NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.981 |
2.994 |
0.013 |
0.4% |
2.995 |
| High |
3.010 |
3.019 |
0.009 |
0.3% |
3.079 |
| Low |
2.960 |
2.908 |
-0.052 |
-1.8% |
2.911 |
| Close |
2.999 |
2.911 |
-0.088 |
-2.9% |
2.913 |
| Range |
0.050 |
0.111 |
0.061 |
122.0% |
0.168 |
| ATR |
0.075 |
0.077 |
0.003 |
3.5% |
0.000 |
| Volume |
17,382 |
23,893 |
6,511 |
37.5% |
104,619 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.279 |
3.206 |
2.972 |
|
| R3 |
3.168 |
3.095 |
2.942 |
|
| R2 |
3.057 |
3.057 |
2.931 |
|
| R1 |
2.984 |
2.984 |
2.921 |
2.965 |
| PP |
2.946 |
2.946 |
2.946 |
2.937 |
| S1 |
2.873 |
2.873 |
2.901 |
2.854 |
| S2 |
2.835 |
2.835 |
2.891 |
|
| S3 |
2.724 |
2.762 |
2.880 |
|
| S4 |
2.613 |
2.651 |
2.850 |
|
|
| 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 |
3.019 |
2.883 |
0.136 |
4.7% |
0.066 |
2.3% |
21% |
True |
False |
21,009 |
| 10 |
3.079 |
2.883 |
0.196 |
6.7% |
0.073 |
2.5% |
14% |
False |
False |
21,325 |
| 20 |
3.079 |
2.820 |
0.259 |
8.9% |
0.073 |
2.5% |
35% |
False |
False |
21,619 |
| 40 |
3.118 |
2.770 |
0.348 |
12.0% |
0.077 |
2.6% |
41% |
False |
False |
20,353 |
| 60 |
3.254 |
2.770 |
0.484 |
16.6% |
0.080 |
2.8% |
29% |
False |
False |
17,892 |
| 80 |
3.254 |
2.750 |
0.504 |
17.3% |
0.076 |
2.6% |
32% |
False |
False |
15,065 |
| 100 |
3.254 |
2.750 |
0.504 |
17.3% |
0.075 |
2.6% |
32% |
False |
False |
13,244 |
| 120 |
3.254 |
2.750 |
0.504 |
17.3% |
0.077 |
2.6% |
32% |
False |
False |
11,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.491 |
|
2.618 |
3.310 |
|
1.618 |
3.199 |
|
1.000 |
3.130 |
|
0.618 |
3.088 |
|
HIGH |
3.019 |
|
0.618 |
2.977 |
|
0.500 |
2.964 |
|
0.382 |
2.950 |
|
LOW |
2.908 |
|
0.618 |
2.839 |
|
1.000 |
2.797 |
|
1.618 |
2.728 |
|
2.618 |
2.617 |
|
4.250 |
2.436 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.964 |
2.964 |
| PP |
2.946 |
2.946 |
| S1 |
2.929 |
2.929 |
|