NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.937 |
2.970 |
0.033 |
1.1% |
2.928 |
| High |
2.969 |
2.986 |
0.017 |
0.6% |
3.013 |
| Low |
2.901 |
2.910 |
0.009 |
0.3% |
2.905 |
| Close |
2.965 |
2.932 |
-0.033 |
-1.1% |
2.923 |
| Range |
0.068 |
0.076 |
0.008 |
11.8% |
0.108 |
| ATR |
0.083 |
0.083 |
-0.001 |
-0.6% |
0.000 |
| Volume |
18,813 |
18,505 |
-308 |
-1.6% |
95,443 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.171 |
3.127 |
2.974 |
|
| R3 |
3.095 |
3.051 |
2.953 |
|
| R2 |
3.019 |
3.019 |
2.946 |
|
| R1 |
2.975 |
2.975 |
2.939 |
2.959 |
| PP |
2.943 |
2.943 |
2.943 |
2.935 |
| S1 |
2.899 |
2.899 |
2.925 |
2.883 |
| S2 |
2.867 |
2.867 |
2.918 |
|
| S3 |
2.791 |
2.823 |
2.911 |
|
| S4 |
2.715 |
2.747 |
2.890 |
|
|
| 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% |
0.076 |
2.6% |
31% |
False |
False |
20,156 |
| 10 |
3.051 |
2.896 |
0.155 |
5.3% |
0.071 |
2.4% |
23% |
False |
False |
19,190 |
| 20 |
3.118 |
2.770 |
0.348 |
11.9% |
0.080 |
2.7% |
47% |
False |
False |
19,086 |
| 40 |
3.254 |
2.770 |
0.484 |
16.5% |
0.084 |
2.9% |
33% |
False |
False |
16,028 |
| 60 |
3.254 |
2.750 |
0.504 |
17.2% |
0.077 |
2.6% |
36% |
False |
False |
12,880 |
| 80 |
3.254 |
2.750 |
0.504 |
17.2% |
0.075 |
2.6% |
36% |
False |
False |
11,150 |
| 100 |
3.254 |
2.750 |
0.504 |
17.2% |
0.078 |
2.7% |
36% |
False |
False |
9,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.309 |
|
2.618 |
3.185 |
|
1.618 |
3.109 |
|
1.000 |
3.062 |
|
0.618 |
3.033 |
|
HIGH |
2.986 |
|
0.618 |
2.957 |
|
0.500 |
2.948 |
|
0.382 |
2.939 |
|
LOW |
2.910 |
|
0.618 |
2.863 |
|
1.000 |
2.834 |
|
1.618 |
2.787 |
|
2.618 |
2.711 |
|
4.250 |
2.587 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.948 |
2.941 |
| PP |
2.943 |
2.938 |
| S1 |
2.937 |
2.935 |
|