NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.863 |
2.843 |
-0.020 |
-0.7% |
2.816 |
| High |
2.897 |
2.874 |
-0.023 |
-0.8% |
2.934 |
| Low |
2.826 |
2.785 |
-0.041 |
-1.5% |
2.787 |
| Close |
2.870 |
2.823 |
-0.047 |
-1.6% |
2.870 |
| Range |
0.071 |
0.089 |
0.018 |
25.4% |
0.147 |
| ATR |
0.098 |
0.098 |
-0.001 |
-0.7% |
0.000 |
| Volume |
91,164 |
141,069 |
49,905 |
54.7% |
720,625 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.094 |
3.048 |
2.872 |
|
| R3 |
3.005 |
2.959 |
2.847 |
|
| R2 |
2.916 |
2.916 |
2.839 |
|
| R1 |
2.870 |
2.870 |
2.831 |
2.849 |
| PP |
2.827 |
2.827 |
2.827 |
2.817 |
| S1 |
2.781 |
2.781 |
2.815 |
2.760 |
| S2 |
2.738 |
2.738 |
2.807 |
|
| S3 |
2.649 |
2.692 |
2.799 |
|
| S4 |
2.560 |
2.603 |
2.774 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.305 |
3.234 |
2.951 |
|
| R3 |
3.158 |
3.087 |
2.910 |
|
| R2 |
3.011 |
3.011 |
2.897 |
|
| R1 |
2.940 |
2.940 |
2.883 |
2.976 |
| PP |
2.864 |
2.864 |
2.864 |
2.881 |
| S1 |
2.793 |
2.793 |
2.857 |
2.829 |
| S2 |
2.717 |
2.717 |
2.843 |
|
| S3 |
2.570 |
2.646 |
2.830 |
|
| S4 |
2.423 |
2.499 |
2.789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.934 |
2.785 |
0.149 |
5.3% |
0.091 |
3.2% |
26% |
False |
True |
135,580 |
| 10 |
2.934 |
2.644 |
0.290 |
10.3% |
0.092 |
3.3% |
62% |
False |
False |
137,262 |
| 20 |
2.934 |
2.644 |
0.290 |
10.3% |
0.091 |
3.2% |
62% |
False |
False |
129,482 |
| 40 |
3.033 |
2.588 |
0.445 |
15.8% |
0.098 |
3.5% |
53% |
False |
False |
93,256 |
| 60 |
3.167 |
2.569 |
0.598 |
21.2% |
0.098 |
3.5% |
42% |
False |
False |
69,562 |
| 80 |
3.167 |
2.569 |
0.598 |
21.2% |
0.091 |
3.2% |
42% |
False |
False |
55,469 |
| 100 |
3.167 |
2.569 |
0.598 |
21.2% |
0.091 |
3.2% |
42% |
False |
False |
46,436 |
| 120 |
3.167 |
2.569 |
0.598 |
21.2% |
0.093 |
3.3% |
42% |
False |
False |
39,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.252 |
|
2.618 |
3.107 |
|
1.618 |
3.018 |
|
1.000 |
2.963 |
|
0.618 |
2.929 |
|
HIGH |
2.874 |
|
0.618 |
2.840 |
|
0.500 |
2.830 |
|
0.382 |
2.819 |
|
LOW |
2.785 |
|
0.618 |
2.730 |
|
1.000 |
2.696 |
|
1.618 |
2.641 |
|
2.618 |
2.552 |
|
4.250 |
2.407 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.830 |
2.858 |
| PP |
2.827 |
2.846 |
| S1 |
2.825 |
2.835 |
|