NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.984 |
2.995 |
0.011 |
0.4% |
2.955 |
| High |
3.013 |
3.009 |
-0.004 |
-0.1% |
3.050 |
| Low |
2.957 |
2.928 |
-0.029 |
-1.0% |
2.927 |
| Close |
2.998 |
2.963 |
-0.035 |
-1.2% |
2.998 |
| Range |
0.056 |
0.081 |
0.025 |
44.6% |
0.123 |
| ATR |
0.079 |
0.079 |
0.000 |
0.2% |
0.000 |
| Volume |
29,184 |
15,549 |
-13,635 |
-46.7% |
128,675 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.210 |
3.167 |
3.008 |
|
| R3 |
3.129 |
3.086 |
2.985 |
|
| R2 |
3.048 |
3.048 |
2.978 |
|
| R1 |
3.005 |
3.005 |
2.970 |
2.986 |
| PP |
2.967 |
2.967 |
2.967 |
2.957 |
| S1 |
2.924 |
2.924 |
2.956 |
2.905 |
| S2 |
2.886 |
2.886 |
2.948 |
|
| S3 |
2.805 |
2.843 |
2.941 |
|
| S4 |
2.724 |
2.762 |
2.918 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.361 |
3.302 |
3.066 |
|
| R3 |
3.238 |
3.179 |
3.032 |
|
| R2 |
3.115 |
3.115 |
3.021 |
|
| R1 |
3.056 |
3.056 |
3.009 |
3.086 |
| PP |
2.992 |
2.992 |
2.992 |
3.006 |
| S1 |
2.933 |
2.933 |
2.987 |
2.963 |
| S2 |
2.869 |
2.869 |
2.975 |
|
| S3 |
2.746 |
2.810 |
2.964 |
|
| S4 |
2.623 |
2.687 |
2.930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.050 |
2.928 |
0.122 |
4.1% |
0.076 |
2.6% |
29% |
False |
True |
24,003 |
| 10 |
3.050 |
2.820 |
0.230 |
7.8% |
0.075 |
2.5% |
62% |
False |
False |
22,839 |
| 20 |
3.050 |
2.820 |
0.230 |
7.8% |
0.071 |
2.4% |
62% |
False |
False |
21,007 |
| 40 |
3.143 |
2.770 |
0.373 |
12.6% |
0.078 |
2.6% |
52% |
False |
False |
18,643 |
| 60 |
3.254 |
2.764 |
0.490 |
16.5% |
0.079 |
2.7% |
41% |
False |
False |
16,082 |
| 80 |
3.254 |
2.750 |
0.504 |
17.0% |
0.075 |
2.5% |
42% |
False |
False |
13,484 |
| 100 |
3.254 |
2.750 |
0.504 |
17.0% |
0.075 |
2.5% |
42% |
False |
False |
11,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.353 |
|
2.618 |
3.221 |
|
1.618 |
3.140 |
|
1.000 |
3.090 |
|
0.618 |
3.059 |
|
HIGH |
3.009 |
|
0.618 |
2.978 |
|
0.500 |
2.969 |
|
0.382 |
2.959 |
|
LOW |
2.928 |
|
0.618 |
2.878 |
|
1.000 |
2.847 |
|
1.618 |
2.797 |
|
2.618 |
2.716 |
|
4.250 |
2.584 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.969 |
2.982 |
| PP |
2.967 |
2.976 |
| S1 |
2.965 |
2.969 |
|