NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.792 |
2.772 |
-0.020 |
-0.7% |
2.900 |
| High |
2.800 |
2.812 |
0.012 |
0.4% |
2.900 |
| Low |
2.753 |
2.764 |
0.011 |
0.4% |
2.753 |
| Close |
2.774 |
2.801 |
0.027 |
1.0% |
2.774 |
| Range |
0.047 |
0.048 |
0.001 |
2.1% |
0.147 |
| ATR |
0.079 |
0.076 |
-0.002 |
-2.8% |
0.000 |
| Volume |
100,740 |
144,959 |
44,219 |
43.9% |
664,980 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.936 |
2.917 |
2.827 |
|
| R3 |
2.888 |
2.869 |
2.814 |
|
| R2 |
2.840 |
2.840 |
2.810 |
|
| R1 |
2.821 |
2.821 |
2.805 |
2.831 |
| PP |
2.792 |
2.792 |
2.792 |
2.797 |
| S1 |
2.773 |
2.773 |
2.797 |
2.783 |
| S2 |
2.744 |
2.744 |
2.792 |
|
| S3 |
2.696 |
2.725 |
2.788 |
|
| S4 |
2.648 |
2.677 |
2.775 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.250 |
3.159 |
2.855 |
|
| R3 |
3.103 |
3.012 |
2.814 |
|
| R2 |
2.956 |
2.956 |
2.801 |
|
| R1 |
2.865 |
2.865 |
2.787 |
2.837 |
| PP |
2.809 |
2.809 |
2.809 |
2.795 |
| S1 |
2.718 |
2.718 |
2.761 |
2.690 |
| S2 |
2.662 |
2.662 |
2.747 |
|
| S3 |
2.515 |
2.571 |
2.734 |
|
| S4 |
2.368 |
2.424 |
2.693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.846 |
2.753 |
0.093 |
3.3% |
0.055 |
2.0% |
52% |
False |
False |
126,742 |
| 10 |
2.990 |
2.753 |
0.237 |
8.5% |
0.067 |
2.4% |
20% |
False |
False |
128,024 |
| 20 |
3.101 |
2.753 |
0.348 |
12.4% |
0.073 |
2.6% |
14% |
False |
False |
112,801 |
| 40 |
3.114 |
2.753 |
0.361 |
12.9% |
0.077 |
2.8% |
13% |
False |
False |
79,716 |
| 60 |
3.506 |
2.753 |
0.753 |
26.9% |
0.079 |
2.8% |
6% |
False |
False |
64,959 |
| 80 |
3.506 |
2.753 |
0.753 |
26.9% |
0.079 |
2.8% |
6% |
False |
False |
53,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.016 |
|
2.618 |
2.938 |
|
1.618 |
2.890 |
|
1.000 |
2.860 |
|
0.618 |
2.842 |
|
HIGH |
2.812 |
|
0.618 |
2.794 |
|
0.500 |
2.788 |
|
0.382 |
2.782 |
|
LOW |
2.764 |
|
0.618 |
2.734 |
|
1.000 |
2.716 |
|
1.618 |
2.686 |
|
2.618 |
2.638 |
|
4.250 |
2.560 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.797 |
2.801 |
| PP |
2.792 |
2.800 |
| S1 |
2.788 |
2.800 |
|