NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.959 |
2.982 |
0.023 |
0.8% |
2.898 |
| High |
3.000 |
3.049 |
0.049 |
1.6% |
3.053 |
| Low |
2.928 |
2.980 |
0.052 |
1.8% |
2.870 |
| Close |
2.980 |
3.020 |
0.040 |
1.3% |
2.980 |
| Range |
0.072 |
0.069 |
-0.003 |
-4.2% |
0.183 |
| ATR |
0.090 |
0.089 |
-0.002 |
-1.7% |
0.000 |
| Volume |
151,634 |
114,340 |
-37,294 |
-24.6% |
872,495 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.223 |
3.191 |
3.058 |
|
| R3 |
3.154 |
3.122 |
3.039 |
|
| R2 |
3.085 |
3.085 |
3.033 |
|
| R1 |
3.053 |
3.053 |
3.026 |
3.069 |
| PP |
3.016 |
3.016 |
3.016 |
3.025 |
| S1 |
2.984 |
2.984 |
3.014 |
3.000 |
| S2 |
2.947 |
2.947 |
3.007 |
|
| S3 |
2.878 |
2.915 |
3.001 |
|
| S4 |
2.809 |
2.846 |
2.982 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.517 |
3.431 |
3.081 |
|
| R3 |
3.334 |
3.248 |
3.030 |
|
| R2 |
3.151 |
3.151 |
3.014 |
|
| R1 |
3.065 |
3.065 |
2.997 |
3.108 |
| PP |
2.968 |
2.968 |
2.968 |
2.989 |
| S1 |
2.882 |
2.882 |
2.963 |
2.925 |
| S2 |
2.785 |
2.785 |
2.946 |
|
| S3 |
2.602 |
2.699 |
2.930 |
|
| S4 |
2.419 |
2.516 |
2.879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.053 |
2.921 |
0.132 |
4.4% |
0.084 |
2.8% |
75% |
False |
False |
164,375 |
| 10 |
3.053 |
2.832 |
0.221 |
7.3% |
0.094 |
3.1% |
85% |
False |
False |
167,294 |
| 20 |
3.122 |
2.832 |
0.290 |
9.6% |
0.083 |
2.7% |
65% |
False |
False |
140,375 |
| 40 |
3.462 |
2.832 |
0.630 |
20.9% |
0.086 |
2.9% |
30% |
False |
False |
104,718 |
| 60 |
3.530 |
2.832 |
0.698 |
23.1% |
0.086 |
2.9% |
27% |
False |
False |
79,927 |
| 80 |
3.530 |
2.832 |
0.698 |
23.1% |
0.085 |
2.8% |
27% |
False |
False |
64,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.342 |
|
2.618 |
3.230 |
|
1.618 |
3.161 |
|
1.000 |
3.118 |
|
0.618 |
3.092 |
|
HIGH |
3.049 |
|
0.618 |
3.023 |
|
0.500 |
3.015 |
|
0.382 |
3.006 |
|
LOW |
2.980 |
|
0.618 |
2.937 |
|
1.000 |
2.911 |
|
1.618 |
2.868 |
|
2.618 |
2.799 |
|
4.250 |
2.687 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.018 |
3.010 |
| PP |
3.016 |
2.999 |
| S1 |
3.015 |
2.989 |
|