NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.949 |
2.888 |
-0.061 |
-2.1% |
2.995 |
| High |
2.950 |
2.952 |
0.002 |
0.1% |
3.079 |
| Low |
2.911 |
2.883 |
-0.028 |
-1.0% |
2.911 |
| Close |
2.913 |
2.929 |
0.016 |
0.5% |
2.913 |
| Range |
0.039 |
0.069 |
0.030 |
76.9% |
0.168 |
| ATR |
0.078 |
0.078 |
-0.001 |
-0.9% |
0.000 |
| Volume |
25,592 |
19,442 |
-6,150 |
-24.0% |
104,619 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.098 |
2.967 |
|
| R3 |
3.059 |
3.029 |
2.948 |
|
| R2 |
2.990 |
2.990 |
2.942 |
|
| R1 |
2.960 |
2.960 |
2.935 |
2.975 |
| PP |
2.921 |
2.921 |
2.921 |
2.929 |
| S1 |
2.891 |
2.891 |
2.923 |
2.906 |
| S2 |
2.852 |
2.852 |
2.916 |
|
| S3 |
2.783 |
2.822 |
2.910 |
|
| S4 |
2.714 |
2.753 |
2.891 |
|
|
| 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 |
2.883 |
0.196 |
6.7% |
0.074 |
2.5% |
23% |
False |
True |
21,702 |
| 10 |
3.079 |
2.883 |
0.196 |
6.7% |
0.075 |
2.6% |
23% |
False |
True |
22,852 |
| 20 |
3.079 |
2.820 |
0.259 |
8.8% |
0.073 |
2.5% |
42% |
False |
False |
21,661 |
| 40 |
3.118 |
2.770 |
0.348 |
11.9% |
0.077 |
2.6% |
46% |
False |
False |
19,872 |
| 60 |
3.254 |
2.770 |
0.484 |
16.5% |
0.080 |
2.7% |
33% |
False |
False |
17,361 |
| 80 |
3.254 |
2.750 |
0.504 |
17.2% |
0.076 |
2.6% |
36% |
False |
False |
14,570 |
| 100 |
3.254 |
2.750 |
0.504 |
17.2% |
0.075 |
2.6% |
36% |
False |
False |
12,753 |
| 120 |
3.254 |
2.750 |
0.504 |
17.2% |
0.077 |
2.6% |
36% |
False |
False |
11,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.245 |
|
2.618 |
3.133 |
|
1.618 |
3.064 |
|
1.000 |
3.021 |
|
0.618 |
2.995 |
|
HIGH |
2.952 |
|
0.618 |
2.926 |
|
0.500 |
2.918 |
|
0.382 |
2.909 |
|
LOW |
2.883 |
|
0.618 |
2.840 |
|
1.000 |
2.814 |
|
1.618 |
2.771 |
|
2.618 |
2.702 |
|
4.250 |
2.590 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.925 |
2.981 |
| PP |
2.921 |
2.964 |
| S1 |
2.918 |
2.946 |
|