NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.885 |
2.955 |
0.070 |
2.4% |
2.924 |
| High |
2.949 |
3.008 |
0.059 |
2.0% |
2.949 |
| Low |
2.884 |
2.927 |
0.043 |
1.5% |
2.820 |
| Close |
2.919 |
2.993 |
0.074 |
2.5% |
2.919 |
| Range |
0.065 |
0.081 |
0.016 |
24.6% |
0.129 |
| ATR |
0.080 |
0.081 |
0.001 |
0.8% |
0.000 |
| Volume |
27,387 |
24,208 |
-3,179 |
-11.6% |
103,700 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.219 |
3.187 |
3.038 |
|
| R3 |
3.138 |
3.106 |
3.015 |
|
| R2 |
3.057 |
3.057 |
3.008 |
|
| R1 |
3.025 |
3.025 |
3.000 |
3.041 |
| PP |
2.976 |
2.976 |
2.976 |
2.984 |
| S1 |
2.944 |
2.944 |
2.986 |
2.960 |
| S2 |
2.895 |
2.895 |
2.978 |
|
| S3 |
2.814 |
2.863 |
2.971 |
|
| S4 |
2.733 |
2.782 |
2.948 |
|
|
| 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 |
3.008 |
2.820 |
0.188 |
6.3% |
0.074 |
2.5% |
92% |
True |
False |
21,676 |
| 10 |
3.020 |
2.820 |
0.200 |
6.7% |
0.071 |
2.4% |
87% |
False |
False |
20,469 |
| 20 |
3.118 |
2.820 |
0.298 |
10.0% |
0.074 |
2.5% |
58% |
False |
False |
19,027 |
| 40 |
3.254 |
2.770 |
0.484 |
16.2% |
0.079 |
2.7% |
46% |
False |
False |
17,232 |
| 60 |
3.254 |
2.764 |
0.490 |
16.4% |
0.077 |
2.6% |
47% |
False |
False |
14,575 |
| 80 |
3.254 |
2.750 |
0.504 |
16.8% |
0.075 |
2.5% |
48% |
False |
False |
12,366 |
| 100 |
3.254 |
2.750 |
0.504 |
16.8% |
0.075 |
2.5% |
48% |
False |
False |
11,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.352 |
|
2.618 |
3.220 |
|
1.618 |
3.139 |
|
1.000 |
3.089 |
|
0.618 |
3.058 |
|
HIGH |
3.008 |
|
0.618 |
2.977 |
|
0.500 |
2.968 |
|
0.382 |
2.958 |
|
LOW |
2.927 |
|
0.618 |
2.877 |
|
1.000 |
2.846 |
|
1.618 |
2.796 |
|
2.618 |
2.715 |
|
4.250 |
2.583 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.985 |
2.967 |
| PP |
2.976 |
2.940 |
| S1 |
2.968 |
2.914 |
|