NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.994 |
2.927 |
-0.067 |
-2.2% |
2.888 |
| High |
3.019 |
2.932 |
-0.087 |
-2.9% |
3.019 |
| Low |
2.908 |
2.860 |
-0.048 |
-1.7% |
2.860 |
| Close |
2.911 |
2.868 |
-0.043 |
-1.5% |
2.868 |
| Range |
0.111 |
0.072 |
-0.039 |
-35.1% |
0.159 |
| ATR |
0.077 |
0.077 |
0.000 |
-0.5% |
0.000 |
| Volume |
23,893 |
27,495 |
3,602 |
15.1% |
106,949 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.057 |
2.908 |
|
| R3 |
3.031 |
2.985 |
2.888 |
|
| R2 |
2.959 |
2.959 |
2.881 |
|
| R1 |
2.913 |
2.913 |
2.875 |
2.900 |
| PP |
2.887 |
2.887 |
2.887 |
2.880 |
| S1 |
2.841 |
2.841 |
2.861 |
2.828 |
| S2 |
2.815 |
2.815 |
2.855 |
|
| S3 |
2.743 |
2.769 |
2.848 |
|
| S4 |
2.671 |
2.697 |
2.828 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.393 |
3.289 |
2.955 |
|
| R3 |
3.234 |
3.130 |
2.912 |
|
| R2 |
3.075 |
3.075 |
2.897 |
|
| R1 |
2.971 |
2.971 |
2.883 |
2.944 |
| PP |
2.916 |
2.916 |
2.916 |
2.902 |
| S1 |
2.812 |
2.812 |
2.853 |
2.785 |
| S2 |
2.757 |
2.757 |
2.839 |
|
| S3 |
2.598 |
2.653 |
2.824 |
|
| S4 |
2.439 |
2.494 |
2.781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.019 |
2.860 |
0.159 |
5.5% |
0.073 |
2.5% |
5% |
False |
True |
21,389 |
| 10 |
3.079 |
2.860 |
0.219 |
7.6% |
0.075 |
2.6% |
4% |
False |
True |
21,156 |
| 20 |
3.079 |
2.820 |
0.259 |
9.0% |
0.073 |
2.5% |
19% |
False |
False |
22,197 |
| 40 |
3.118 |
2.793 |
0.325 |
11.3% |
0.076 |
2.7% |
23% |
False |
False |
20,652 |
| 60 |
3.254 |
2.770 |
0.484 |
16.9% |
0.081 |
2.8% |
20% |
False |
False |
18,245 |
| 80 |
3.254 |
2.750 |
0.504 |
17.6% |
0.076 |
2.7% |
23% |
False |
False |
15,329 |
| 100 |
3.254 |
2.750 |
0.504 |
17.6% |
0.075 |
2.6% |
23% |
False |
False |
13,474 |
| 120 |
3.254 |
2.750 |
0.504 |
17.6% |
0.077 |
2.7% |
23% |
False |
False |
12,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.238 |
|
2.618 |
3.120 |
|
1.618 |
3.048 |
|
1.000 |
3.004 |
|
0.618 |
2.976 |
|
HIGH |
2.932 |
|
0.618 |
2.904 |
|
0.500 |
2.896 |
|
0.382 |
2.888 |
|
LOW |
2.860 |
|
0.618 |
2.816 |
|
1.000 |
2.788 |
|
1.618 |
2.744 |
|
2.618 |
2.672 |
|
4.250 |
2.554 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.896 |
2.940 |
| PP |
2.887 |
2.916 |
| S1 |
2.877 |
2.892 |
|