NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.846 |
2.885 |
0.039 |
1.4% |
2.924 |
| High |
2.892 |
2.949 |
0.057 |
2.0% |
2.949 |
| Low |
2.820 |
2.884 |
0.064 |
2.3% |
2.820 |
| Close |
2.884 |
2.919 |
0.035 |
1.2% |
2.919 |
| Range |
0.072 |
0.065 |
-0.007 |
-9.7% |
0.129 |
| ATR |
0.082 |
0.080 |
-0.001 |
-1.4% |
0.000 |
| Volume |
22,869 |
27,387 |
4,518 |
19.8% |
103,700 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.112 |
3.081 |
2.955 |
|
| R3 |
3.047 |
3.016 |
2.937 |
|
| R2 |
2.982 |
2.982 |
2.931 |
|
| R1 |
2.951 |
2.951 |
2.925 |
2.967 |
| PP |
2.917 |
2.917 |
2.917 |
2.925 |
| S1 |
2.886 |
2.886 |
2.913 |
2.902 |
| S2 |
2.852 |
2.852 |
2.907 |
|
| S3 |
2.787 |
2.821 |
2.901 |
|
| S4 |
2.722 |
2.756 |
2.883 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.283 |
3.230 |
2.990 |
|
| R3 |
3.154 |
3.101 |
2.954 |
|
| R2 |
3.025 |
3.025 |
2.943 |
|
| R1 |
2.972 |
2.972 |
2.931 |
2.934 |
| PP |
2.896 |
2.896 |
2.896 |
2.877 |
| S1 |
2.843 |
2.843 |
2.907 |
2.805 |
| S2 |
2.767 |
2.767 |
2.895 |
|
| S3 |
2.638 |
2.714 |
2.884 |
|
| S4 |
2.509 |
2.585 |
2.848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.949 |
2.820 |
0.129 |
4.4% |
0.066 |
2.3% |
77% |
True |
False |
20,740 |
| 10 |
3.020 |
2.820 |
0.200 |
6.9% |
0.072 |
2.5% |
50% |
False |
False |
20,888 |
| 20 |
3.118 |
2.820 |
0.298 |
10.2% |
0.074 |
2.5% |
33% |
False |
False |
18,728 |
| 40 |
3.254 |
2.770 |
0.484 |
16.6% |
0.080 |
2.7% |
31% |
False |
False |
16,971 |
| 60 |
3.254 |
2.764 |
0.490 |
16.8% |
0.077 |
2.6% |
32% |
False |
False |
14,319 |
| 80 |
3.254 |
2.750 |
0.504 |
17.3% |
0.075 |
2.6% |
34% |
False |
False |
12,197 |
| 100 |
3.254 |
2.750 |
0.504 |
17.3% |
0.075 |
2.6% |
34% |
False |
False |
10,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.225 |
|
2.618 |
3.119 |
|
1.618 |
3.054 |
|
1.000 |
3.014 |
|
0.618 |
2.989 |
|
HIGH |
2.949 |
|
0.618 |
2.924 |
|
0.500 |
2.917 |
|
0.382 |
2.909 |
|
LOW |
2.884 |
|
0.618 |
2.844 |
|
1.000 |
2.819 |
|
1.618 |
2.779 |
|
2.618 |
2.714 |
|
4.250 |
2.608 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.918 |
2.908 |
| PP |
2.917 |
2.896 |
| S1 |
2.917 |
2.885 |
|