NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.970 |
2.948 |
-0.022 |
-0.7% |
2.928 |
| High |
2.986 |
3.020 |
0.034 |
1.1% |
3.013 |
| Low |
2.910 |
2.948 |
0.038 |
1.3% |
2.905 |
| Close |
2.932 |
2.972 |
0.040 |
1.4% |
2.923 |
| Range |
0.076 |
0.072 |
-0.004 |
-5.3% |
0.108 |
| ATR |
0.083 |
0.083 |
0.000 |
0.4% |
0.000 |
| Volume |
18,505 |
15,950 |
-2,555 |
-13.8% |
95,443 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.196 |
3.156 |
3.012 |
|
| R3 |
3.124 |
3.084 |
2.992 |
|
| R2 |
3.052 |
3.052 |
2.985 |
|
| R1 |
3.012 |
3.012 |
2.979 |
3.032 |
| PP |
2.980 |
2.980 |
2.980 |
2.990 |
| S1 |
2.940 |
2.940 |
2.965 |
2.960 |
| S2 |
2.908 |
2.908 |
2.959 |
|
| S3 |
2.836 |
2.868 |
2.952 |
|
| S4 |
2.764 |
2.796 |
2.932 |
|
|
| 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 |
3.020 |
2.896 |
0.124 |
4.2% |
0.077 |
2.6% |
61% |
True |
False |
21,037 |
| 10 |
3.020 |
2.896 |
0.124 |
4.2% |
0.070 |
2.3% |
61% |
True |
False |
18,717 |
| 20 |
3.118 |
2.793 |
0.325 |
10.9% |
0.079 |
2.7% |
55% |
False |
False |
19,108 |
| 40 |
3.254 |
2.770 |
0.484 |
16.3% |
0.085 |
2.8% |
42% |
False |
False |
16,270 |
| 60 |
3.254 |
2.750 |
0.504 |
17.0% |
0.077 |
2.6% |
44% |
False |
False |
13,040 |
| 80 |
3.254 |
2.750 |
0.504 |
17.0% |
0.076 |
2.6% |
44% |
False |
False |
11,293 |
| 100 |
3.254 |
2.750 |
0.504 |
17.0% |
0.078 |
2.6% |
44% |
False |
False |
10,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.326 |
|
2.618 |
3.208 |
|
1.618 |
3.136 |
|
1.000 |
3.092 |
|
0.618 |
3.064 |
|
HIGH |
3.020 |
|
0.618 |
2.992 |
|
0.500 |
2.984 |
|
0.382 |
2.976 |
|
LOW |
2.948 |
|
0.618 |
2.904 |
|
1.000 |
2.876 |
|
1.618 |
2.832 |
|
2.618 |
2.760 |
|
4.250 |
2.642 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.984 |
2.968 |
| PP |
2.980 |
2.964 |
| S1 |
2.976 |
2.961 |
|