NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.948 |
2.924 |
-0.024 |
-0.8% |
2.908 |
| High |
3.020 |
2.930 |
-0.090 |
-3.0% |
3.020 |
| Low |
2.948 |
2.888 |
-0.060 |
-2.0% |
2.896 |
| Close |
2.972 |
2.906 |
-0.066 |
-2.2% |
2.972 |
| Range |
0.072 |
0.042 |
-0.030 |
-41.7% |
0.124 |
| ATR |
0.083 |
0.083 |
0.000 |
0.1% |
0.000 |
| Volume |
15,950 |
19,527 |
3,577 |
22.4% |
76,784 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.034 |
3.012 |
2.929 |
|
| R3 |
2.992 |
2.970 |
2.918 |
|
| R2 |
2.950 |
2.950 |
2.914 |
|
| R1 |
2.928 |
2.928 |
2.910 |
2.918 |
| PP |
2.908 |
2.908 |
2.908 |
2.903 |
| S1 |
2.886 |
2.886 |
2.902 |
2.876 |
| S2 |
2.866 |
2.866 |
2.898 |
|
| S3 |
2.824 |
2.844 |
2.894 |
|
| S4 |
2.782 |
2.802 |
2.883 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.335 |
3.277 |
3.040 |
|
| R3 |
3.211 |
3.153 |
3.006 |
|
| R2 |
3.087 |
3.087 |
2.995 |
|
| R1 |
3.029 |
3.029 |
2.983 |
3.058 |
| PP |
2.963 |
2.963 |
2.963 |
2.977 |
| S1 |
2.905 |
2.905 |
2.961 |
2.934 |
| S2 |
2.839 |
2.839 |
2.949 |
|
| S3 |
2.715 |
2.781 |
2.938 |
|
| S4 |
2.591 |
2.657 |
2.904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.020 |
2.888 |
0.132 |
4.5% |
0.068 |
2.3% |
14% |
False |
True |
19,262 |
| 10 |
3.020 |
2.888 |
0.132 |
4.5% |
0.066 |
2.3% |
14% |
False |
True |
19,175 |
| 20 |
3.118 |
2.829 |
0.289 |
9.9% |
0.079 |
2.7% |
27% |
False |
False |
19,247 |
| 40 |
3.254 |
2.770 |
0.484 |
16.7% |
0.084 |
2.9% |
28% |
False |
False |
16,579 |
| 60 |
3.254 |
2.750 |
0.504 |
17.3% |
0.076 |
2.6% |
31% |
False |
False |
13,292 |
| 80 |
3.254 |
2.750 |
0.504 |
17.3% |
0.075 |
2.6% |
31% |
False |
False |
11,473 |
| 100 |
3.254 |
2.750 |
0.504 |
17.3% |
0.077 |
2.7% |
31% |
False |
False |
10,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.109 |
|
2.618 |
3.040 |
|
1.618 |
2.998 |
|
1.000 |
2.972 |
|
0.618 |
2.956 |
|
HIGH |
2.930 |
|
0.618 |
2.914 |
|
0.500 |
2.909 |
|
0.382 |
2.904 |
|
LOW |
2.888 |
|
0.618 |
2.862 |
|
1.000 |
2.846 |
|
1.618 |
2.820 |
|
2.618 |
2.778 |
|
4.250 |
2.710 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.909 |
2.954 |
| PP |
2.908 |
2.938 |
| S1 |
2.907 |
2.922 |
|