NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
3.022 |
3.082 |
0.060 |
2.0% |
2.898 |
| High |
3.094 |
3.103 |
0.009 |
0.3% |
3.053 |
| Low |
3.020 |
3.062 |
0.042 |
1.4% |
2.870 |
| Close |
3.088 |
3.066 |
-0.022 |
-0.7% |
2.980 |
| Range |
0.074 |
0.041 |
-0.033 |
-44.6% |
0.183 |
| ATR |
0.088 |
0.084 |
-0.003 |
-3.8% |
0.000 |
| Volume |
133,413 |
101,880 |
-31,533 |
-23.6% |
872,495 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.200 |
3.174 |
3.089 |
|
| R3 |
3.159 |
3.133 |
3.077 |
|
| R2 |
3.118 |
3.118 |
3.074 |
|
| R1 |
3.092 |
3.092 |
3.070 |
3.085 |
| PP |
3.077 |
3.077 |
3.077 |
3.073 |
| S1 |
3.051 |
3.051 |
3.062 |
3.044 |
| S2 |
3.036 |
3.036 |
3.058 |
|
| S3 |
2.995 |
3.010 |
3.055 |
|
| S4 |
2.954 |
2.969 |
3.043 |
|
|
| 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 |
3.103 |
2.928 |
0.175 |
5.7% |
0.066 |
2.1% |
79% |
True |
False |
134,729 |
| 10 |
3.103 |
2.847 |
0.256 |
8.3% |
0.075 |
2.5% |
86% |
True |
False |
152,626 |
| 20 |
3.122 |
2.832 |
0.290 |
9.5% |
0.082 |
2.7% |
81% |
False |
False |
143,416 |
| 40 |
3.460 |
2.832 |
0.628 |
20.5% |
0.085 |
2.8% |
37% |
False |
False |
108,281 |
| 60 |
3.530 |
2.832 |
0.698 |
22.8% |
0.085 |
2.8% |
34% |
False |
False |
83,201 |
| 80 |
3.530 |
2.832 |
0.698 |
22.8% |
0.084 |
2.8% |
34% |
False |
False |
67,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.277 |
|
2.618 |
3.210 |
|
1.618 |
3.169 |
|
1.000 |
3.144 |
|
0.618 |
3.128 |
|
HIGH |
3.103 |
|
0.618 |
3.087 |
|
0.500 |
3.083 |
|
0.382 |
3.078 |
|
LOW |
3.062 |
|
0.618 |
3.037 |
|
1.000 |
3.021 |
|
1.618 |
2.996 |
|
2.618 |
2.955 |
|
4.250 |
2.888 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.083 |
3.058 |
| PP |
3.077 |
3.050 |
| S1 |
3.072 |
3.042 |
|