NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.815 |
2.811 |
-0.004 |
-0.1% |
2.921 |
| High |
2.837 |
2.846 |
0.009 |
0.3% |
2.990 |
| Low |
2.785 |
2.790 |
0.005 |
0.2% |
2.866 |
| Close |
2.811 |
2.800 |
-0.011 |
-0.4% |
2.941 |
| Range |
0.052 |
0.056 |
0.004 |
7.7% |
0.124 |
| ATR |
0.083 |
0.081 |
-0.002 |
-2.3% |
0.000 |
| Volume |
111,069 |
125,787 |
14,718 |
13.3% |
614,086 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.980 |
2.946 |
2.831 |
|
| R3 |
2.924 |
2.890 |
2.815 |
|
| R2 |
2.868 |
2.868 |
2.810 |
|
| R1 |
2.834 |
2.834 |
2.805 |
2.823 |
| PP |
2.812 |
2.812 |
2.812 |
2.807 |
| S1 |
2.778 |
2.778 |
2.795 |
2.767 |
| S2 |
2.756 |
2.756 |
2.790 |
|
| S3 |
2.700 |
2.722 |
2.785 |
|
| S4 |
2.644 |
2.666 |
2.769 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.304 |
3.247 |
3.009 |
|
| R3 |
3.180 |
3.123 |
2.975 |
|
| R2 |
3.056 |
3.056 |
2.964 |
|
| R1 |
2.999 |
2.999 |
2.952 |
3.028 |
| PP |
2.932 |
2.932 |
2.932 |
2.947 |
| S1 |
2.875 |
2.875 |
2.930 |
2.904 |
| S2 |
2.808 |
2.808 |
2.918 |
|
| S3 |
2.684 |
2.751 |
2.907 |
|
| S4 |
2.560 |
2.627 |
2.873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.983 |
2.761 |
0.222 |
7.9% |
0.072 |
2.6% |
18% |
False |
False |
129,486 |
| 10 |
3.030 |
2.761 |
0.269 |
9.6% |
0.075 |
2.7% |
14% |
False |
False |
129,132 |
| 20 |
3.101 |
2.761 |
0.340 |
12.1% |
0.076 |
2.7% |
11% |
False |
False |
107,574 |
| 40 |
3.114 |
2.761 |
0.353 |
12.6% |
0.078 |
2.8% |
11% |
False |
False |
76,903 |
| 60 |
3.506 |
2.761 |
0.745 |
26.6% |
0.081 |
2.9% |
5% |
False |
False |
61,855 |
| 80 |
3.506 |
2.761 |
0.745 |
26.6% |
0.080 |
2.8% |
5% |
False |
False |
51,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.084 |
|
2.618 |
2.993 |
|
1.618 |
2.937 |
|
1.000 |
2.902 |
|
0.618 |
2.881 |
|
HIGH |
2.846 |
|
0.618 |
2.825 |
|
0.500 |
2.818 |
|
0.382 |
2.811 |
|
LOW |
2.790 |
|
0.618 |
2.755 |
|
1.000 |
2.734 |
|
1.618 |
2.699 |
|
2.618 |
2.643 |
|
4.250 |
2.552 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.818 |
2.804 |
| PP |
2.812 |
2.802 |
| S1 |
2.806 |
2.801 |
|