NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.888 |
2.920 |
0.032 |
1.1% |
2.995 |
| High |
2.952 |
2.980 |
0.028 |
0.9% |
3.079 |
| Low |
2.883 |
2.917 |
0.034 |
1.2% |
2.911 |
| Close |
2.929 |
2.962 |
0.033 |
1.1% |
2.913 |
| Range |
0.069 |
0.063 |
-0.006 |
-8.7% |
0.168 |
| ATR |
0.078 |
0.077 |
-0.001 |
-1.4% |
0.000 |
| Volume |
19,442 |
18,737 |
-705 |
-3.6% |
104,619 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.142 |
3.115 |
2.997 |
|
| R3 |
3.079 |
3.052 |
2.979 |
|
| R2 |
3.016 |
3.016 |
2.974 |
|
| R1 |
2.989 |
2.989 |
2.968 |
3.003 |
| PP |
2.953 |
2.953 |
2.953 |
2.960 |
| S1 |
2.926 |
2.926 |
2.956 |
2.940 |
| S2 |
2.890 |
2.890 |
2.950 |
|
| S3 |
2.827 |
2.863 |
2.945 |
|
| S4 |
2.764 |
2.800 |
2.927 |
|
|
| 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 |
6.6% |
0.073 |
2.5% |
40% |
False |
False |
21,200 |
| 10 |
3.079 |
2.883 |
0.196 |
6.6% |
0.071 |
2.4% |
40% |
False |
False |
21,968 |
| 20 |
3.079 |
2.820 |
0.259 |
8.7% |
0.072 |
2.4% |
55% |
False |
False |
21,422 |
| 40 |
3.118 |
2.770 |
0.348 |
11.7% |
0.077 |
2.6% |
55% |
False |
False |
20,051 |
| 60 |
3.254 |
2.770 |
0.484 |
16.3% |
0.080 |
2.7% |
40% |
False |
False |
17,398 |
| 80 |
3.254 |
2.750 |
0.504 |
17.0% |
0.075 |
2.5% |
42% |
False |
False |
14,721 |
| 100 |
3.254 |
2.750 |
0.504 |
17.0% |
0.075 |
2.5% |
42% |
False |
False |
12,918 |
| 120 |
3.254 |
2.750 |
0.504 |
17.0% |
0.076 |
2.6% |
42% |
False |
False |
11,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.248 |
|
2.618 |
3.145 |
|
1.618 |
3.082 |
|
1.000 |
3.043 |
|
0.618 |
3.019 |
|
HIGH |
2.980 |
|
0.618 |
2.956 |
|
0.500 |
2.949 |
|
0.382 |
2.941 |
|
LOW |
2.917 |
|
0.618 |
2.878 |
|
1.000 |
2.854 |
|
1.618 |
2.815 |
|
2.618 |
2.752 |
|
4.250 |
2.649 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.958 |
2.952 |
| PP |
2.953 |
2.942 |
| S1 |
2.949 |
2.932 |
|