 |
2.931 |
2.656 |
0.275 |
9.6% |
0.086 |
3.0% |
72% |
False |
False |
49,955 |
| 40 |
3.086 |
2.600 |
0.486 |
17.0% |
0.093 |
3.3% |
52% |
False |
False |
44,102 |
| 60 |
3.163 |
2.589 |
0.574 |
20.1% |
0.093 |
3.2% |
46% |
False |
False |
36,449 |
| 80 |
3.163 |
2.589 |
0.574 |
20.1% |
0.087 |
3.0% |
46% |
False |
False |
30,323 |
| 100 |
3.163 |
2.589 |
0.574 |
20.1% |
0.087 |
3.1% |
46% |
False |
False |
26,116 |
| 120 |
3.163 |
2.589 |
0.574 |
20.1% |
0.090 |
3.1% |
46% |
False |
False |
22,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.253 |
|
2.618 |
3.125 |
|
1.618 |
3.047 |
|
1.000 |
2.999 |
|
0.618 |
2.969 |
|
HIGH |
2.921 |
|
0.618 |
2.891 |
|
0.500 |
2.882 |
|
0.382 |
2.873 |
|
LOW |
2.843 |
|
0.618 |
2.795 |
|
1.000 |
2.765 |
|
1.618 |
2.717 |
|
2.618 |
2.639 |
|
4.250 |
2.512 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.882 |
2.877 |
| PP |
2.872 |
2.869 |
| S1 |
2.863 |
2.861 |
|