NYMEX Natural Gas Future October 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 |
2.875 |
2.930 |
0.055 |
1.9% |
2.829 |
| High |
2.935 |
2.944 |
0.009 |
0.3% |
2.845 |
| Low |
2.859 |
2.868 |
0.009 |
0.3% |
2.693 |
| Close |
2.931 |
2.880 |
-0.051 |
-1.7% |
2.811 |
| Range |
0.076 |
0.076 |
0.000 |
0.0% |
0.152 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.2% |
0.000 |
| Volume |
38,073 |
31,912 |
-6,161 |
-16.2% |
144,835 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.125 |
3.079 |
2.922 |
|
| R3 |
3.049 |
3.003 |
2.901 |
|
| R2 |
2.973 |
2.973 |
2.894 |
|
| R1 |
2.927 |
2.927 |
2.887 |
2.912 |
| PP |
2.897 |
2.897 |
2.897 |
2.890 |
| S1 |
2.851 |
2.851 |
2.873 |
2.836 |
| S2 |
2.821 |
2.821 |
2.866 |
|
| S3 |
2.745 |
2.775 |
2.859 |
|
| S4 |
2.669 |
2.699 |
2.838 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.239 |
3.177 |
2.895 |
|
| R3 |
3.087 |
3.025 |
2.853 |
|
| R2 |
2.935 |
2.935 |
2.839 |
|
| R1 |
2.873 |
2.873 |
2.825 |
2.828 |
| PP |
2.783 |
2.783 |
2.783 |
2.761 |
| S1 |
2.721 |
2.721 |
2.797 |
2.676 |
| S2 |
2.631 |
2.631 |
2.783 |
|
| S3 |
2.479 |
2.569 |
2.769 |
|
| S4 |
2.327 |
2.417 |
2.727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.956 |
2.769 |
0.187 |
6.5% |
0.084 |
2.9% |
59% |
False |
False |
33,893 |
| 10 |
2.956 |
2.693 |
0.263 |
9.1% |
0.082 |
2.8% |
71% |
False |
False |
30,517 |
| 20 |
2.956 |
2.693 |
0.263 |
9.1% |
0.083 |
2.9% |
71% |
False |
False |
30,396 |
| 40 |
3.121 |
2.640 |
0.481 |
16.7% |
0.090 |
3.1% |
50% |
False |
False |
32,181 |
| 60 |
3.180 |
2.638 |
0.542 |
18.8% |
0.089 |
3.1% |
45% |
False |
False |
30,206 |
| 80 |
3.180 |
2.638 |
0.542 |
18.8% |
0.085 |
2.9% |
45% |
False |
False |
27,114 |
| 100 |
3.180 |
2.638 |
0.542 |
18.8% |
0.086 |
3.0% |
45% |
False |
False |
26,077 |
| 120 |
3.180 |
2.638 |
0.542 |
18.8% |
0.089 |
3.1% |
45% |
False |
False |
25,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.267 |
|
2.618 |
3.143 |
|
1.618 |
3.067 |
|
1.000 |
3.020 |
|
0.618 |
2.991 |
|
HIGH |
2.944 |
|
0.618 |
2.915 |
|
0.500 |
2.906 |
|
0.382 |
2.897 |
|
LOW |
2.868 |
|
0.618 |
2.821 |
|
1.000 |
2.792 |
|
1.618 |
2.745 |
|
2.618 |
2.669 |
|
4.250 |
2.545 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.906 |
2.903 |
| PP |
2.897 |
2.895 |
| S1 |
2.889 |
2.888 |
|