NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 29-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2015 |
29-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
3.002 |
2.908 |
-0.094 |
-3.1% |
2.928 |
| High |
3.010 |
2.977 |
-0.033 |
-1.1% |
3.013 |
| Low |
2.920 |
2.896 |
-0.024 |
-0.8% |
2.905 |
| Close |
2.923 |
2.947 |
0.024 |
0.8% |
2.923 |
| Range |
0.090 |
0.081 |
-0.009 |
-10.0% |
0.108 |
| ATR |
0.085 |
0.085 |
0.000 |
-0.3% |
0.000 |
| Volume |
28,404 |
23,516 |
-4,888 |
-17.2% |
95,443 |
|
| Daily Pivots for day following 29-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.183 |
3.146 |
2.992 |
|
| R3 |
3.102 |
3.065 |
2.969 |
|
| R2 |
3.021 |
3.021 |
2.962 |
|
| R1 |
2.984 |
2.984 |
2.954 |
3.003 |
| PP |
2.940 |
2.940 |
2.940 |
2.949 |
| S1 |
2.903 |
2.903 |
2.940 |
2.922 |
| S2 |
2.859 |
2.859 |
2.932 |
|
| S3 |
2.778 |
2.822 |
2.925 |
|
| S4 |
2.697 |
2.741 |
2.902 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.271 |
3.205 |
2.982 |
|
| R3 |
3.163 |
3.097 |
2.953 |
|
| R2 |
3.055 |
3.055 |
2.943 |
|
| R1 |
2.989 |
2.989 |
2.933 |
2.968 |
| PP |
2.947 |
2.947 |
2.947 |
2.937 |
| S1 |
2.881 |
2.881 |
2.913 |
2.860 |
| S2 |
2.839 |
2.839 |
2.903 |
|
| S3 |
2.731 |
2.773 |
2.893 |
|
| S4 |
2.623 |
2.665 |
2.864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.013 |
2.896 |
0.117 |
4.0% |
0.074 |
2.5% |
44% |
False |
True |
19,917 |
| 10 |
3.118 |
2.896 |
0.222 |
7.5% |
0.074 |
2.5% |
23% |
False |
True |
18,920 |
| 20 |
3.118 |
2.770 |
0.348 |
11.8% |
0.082 |
2.8% |
51% |
False |
False |
18,680 |
| 40 |
3.254 |
2.770 |
0.484 |
16.4% |
0.083 |
2.8% |
37% |
False |
False |
15,386 |
| 60 |
3.254 |
2.750 |
0.504 |
17.1% |
0.076 |
2.6% |
39% |
False |
False |
12,488 |
| 80 |
3.254 |
2.750 |
0.504 |
17.1% |
0.075 |
2.6% |
39% |
False |
False |
10,792 |
| 100 |
3.254 |
2.750 |
0.504 |
17.1% |
0.077 |
2.6% |
39% |
False |
False |
9,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.321 |
|
2.618 |
3.189 |
|
1.618 |
3.108 |
|
1.000 |
3.058 |
|
0.618 |
3.027 |
|
HIGH |
2.977 |
|
0.618 |
2.946 |
|
0.500 |
2.937 |
|
0.382 |
2.927 |
|
LOW |
2.896 |
|
0.618 |
2.846 |
|
1.000 |
2.815 |
|
1.618 |
2.765 |
|
2.618 |
2.684 |
|
4.250 |
2.552 |
|
|
| Fisher Pivots for day following 29-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.944 |
2.955 |
| PP |
2.940 |
2.952 |
| S1 |
2.937 |
2.950 |
|