NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
3.030 |
2.914 |
-0.116 |
-3.8% |
2.982 |
| High |
3.044 |
2.955 |
-0.089 |
-2.9% |
3.114 |
| Low |
2.938 |
2.880 |
-0.058 |
-2.0% |
2.938 |
| Close |
2.970 |
2.899 |
-0.071 |
-2.4% |
2.970 |
| Range |
0.106 |
0.075 |
-0.031 |
-29.2% |
0.176 |
| ATR |
0.087 |
0.087 |
0.000 |
0.3% |
0.000 |
| Volume |
158,256 |
128,436 |
-29,820 |
-18.8% |
685,572 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.136 |
3.093 |
2.940 |
|
| R3 |
3.061 |
3.018 |
2.920 |
|
| R2 |
2.986 |
2.986 |
2.913 |
|
| R1 |
2.943 |
2.943 |
2.906 |
2.927 |
| PP |
2.911 |
2.911 |
2.911 |
2.904 |
| S1 |
2.868 |
2.868 |
2.892 |
2.852 |
| S2 |
2.836 |
2.836 |
2.885 |
|
| S3 |
2.761 |
2.793 |
2.878 |
|
| S4 |
2.686 |
2.718 |
2.858 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.535 |
3.429 |
3.067 |
|
| R3 |
3.359 |
3.253 |
3.018 |
|
| R2 |
3.183 |
3.183 |
3.002 |
|
| R1 |
3.077 |
3.077 |
2.986 |
3.042 |
| PP |
3.007 |
3.007 |
3.007 |
2.990 |
| S1 |
2.901 |
2.901 |
2.954 |
2.866 |
| S2 |
2.831 |
2.831 |
2.938 |
|
| S3 |
2.655 |
2.725 |
2.922 |
|
| S4 |
2.479 |
2.549 |
2.873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.114 |
2.880 |
0.234 |
8.1% |
0.079 |
2.7% |
8% |
False |
True |
139,933 |
| 10 |
3.114 |
2.880 |
0.234 |
8.1% |
0.081 |
2.8% |
8% |
False |
True |
152,154 |
| 20 |
3.122 |
2.832 |
0.290 |
10.0% |
0.085 |
2.9% |
23% |
False |
False |
152,433 |
| 40 |
3.361 |
2.832 |
0.529 |
18.2% |
0.085 |
2.9% |
13% |
False |
False |
116,863 |
| 60 |
3.530 |
2.832 |
0.698 |
24.1% |
0.086 |
3.0% |
10% |
False |
False |
89,878 |
| 80 |
3.530 |
2.832 |
0.698 |
24.1% |
0.085 |
2.9% |
10% |
False |
False |
72,520 |
| 100 |
3.530 |
2.832 |
0.698 |
24.1% |
0.083 |
2.9% |
10% |
False |
False |
60,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.274 |
|
2.618 |
3.151 |
|
1.618 |
3.076 |
|
1.000 |
3.030 |
|
0.618 |
3.001 |
|
HIGH |
2.955 |
|
0.618 |
2.926 |
|
0.500 |
2.918 |
|
0.382 |
2.909 |
|
LOW |
2.880 |
|
0.618 |
2.834 |
|
1.000 |
2.805 |
|
1.618 |
2.759 |
|
2.618 |
2.684 |
|
4.250 |
2.561 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.918 |
2.997 |
| PP |
2.911 |
2.964 |
| S1 |
2.905 |
2.932 |
|