NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2.924 |
2.912 |
-0.012 |
-0.4% |
2.908 |
| High |
2.930 |
2.940 |
0.010 |
0.3% |
3.020 |
| Low |
2.888 |
2.849 |
-0.039 |
-1.4% |
2.896 |
| Close |
2.906 |
2.871 |
-0.035 |
-1.2% |
2.972 |
| Range |
0.042 |
0.091 |
0.049 |
116.7% |
0.124 |
| ATR |
0.083 |
0.084 |
0.001 |
0.7% |
0.000 |
| Volume |
19,527 |
13,483 |
-6,044 |
-31.0% |
76,784 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.160 |
3.106 |
2.921 |
|
| R3 |
3.069 |
3.015 |
2.896 |
|
| R2 |
2.978 |
2.978 |
2.888 |
|
| R1 |
2.924 |
2.924 |
2.879 |
2.906 |
| PP |
2.887 |
2.887 |
2.887 |
2.877 |
| S1 |
2.833 |
2.833 |
2.863 |
2.815 |
| S2 |
2.796 |
2.796 |
2.854 |
|
| S3 |
2.705 |
2.742 |
2.846 |
|
| S4 |
2.614 |
2.651 |
2.821 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.335 |
3.277 |
3.040 |
|
| R3 |
3.211 |
3.153 |
3.006 |
|
| R2 |
3.087 |
3.087 |
2.995 |
|
| R1 |
3.029 |
3.029 |
2.983 |
3.058 |
| PP |
2.963 |
2.963 |
2.963 |
2.977 |
| S1 |
2.905 |
2.905 |
2.961 |
2.934 |
| S2 |
2.839 |
2.839 |
2.949 |
|
| S3 |
2.715 |
2.781 |
2.938 |
|
| S4 |
2.591 |
2.657 |
2.904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.020 |
2.849 |
0.171 |
6.0% |
0.070 |
2.4% |
13% |
False |
True |
17,255 |
| 10 |
3.020 |
2.849 |
0.171 |
6.0% |
0.072 |
2.5% |
13% |
False |
True |
18,586 |
| 20 |
3.118 |
2.849 |
0.269 |
9.4% |
0.079 |
2.7% |
8% |
False |
True |
19,043 |
| 40 |
3.254 |
2.770 |
0.484 |
16.9% |
0.083 |
2.9% |
21% |
False |
False |
16,587 |
| 60 |
3.254 |
2.750 |
0.504 |
17.6% |
0.077 |
2.7% |
24% |
False |
False |
13,380 |
| 80 |
3.254 |
2.750 |
0.504 |
17.6% |
0.075 |
2.6% |
24% |
False |
False |
11,527 |
| 100 |
3.254 |
2.750 |
0.504 |
17.6% |
0.077 |
2.7% |
24% |
False |
False |
10,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.327 |
|
2.618 |
3.178 |
|
1.618 |
3.087 |
|
1.000 |
3.031 |
|
0.618 |
2.996 |
|
HIGH |
2.940 |
|
0.618 |
2.905 |
|
0.500 |
2.895 |
|
0.382 |
2.884 |
|
LOW |
2.849 |
|
0.618 |
2.793 |
|
1.000 |
2.758 |
|
1.618 |
2.702 |
|
2.618 |
2.611 |
|
4.250 |
2.462 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.895 |
2.935 |
| PP |
2.887 |
2.913 |
| S1 |
2.879 |
2.892 |
|