NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.978 |
3.024 |
0.046 |
1.5% |
2.924 |
| High |
3.027 |
3.036 |
0.009 |
0.3% |
2.949 |
| Low |
2.959 |
2.961 |
0.002 |
0.1% |
2.820 |
| Close |
3.022 |
2.978 |
-0.044 |
-1.5% |
2.919 |
| Range |
0.068 |
0.075 |
0.007 |
10.3% |
0.129 |
| ATR |
0.081 |
0.081 |
0.000 |
-0.5% |
0.000 |
| Volume |
27,158 |
20,541 |
-6,617 |
-24.4% |
103,700 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.217 |
3.172 |
3.019 |
|
| R3 |
3.142 |
3.097 |
2.999 |
|
| R2 |
3.067 |
3.067 |
2.992 |
|
| R1 |
3.022 |
3.022 |
2.985 |
3.007 |
| PP |
2.992 |
2.992 |
2.992 |
2.984 |
| S1 |
2.947 |
2.947 |
2.971 |
2.932 |
| S2 |
2.917 |
2.917 |
2.964 |
|
| S3 |
2.842 |
2.872 |
2.957 |
|
| S4 |
2.767 |
2.797 |
2.937 |
|
|
| 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 |
2.884 |
0.166 |
5.6% |
0.078 |
2.6% |
57% |
False |
False |
25,375 |
| 10 |
3.050 |
2.820 |
0.230 |
7.7% |
0.073 |
2.4% |
69% |
False |
False |
21,914 |
| 20 |
3.051 |
2.820 |
0.231 |
7.8% |
0.072 |
2.4% |
68% |
False |
False |
20,552 |
| 40 |
3.190 |
2.770 |
0.420 |
14.1% |
0.080 |
2.7% |
50% |
False |
False |
18,272 |
| 60 |
3.254 |
2.764 |
0.490 |
16.5% |
0.079 |
2.6% |
44% |
False |
False |
15,463 |
| 80 |
3.254 |
2.750 |
0.504 |
16.9% |
0.074 |
2.5% |
45% |
False |
False |
13,026 |
| 100 |
3.254 |
2.750 |
0.504 |
16.9% |
0.075 |
2.5% |
45% |
False |
False |
11,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.355 |
|
2.618 |
3.232 |
|
1.618 |
3.157 |
|
1.000 |
3.111 |
|
0.618 |
3.082 |
|
HIGH |
3.036 |
|
0.618 |
3.007 |
|
0.500 |
2.999 |
|
0.382 |
2.990 |
|
LOW |
2.961 |
|
0.618 |
2.915 |
|
1.000 |
2.886 |
|
1.618 |
2.840 |
|
2.618 |
2.765 |
|
4.250 |
2.642 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.999 |
3.001 |
| PP |
2.992 |
2.993 |
| S1 |
2.985 |
2.986 |
|