NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.028 |
2.949 |
-0.079 |
-2.6% |
2.995 |
| High |
3.079 |
2.950 |
-0.129 |
-4.2% |
3.079 |
| Low |
2.945 |
2.911 |
-0.034 |
-1.2% |
2.911 |
| Close |
2.955 |
2.913 |
-0.042 |
-1.4% |
2.913 |
| Range |
0.134 |
0.039 |
-0.095 |
-70.9% |
0.168 |
| ATR |
0.081 |
0.078 |
-0.003 |
-3.3% |
0.000 |
| Volume |
22,451 |
25,592 |
3,141 |
14.0% |
104,619 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.042 |
3.016 |
2.934 |
|
| R3 |
3.003 |
2.977 |
2.924 |
|
| R2 |
2.964 |
2.964 |
2.920 |
|
| R1 |
2.938 |
2.938 |
2.917 |
2.932 |
| PP |
2.925 |
2.925 |
2.925 |
2.921 |
| S1 |
2.899 |
2.899 |
2.909 |
2.893 |
| S2 |
2.886 |
2.886 |
2.906 |
|
| S3 |
2.847 |
2.860 |
2.902 |
|
| S4 |
2.808 |
2.821 |
2.892 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.472 |
3.360 |
3.005 |
|
| R3 |
3.304 |
3.192 |
2.959 |
|
| R2 |
3.136 |
3.136 |
2.944 |
|
| R1 |
3.024 |
3.024 |
2.928 |
2.996 |
| PP |
2.968 |
2.968 |
2.968 |
2.954 |
| S1 |
2.856 |
2.856 |
2.898 |
2.828 |
| S2 |
2.800 |
2.800 |
2.882 |
|
| S3 |
2.632 |
2.688 |
2.867 |
|
| S4 |
2.464 |
2.520 |
2.821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.079 |
2.911 |
0.168 |
5.8% |
0.076 |
2.6% |
1% |
False |
True |
20,923 |
| 10 |
3.079 |
2.911 |
0.168 |
5.8% |
0.076 |
2.6% |
1% |
False |
True |
23,329 |
| 20 |
3.079 |
2.820 |
0.259 |
8.9% |
0.074 |
2.5% |
36% |
False |
False |
22,109 |
| 40 |
3.118 |
2.770 |
0.348 |
11.9% |
0.077 |
2.7% |
41% |
False |
False |
19,884 |
| 60 |
3.254 |
2.770 |
0.484 |
16.6% |
0.081 |
2.8% |
30% |
False |
False |
17,130 |
| 80 |
3.254 |
2.750 |
0.504 |
17.3% |
0.076 |
2.6% |
32% |
False |
False |
14,373 |
| 100 |
3.254 |
2.750 |
0.504 |
17.3% |
0.074 |
2.6% |
32% |
False |
False |
12,582 |
| 120 |
3.254 |
2.750 |
0.504 |
17.3% |
0.077 |
2.6% |
32% |
False |
False |
11,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.116 |
|
2.618 |
3.052 |
|
1.618 |
3.013 |
|
1.000 |
2.989 |
|
0.618 |
2.974 |
|
HIGH |
2.950 |
|
0.618 |
2.935 |
|
0.500 |
2.931 |
|
0.382 |
2.926 |
|
LOW |
2.911 |
|
0.618 |
2.887 |
|
1.000 |
2.872 |
|
1.618 |
2.848 |
|
2.618 |
2.809 |
|
4.250 |
2.745 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.931 |
2.995 |
| PP |
2.925 |
2.968 |
| S1 |
2.919 |
2.940 |
|