NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.850 |
2.829 |
-0.021 |
-0.7% |
2.807 |
| High |
2.925 |
2.829 |
-0.096 |
-3.3% |
2.925 |
| Low |
2.849 |
2.777 |
-0.072 |
-2.5% |
2.780 |
| Close |
2.867 |
2.797 |
-0.070 |
-2.4% |
2.867 |
| Range |
0.076 |
0.052 |
-0.024 |
-31.6% |
0.145 |
| ATR |
0.093 |
0.093 |
0.000 |
-0.2% |
0.000 |
| Volume |
26,440 |
28,091 |
1,651 |
6.2% |
113,118 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.957 |
2.929 |
2.826 |
|
| R3 |
2.905 |
2.877 |
2.811 |
|
| R2 |
2.853 |
2.853 |
2.807 |
|
| R1 |
2.825 |
2.825 |
2.802 |
2.813 |
| PP |
2.801 |
2.801 |
2.801 |
2.795 |
| S1 |
2.773 |
2.773 |
2.792 |
2.761 |
| S2 |
2.749 |
2.749 |
2.787 |
|
| S3 |
2.697 |
2.721 |
2.783 |
|
| S4 |
2.645 |
2.669 |
2.768 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.292 |
3.225 |
2.947 |
|
| R3 |
3.147 |
3.080 |
2.907 |
|
| R2 |
3.002 |
3.002 |
2.894 |
|
| R1 |
2.935 |
2.935 |
2.880 |
2.969 |
| PP |
2.857 |
2.857 |
2.857 |
2.874 |
| S1 |
2.790 |
2.790 |
2.854 |
2.824 |
| S2 |
2.712 |
2.712 |
2.840 |
|
| S3 |
2.567 |
2.645 |
2.827 |
|
| S4 |
2.422 |
2.500 |
2.787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.925 |
2.777 |
0.148 |
5.3% |
0.078 |
2.8% |
14% |
False |
True |
28,241 |
| 10 |
2.925 |
2.777 |
0.148 |
5.3% |
0.078 |
2.8% |
14% |
False |
True |
27,864 |
| 20 |
3.013 |
2.700 |
0.313 |
11.2% |
0.089 |
3.2% |
31% |
False |
False |
32,278 |
| 40 |
3.180 |
2.640 |
0.540 |
19.3% |
0.095 |
3.4% |
29% |
False |
False |
33,368 |
| 60 |
3.180 |
2.638 |
0.542 |
19.4% |
0.087 |
3.1% |
29% |
False |
False |
28,690 |
| 80 |
3.180 |
2.638 |
0.542 |
19.4% |
0.085 |
3.1% |
29% |
False |
False |
26,460 |
| 100 |
3.180 |
2.638 |
0.542 |
19.4% |
0.089 |
3.2% |
29% |
False |
False |
25,973 |
| 120 |
3.283 |
2.638 |
0.645 |
23.1% |
0.093 |
3.3% |
25% |
False |
False |
24,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.050 |
|
2.618 |
2.965 |
|
1.618 |
2.913 |
|
1.000 |
2.881 |
|
0.618 |
2.861 |
|
HIGH |
2.829 |
|
0.618 |
2.809 |
|
0.500 |
2.803 |
|
0.382 |
2.797 |
|
LOW |
2.777 |
|
0.618 |
2.745 |
|
1.000 |
2.725 |
|
1.618 |
2.693 |
|
2.618 |
2.641 |
|
4.250 |
2.556 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.803 |
2.851 |
| PP |
2.801 |
2.833 |
| S1 |
2.799 |
2.815 |
|