NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 30-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2015 |
30-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
2.908 |
2.937 |
0.029 |
1.0% |
2.928 |
| High |
2.977 |
2.969 |
-0.008 |
-0.3% |
3.013 |
| Low |
2.896 |
2.901 |
0.005 |
0.2% |
2.905 |
| Close |
2.947 |
2.965 |
0.018 |
0.6% |
2.923 |
| Range |
0.081 |
0.068 |
-0.013 |
-16.0% |
0.108 |
| ATR |
0.085 |
0.083 |
-0.001 |
-1.4% |
0.000 |
| Volume |
23,516 |
18,813 |
-4,703 |
-20.0% |
95,443 |
|
| Daily Pivots for day following 30-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.149 |
3.125 |
3.002 |
|
| R3 |
3.081 |
3.057 |
2.984 |
|
| R2 |
3.013 |
3.013 |
2.977 |
|
| R1 |
2.989 |
2.989 |
2.971 |
3.001 |
| PP |
2.945 |
2.945 |
2.945 |
2.951 |
| S1 |
2.921 |
2.921 |
2.959 |
2.933 |
| S2 |
2.877 |
2.877 |
2.953 |
|
| S3 |
2.809 |
2.853 |
2.946 |
|
| S4 |
2.741 |
2.785 |
2.928 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.271 |
3.205 |
2.982 |
|
| R3 |
3.163 |
3.097 |
2.953 |
|
| R2 |
3.055 |
3.055 |
2.943 |
|
| R1 |
2.989 |
2.989 |
2.933 |
2.968 |
| PP |
2.947 |
2.947 |
2.947 |
2.937 |
| S1 |
2.881 |
2.881 |
2.913 |
2.860 |
| S2 |
2.839 |
2.839 |
2.903 |
|
| S3 |
2.731 |
2.773 |
2.893 |
|
| S4 |
2.623 |
2.665 |
2.864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.013 |
2.896 |
0.117 |
3.9% |
0.072 |
2.4% |
59% |
False |
False |
19,768 |
| 10 |
3.118 |
2.896 |
0.222 |
7.5% |
0.072 |
2.4% |
31% |
False |
False |
18,871 |
| 20 |
3.118 |
2.770 |
0.348 |
11.7% |
0.080 |
2.7% |
56% |
False |
False |
18,963 |
| 40 |
3.254 |
2.770 |
0.484 |
16.3% |
0.083 |
2.8% |
40% |
False |
False |
15,701 |
| 60 |
3.254 |
2.750 |
0.504 |
17.0% |
0.077 |
2.6% |
43% |
False |
False |
12,671 |
| 80 |
3.254 |
2.750 |
0.504 |
17.0% |
0.075 |
2.5% |
43% |
False |
False |
10,974 |
| 100 |
3.254 |
2.750 |
0.504 |
17.0% |
0.077 |
2.6% |
43% |
False |
False |
9,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.258 |
|
2.618 |
3.147 |
|
1.618 |
3.079 |
|
1.000 |
3.037 |
|
0.618 |
3.011 |
|
HIGH |
2.969 |
|
0.618 |
2.943 |
|
0.500 |
2.935 |
|
0.382 |
2.927 |
|
LOW |
2.901 |
|
0.618 |
2.859 |
|
1.000 |
2.833 |
|
1.618 |
2.791 |
|
2.618 |
2.723 |
|
4.250 |
2.612 |
|
|
| Fisher Pivots for day following 30-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.955 |
2.961 |
| PP |
2.945 |
2.957 |
| S1 |
2.935 |
2.953 |
|