NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.878 |
2.846 |
-0.032 |
-1.1% |
2.908 |
| High |
2.904 |
2.892 |
-0.012 |
-0.4% |
3.020 |
| Low |
2.842 |
2.820 |
-0.022 |
-0.8% |
2.896 |
| Close |
2.850 |
2.884 |
0.034 |
1.2% |
2.972 |
| Range |
0.062 |
0.072 |
0.010 |
16.1% |
0.124 |
| ATR |
0.082 |
0.082 |
-0.001 |
-0.9% |
0.000 |
| Volume |
20,434 |
22,869 |
2,435 |
11.9% |
76,784 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.081 |
3.055 |
2.924 |
|
| R3 |
3.009 |
2.983 |
2.904 |
|
| R2 |
2.937 |
2.937 |
2.897 |
|
| R1 |
2.911 |
2.911 |
2.891 |
2.924 |
| PP |
2.865 |
2.865 |
2.865 |
2.872 |
| S1 |
2.839 |
2.839 |
2.877 |
2.852 |
| S2 |
2.793 |
2.793 |
2.871 |
|
| S3 |
2.721 |
2.767 |
2.864 |
|
| S4 |
2.649 |
2.695 |
2.844 |
|
|
| 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 |
2.820 |
0.200 |
6.9% |
0.068 |
2.4% |
32% |
False |
True |
18,452 |
| 10 |
3.020 |
2.820 |
0.200 |
6.9% |
0.072 |
2.5% |
32% |
False |
True |
19,304 |
| 20 |
3.118 |
2.820 |
0.298 |
10.3% |
0.075 |
2.6% |
21% |
False |
True |
18,839 |
| 40 |
3.254 |
2.770 |
0.484 |
16.8% |
0.080 |
2.8% |
24% |
False |
False |
16,795 |
| 60 |
3.254 |
2.750 |
0.504 |
17.5% |
0.078 |
2.7% |
27% |
False |
False |
13,959 |
| 80 |
3.254 |
2.750 |
0.504 |
17.5% |
0.075 |
2.6% |
27% |
False |
False |
11,899 |
| 100 |
3.254 |
2.750 |
0.504 |
17.5% |
0.076 |
2.6% |
27% |
False |
False |
10,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.198 |
|
2.618 |
3.080 |
|
1.618 |
3.008 |
|
1.000 |
2.964 |
|
0.618 |
2.936 |
|
HIGH |
2.892 |
|
0.618 |
2.864 |
|
0.500 |
2.856 |
|
0.382 |
2.848 |
|
LOW |
2.820 |
|
0.618 |
2.776 |
|
1.000 |
2.748 |
|
1.618 |
2.704 |
|
2.618 |
2.632 |
|
4.250 |
2.514 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.875 |
2.883 |
| PP |
2.865 |
2.881 |
| S1 |
2.856 |
2.880 |
|