NYMEX Natural Gas Future November 2015
Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
2.995 |
2.972 |
-0.023 |
-0.8% |
2.955 |
High |
3.009 |
3.030 |
0.021 |
0.7% |
3.050 |
Low |
2.928 |
2.961 |
0.033 |
1.1% |
2.927 |
Close |
2.963 |
3.025 |
0.062 |
2.1% |
2.998 |
Range |
0.081 |
0.069 |
-0.012 |
-14.8% |
0.123 |
ATR |
0.079 |
0.078 |
-0.001 |
-0.9% |
0.000 |
Volume |
15,549 |
21,248 |
5,699 |
36.7% |
128,675 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.212 |
3.188 |
3.063 |
|
R3 |
3.143 |
3.119 |
3.044 |
|
R2 |
3.074 |
3.074 |
3.038 |
|
R1 |
3.050 |
3.050 |
3.031 |
3.062 |
PP |
3.005 |
3.005 |
3.005 |
3.012 |
S1 |
2.981 |
2.981 |
3.019 |
2.993 |
S2 |
2.936 |
2.936 |
3.012 |
|
S3 |
2.867 |
2.912 |
3.006 |
|
S4 |
2.798 |
2.843 |
2.987 |
|
|
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 |
3.036 |
2.928 |
0.108 |
3.6% |
0.070 |
2.3% |
90% |
False |
False |
22,736 |
10 |
3.050 |
2.820 |
0.230 |
7.6% |
0.073 |
2.4% |
89% |
False |
False |
23,616 |
20 |
3.050 |
2.820 |
0.230 |
7.6% |
0.072 |
2.4% |
89% |
False |
False |
21,101 |
40 |
3.118 |
2.770 |
0.348 |
11.5% |
0.078 |
2.6% |
73% |
False |
False |
18,863 |
60 |
3.254 |
2.764 |
0.490 |
16.2% |
0.080 |
2.6% |
53% |
False |
False |
16,312 |
80 |
3.254 |
2.750 |
0.504 |
16.7% |
0.075 |
2.5% |
55% |
False |
False |
13,682 |
100 |
3.254 |
2.750 |
0.504 |
16.7% |
0.074 |
2.4% |
55% |
False |
False |
12,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.323 |
2.618 |
3.211 |
1.618 |
3.142 |
1.000 |
3.099 |
0.618 |
3.073 |
HIGH |
3.030 |
0.618 |
3.004 |
0.500 |
2.996 |
0.382 |
2.987 |
LOW |
2.961 |
0.618 |
2.918 |
1.000 |
2.892 |
1.618 |
2.849 |
2.618 |
2.780 |
4.250 |
2.668 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
3.015 |
3.010 |
PP |
3.005 |
2.994 |
S1 |
2.996 |
2.979 |
|