NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.748 |
2.821 |
0.073 |
2.7% |
2.789 |
| High |
2.815 |
2.884 |
0.069 |
2.5% |
2.815 |
| Low |
2.735 |
2.794 |
0.059 |
2.2% |
2.656 |
| Close |
2.780 |
2.867 |
0.087 |
3.1% |
2.780 |
| Range |
0.080 |
0.090 |
0.010 |
12.5% |
0.159 |
| ATR |
0.095 |
0.096 |
0.001 |
0.7% |
0.000 |
| Volume |
59,998 |
97,478 |
37,480 |
62.5% |
285,302 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.118 |
3.083 |
2.917 |
|
| R3 |
3.028 |
2.993 |
2.892 |
|
| R2 |
2.938 |
2.938 |
2.884 |
|
| R1 |
2.903 |
2.903 |
2.875 |
2.921 |
| PP |
2.848 |
2.848 |
2.848 |
2.857 |
| S1 |
2.813 |
2.813 |
2.859 |
2.831 |
| S2 |
2.758 |
2.758 |
2.851 |
|
| S3 |
2.668 |
2.723 |
2.842 |
|
| S4 |
2.578 |
2.633 |
2.818 |
|
|
| 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 |
2.884 |
2.656 |
0.228 |
8.0% |
0.090 |
3.1% |
93% |
True |
False |
69,931 |
| 10 |
2.896 |
2.656 |
0.240 |
8.4% |
0.086 |
3.0% |
88% |
False |
False |
51,099 |
| 20 |
2.988 |
2.656 |
0.332 |
11.6% |
0.090 |
3.1% |
64% |
False |
False |
43,816 |
| 40 |
3.163 |
2.600 |
0.563 |
19.6% |
0.094 |
3.3% |
47% |
False |
False |
40,420 |
| 60 |
3.163 |
2.589 |
0.574 |
20.0% |
0.091 |
3.2% |
48% |
False |
False |
33,214 |
| 80 |
3.163 |
2.589 |
0.574 |
20.0% |
0.087 |
3.0% |
48% |
False |
False |
27,725 |
| 100 |
3.163 |
2.589 |
0.574 |
20.0% |
0.088 |
3.1% |
48% |
False |
False |
23,930 |
| 120 |
3.163 |
2.589 |
0.574 |
20.0% |
0.090 |
3.1% |
48% |
False |
False |
21,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.267 |
|
2.618 |
3.120 |
|
1.618 |
3.030 |
|
1.000 |
2.974 |
|
0.618 |
2.940 |
|
HIGH |
2.884 |
|
0.618 |
2.850 |
|
0.500 |
2.839 |
|
0.382 |
2.828 |
|
LOW |
2.794 |
|
0.618 |
2.738 |
|
1.000 |
2.704 |
|
1.618 |
2.648 |
|
2.618 |
2.558 |
|
4.250 |
2.412 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.858 |
2.835 |
| PP |
2.848 |
2.802 |
| S1 |
2.839 |
2.770 |
|