NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.955 |
2.998 |
0.043 |
1.5% |
2.924 |
| High |
3.008 |
3.050 |
0.042 |
1.4% |
2.949 |
| Low |
2.927 |
2.951 |
0.024 |
0.8% |
2.820 |
| Close |
2.993 |
2.964 |
-0.029 |
-1.0% |
2.919 |
| Range |
0.081 |
0.099 |
0.018 |
22.2% |
0.129 |
| ATR |
0.081 |
0.082 |
0.001 |
1.6% |
0.000 |
| Volume |
24,208 |
27,584 |
3,376 |
13.9% |
103,700 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.285 |
3.224 |
3.018 |
|
| R3 |
3.186 |
3.125 |
2.991 |
|
| R2 |
3.087 |
3.087 |
2.982 |
|
| R1 |
3.026 |
3.026 |
2.973 |
3.007 |
| PP |
2.988 |
2.988 |
2.988 |
2.979 |
| S1 |
2.927 |
2.927 |
2.955 |
2.908 |
| S2 |
2.889 |
2.889 |
2.946 |
|
| S3 |
2.790 |
2.828 |
2.937 |
|
| S4 |
2.691 |
2.729 |
2.910 |
|
|
| 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 |
3.050 |
2.820 |
0.230 |
7.8% |
0.076 |
2.6% |
63% |
True |
False |
24,496 |
| 10 |
3.050 |
2.820 |
0.230 |
7.8% |
0.073 |
2.5% |
63% |
True |
False |
20,876 |
| 20 |
3.118 |
2.820 |
0.298 |
10.1% |
0.073 |
2.5% |
48% |
False |
False |
19,898 |
| 40 |
3.254 |
2.770 |
0.484 |
16.3% |
0.081 |
2.7% |
40% |
False |
False |
17,478 |
| 60 |
3.254 |
2.764 |
0.490 |
16.5% |
0.078 |
2.6% |
41% |
False |
False |
14,860 |
| 80 |
3.254 |
2.750 |
0.504 |
17.0% |
0.075 |
2.5% |
42% |
False |
False |
12,590 |
| 100 |
3.254 |
2.750 |
0.504 |
17.0% |
0.075 |
2.5% |
42% |
False |
False |
11,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.471 |
|
2.618 |
3.309 |
|
1.618 |
3.210 |
|
1.000 |
3.149 |
|
0.618 |
3.111 |
|
HIGH |
3.050 |
|
0.618 |
3.012 |
|
0.500 |
3.001 |
|
0.382 |
2.989 |
|
LOW |
2.951 |
|
0.618 |
2.890 |
|
1.000 |
2.852 |
|
1.618 |
2.791 |
|
2.618 |
2.692 |
|
4.250 |
2.530 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.001 |
2.967 |
| PP |
2.988 |
2.966 |
| S1 |
2.976 |
2.965 |
|