NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.026 |
3.028 |
0.002 |
0.1% |
2.955 |
| High |
3.049 |
3.079 |
0.030 |
1.0% |
3.050 |
| Low |
2.990 |
2.945 |
-0.045 |
-1.5% |
2.927 |
| Close |
3.040 |
2.955 |
-0.085 |
-2.8% |
2.998 |
| Range |
0.059 |
0.134 |
0.075 |
127.1% |
0.123 |
| ATR |
0.077 |
0.081 |
0.004 |
5.3% |
0.000 |
| Volume |
19,779 |
22,451 |
2,672 |
13.5% |
128,675 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.395 |
3.309 |
3.029 |
|
| R3 |
3.261 |
3.175 |
2.992 |
|
| R2 |
3.127 |
3.127 |
2.980 |
|
| R1 |
3.041 |
3.041 |
2.967 |
3.017 |
| PP |
2.993 |
2.993 |
2.993 |
2.981 |
| S1 |
2.907 |
2.907 |
2.943 |
2.883 |
| S2 |
2.859 |
2.859 |
2.930 |
|
| S3 |
2.725 |
2.773 |
2.918 |
|
| S4 |
2.591 |
2.639 |
2.881 |
|
|
| 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 |
3.079 |
2.928 |
0.151 |
5.1% |
0.080 |
2.7% |
18% |
True |
False |
21,642 |
| 10 |
3.079 |
2.884 |
0.195 |
6.6% |
0.079 |
2.7% |
36% |
True |
False |
23,508 |
| 20 |
3.079 |
2.820 |
0.259 |
8.8% |
0.075 |
2.5% |
52% |
True |
False |
21,406 |
| 40 |
3.118 |
2.770 |
0.348 |
11.8% |
0.079 |
2.7% |
53% |
False |
False |
19,488 |
| 60 |
3.254 |
2.770 |
0.484 |
16.4% |
0.082 |
2.8% |
38% |
False |
False |
16,794 |
| 80 |
3.254 |
2.750 |
0.504 |
17.1% |
0.076 |
2.6% |
41% |
False |
False |
14,096 |
| 100 |
3.254 |
2.750 |
0.504 |
17.1% |
0.075 |
2.5% |
41% |
False |
False |
12,360 |
| 120 |
3.254 |
2.750 |
0.504 |
17.1% |
0.077 |
2.6% |
41% |
False |
False |
11,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.649 |
|
2.618 |
3.430 |
|
1.618 |
3.296 |
|
1.000 |
3.213 |
|
0.618 |
3.162 |
|
HIGH |
3.079 |
|
0.618 |
3.028 |
|
0.500 |
3.012 |
|
0.382 |
2.996 |
|
LOW |
2.945 |
|
0.618 |
2.862 |
|
1.000 |
2.811 |
|
1.618 |
2.728 |
|
2.618 |
2.594 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.012 |
3.012 |
| PP |
2.993 |
2.993 |
| S1 |
2.974 |
2.974 |
|