NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.920 |
2.981 |
0.061 |
2.1% |
2.995 |
| High |
2.980 |
3.010 |
0.030 |
1.0% |
3.079 |
| Low |
2.917 |
2.960 |
0.043 |
1.5% |
2.911 |
| Close |
2.962 |
2.999 |
0.037 |
1.2% |
2.913 |
| Range |
0.063 |
0.050 |
-0.013 |
-20.6% |
0.168 |
| ATR |
0.077 |
0.075 |
-0.002 |
-2.5% |
0.000 |
| Volume |
18,737 |
17,382 |
-1,355 |
-7.2% |
104,619 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.140 |
3.119 |
3.027 |
|
| R3 |
3.090 |
3.069 |
3.013 |
|
| R2 |
3.040 |
3.040 |
3.008 |
|
| R1 |
3.019 |
3.019 |
3.004 |
3.030 |
| PP |
2.990 |
2.990 |
2.990 |
2.995 |
| S1 |
2.969 |
2.969 |
2.994 |
2.980 |
| S2 |
2.940 |
2.940 |
2.990 |
|
| S3 |
2.890 |
2.919 |
2.985 |
|
| S4 |
2.840 |
2.869 |
2.972 |
|
|
| 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 |
6.5% |
0.071 |
2.4% |
59% |
False |
False |
20,720 |
| 10 |
3.079 |
2.883 |
0.196 |
6.5% |
0.070 |
2.3% |
59% |
False |
False |
20,990 |
| 20 |
3.079 |
2.820 |
0.259 |
8.6% |
0.071 |
2.4% |
69% |
False |
False |
21,350 |
| 40 |
3.118 |
2.770 |
0.348 |
11.6% |
0.076 |
2.5% |
66% |
False |
False |
20,156 |
| 60 |
3.254 |
2.770 |
0.484 |
16.1% |
0.079 |
2.6% |
47% |
False |
False |
17,584 |
| 80 |
3.254 |
2.750 |
0.504 |
16.8% |
0.075 |
2.5% |
49% |
False |
False |
14,841 |
| 100 |
3.254 |
2.750 |
0.504 |
16.8% |
0.075 |
2.5% |
49% |
False |
False |
13,049 |
| 120 |
3.254 |
2.750 |
0.504 |
16.8% |
0.076 |
2.5% |
49% |
False |
False |
11,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.223 |
|
2.618 |
3.141 |
|
1.618 |
3.091 |
|
1.000 |
3.060 |
|
0.618 |
3.041 |
|
HIGH |
3.010 |
|
0.618 |
2.991 |
|
0.500 |
2.985 |
|
0.382 |
2.979 |
|
LOW |
2.960 |
|
0.618 |
2.929 |
|
1.000 |
2.910 |
|
1.618 |
2.879 |
|
2.618 |
2.829 |
|
4.250 |
2.748 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.994 |
2.982 |
| PP |
2.990 |
2.964 |
| S1 |
2.985 |
2.947 |
|