NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.915 |
2.923 |
0.008 |
0.3% |
2.853 |
| High |
2.946 |
2.983 |
0.037 |
1.3% |
2.956 |
| Low |
2.880 |
2.836 |
-0.044 |
-1.5% |
2.823 |
| Close |
2.937 |
2.847 |
-0.090 |
-3.1% |
2.899 |
| Range |
0.066 |
0.147 |
0.081 |
122.7% |
0.133 |
| ATR |
0.085 |
0.090 |
0.004 |
5.2% |
0.000 |
| Volume |
22,368 |
29,818 |
7,450 |
33.3% |
173,205 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.330 |
3.235 |
2.928 |
|
| R3 |
3.183 |
3.088 |
2.887 |
|
| R2 |
3.036 |
3.036 |
2.874 |
|
| R1 |
2.941 |
2.941 |
2.860 |
2.915 |
| PP |
2.889 |
2.889 |
2.889 |
2.876 |
| S1 |
2.794 |
2.794 |
2.834 |
2.768 |
| S2 |
2.742 |
2.742 |
2.820 |
|
| S3 |
2.595 |
2.647 |
2.807 |
|
| S4 |
2.448 |
2.500 |
2.766 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.292 |
3.228 |
2.972 |
|
| R3 |
3.159 |
3.095 |
2.936 |
|
| R2 |
3.026 |
3.026 |
2.923 |
|
| R1 |
2.962 |
2.962 |
2.911 |
2.994 |
| PP |
2.893 |
2.893 |
2.893 |
2.909 |
| S1 |
2.829 |
2.829 |
2.887 |
2.861 |
| S2 |
2.760 |
2.760 |
2.875 |
|
| S3 |
2.627 |
2.696 |
2.862 |
|
| S4 |
2.494 |
2.563 |
2.826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.983 |
2.822 |
0.161 |
5.7% |
0.085 |
3.0% |
16% |
True |
False |
29,350 |
| 10 |
2.983 |
2.769 |
0.214 |
7.5% |
0.085 |
3.0% |
36% |
True |
False |
31,621 |
| 20 |
2.983 |
2.693 |
0.290 |
10.2% |
0.084 |
3.0% |
53% |
True |
False |
29,706 |
| 40 |
3.013 |
2.640 |
0.373 |
13.1% |
0.089 |
3.1% |
55% |
False |
False |
31,693 |
| 60 |
3.180 |
2.640 |
0.540 |
19.0% |
0.092 |
3.2% |
38% |
False |
False |
31,293 |
| 80 |
3.180 |
2.638 |
0.542 |
19.0% |
0.086 |
3.0% |
39% |
False |
False |
27,782 |
| 100 |
3.180 |
2.638 |
0.542 |
19.0% |
0.085 |
3.0% |
39% |
False |
False |
26,478 |
| 120 |
3.180 |
2.638 |
0.542 |
19.0% |
0.088 |
3.1% |
39% |
False |
False |
25,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.608 |
|
2.618 |
3.368 |
|
1.618 |
3.221 |
|
1.000 |
3.130 |
|
0.618 |
3.074 |
|
HIGH |
2.983 |
|
0.618 |
2.927 |
|
0.500 |
2.910 |
|
0.382 |
2.892 |
|
LOW |
2.836 |
|
0.618 |
2.745 |
|
1.000 |
2.689 |
|
1.618 |
2.598 |
|
2.618 |
2.451 |
|
4.250 |
2.211 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.910 |
| PP |
2.889 |
2.889 |
| S1 |
2.868 |
2.868 |
|