NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.857 |
2.899 |
0.042 |
1.5% |
2.949 |
| High |
2.893 |
2.947 |
0.054 |
1.9% |
3.050 |
| Low |
2.849 |
2.847 |
-0.002 |
-0.1% |
2.832 |
| Close |
2.888 |
2.864 |
-0.024 |
-0.8% |
2.864 |
| Range |
0.044 |
0.100 |
0.056 |
127.3% |
0.218 |
| ATR |
0.092 |
0.092 |
0.001 |
0.6% |
0.000 |
| Volume |
147,746 |
156,392 |
8,646 |
5.9% |
686,106 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.186 |
3.125 |
2.919 |
|
| R3 |
3.086 |
3.025 |
2.892 |
|
| R2 |
2.986 |
2.986 |
2.882 |
|
| R1 |
2.925 |
2.925 |
2.873 |
2.906 |
| PP |
2.886 |
2.886 |
2.886 |
2.876 |
| S1 |
2.825 |
2.825 |
2.855 |
2.806 |
| S2 |
2.786 |
2.786 |
2.846 |
|
| S3 |
2.686 |
2.725 |
2.837 |
|
| S4 |
2.586 |
2.625 |
2.809 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.569 |
3.435 |
2.984 |
|
| R3 |
3.351 |
3.217 |
2.924 |
|
| R2 |
3.133 |
3.133 |
2.904 |
|
| R1 |
2.999 |
2.999 |
2.884 |
2.957 |
| PP |
2.915 |
2.915 |
2.915 |
2.895 |
| S1 |
2.781 |
2.781 |
2.844 |
2.739 |
| S2 |
2.697 |
2.697 |
2.824 |
|
| S3 |
2.479 |
2.563 |
2.804 |
|
| S4 |
2.261 |
2.345 |
2.744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.052 |
2.832 |
0.220 |
7.7% |
0.105 |
3.7% |
15% |
False |
False |
167,647 |
| 10 |
3.122 |
2.832 |
0.290 |
10.1% |
0.086 |
3.0% |
11% |
False |
False |
144,209 |
| 20 |
3.122 |
2.832 |
0.290 |
10.1% |
0.083 |
2.9% |
11% |
False |
False |
119,738 |
| 40 |
3.530 |
2.832 |
0.698 |
24.4% |
0.087 |
3.0% |
5% |
False |
False |
86,316 |
| 60 |
3.530 |
2.832 |
0.698 |
24.4% |
0.085 |
3.0% |
5% |
False |
False |
65,641 |
| 80 |
3.530 |
2.832 |
0.698 |
24.4% |
0.084 |
2.9% |
5% |
False |
False |
53,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.372 |
|
2.618 |
3.209 |
|
1.618 |
3.109 |
|
1.000 |
3.047 |
|
0.618 |
3.009 |
|
HIGH |
2.947 |
|
0.618 |
2.909 |
|
0.500 |
2.897 |
|
0.382 |
2.885 |
|
LOW |
2.847 |
|
0.618 |
2.785 |
|
1.000 |
2.747 |
|
1.618 |
2.685 |
|
2.618 |
2.585 |
|
4.250 |
2.422 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.897 |
2.926 |
| PP |
2.886 |
2.905 |
| S1 |
2.875 |
2.885 |
|