NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.894 |
2.807 |
-0.087 |
-3.0% |
2.843 |
| High |
2.951 |
2.815 |
-0.136 |
-4.6% |
2.951 |
| Low |
2.804 |
2.773 |
-0.031 |
-1.1% |
2.773 |
| Close |
2.816 |
2.776 |
-0.040 |
-1.4% |
2.776 |
| Range |
0.147 |
0.042 |
-0.105 |
-71.4% |
0.178 |
| ATR |
0.098 |
0.094 |
-0.004 |
-4.0% |
0.000 |
| Volume |
181,461 |
62,907 |
-118,554 |
-65.3% |
587,835 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.914 |
2.887 |
2.799 |
|
| R3 |
2.872 |
2.845 |
2.788 |
|
| R2 |
2.830 |
2.830 |
2.784 |
|
| R1 |
2.803 |
2.803 |
2.780 |
2.796 |
| PP |
2.788 |
2.788 |
2.788 |
2.784 |
| S1 |
2.761 |
2.761 |
2.772 |
2.754 |
| S2 |
2.746 |
2.746 |
2.768 |
|
| S3 |
2.704 |
2.719 |
2.764 |
|
| S4 |
2.662 |
2.677 |
2.753 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.367 |
3.250 |
2.874 |
|
| R3 |
3.189 |
3.072 |
2.825 |
|
| R2 |
3.011 |
3.011 |
2.809 |
|
| R1 |
2.894 |
2.894 |
2.792 |
2.864 |
| PP |
2.833 |
2.833 |
2.833 |
2.818 |
| S1 |
2.716 |
2.716 |
2.760 |
2.686 |
| S2 |
2.655 |
2.655 |
2.743 |
|
| S3 |
2.477 |
2.538 |
2.727 |
|
| S4 |
2.299 |
2.360 |
2.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.951 |
2.773 |
0.178 |
6.4% |
0.085 |
3.1% |
2% |
False |
True |
117,567 |
| 10 |
2.951 |
2.773 |
0.178 |
6.4% |
0.089 |
3.2% |
2% |
False |
True |
130,846 |
| 20 |
2.951 |
2.644 |
0.307 |
11.1% |
0.093 |
3.4% |
43% |
False |
False |
130,461 |
| 40 |
2.977 |
2.588 |
0.389 |
14.0% |
0.095 |
3.4% |
48% |
False |
False |
101,873 |
| 60 |
3.167 |
2.588 |
0.579 |
20.9% |
0.100 |
3.6% |
32% |
False |
False |
75,965 |
| 80 |
3.167 |
2.569 |
0.598 |
21.5% |
0.092 |
3.3% |
35% |
False |
False |
60,447 |
| 100 |
3.167 |
2.569 |
0.598 |
21.5% |
0.091 |
3.3% |
35% |
False |
False |
50,560 |
| 120 |
3.167 |
2.569 |
0.598 |
21.5% |
0.092 |
3.3% |
35% |
False |
False |
43,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.994 |
|
2.618 |
2.925 |
|
1.618 |
2.883 |
|
1.000 |
2.857 |
|
0.618 |
2.841 |
|
HIGH |
2.815 |
|
0.618 |
2.799 |
|
0.500 |
2.794 |
|
0.382 |
2.789 |
|
LOW |
2.773 |
|
0.618 |
2.747 |
|
1.000 |
2.731 |
|
1.618 |
2.705 |
|
2.618 |
2.663 |
|
4.250 |
2.595 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.794 |
2.862 |
| PP |
2.788 |
2.833 |
| S1 |
2.782 |
2.805 |
|