NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
3.095 |
3.091 |
-0.004 |
-0.1% |
2.917 |
| High |
3.114 |
3.131 |
0.017 |
0.5% |
3.071 |
| Low |
3.083 |
3.042 |
-0.041 |
-1.3% |
2.894 |
| Close |
3.088 |
3.066 |
-0.022 |
-0.7% |
3.004 |
| Range |
0.031 |
0.089 |
0.058 |
187.1% |
0.177 |
| ATR |
0.079 |
0.079 |
0.001 |
0.9% |
0.000 |
| Volume |
30,631 |
42,980 |
12,349 |
40.3% |
260,865 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.347 |
3.295 |
3.115 |
|
| R3 |
3.258 |
3.206 |
3.090 |
|
| R2 |
3.169 |
3.169 |
3.082 |
|
| R1 |
3.117 |
3.117 |
3.074 |
3.099 |
| PP |
3.080 |
3.080 |
3.080 |
3.070 |
| S1 |
3.028 |
3.028 |
3.058 |
3.010 |
| S2 |
2.991 |
2.991 |
3.050 |
|
| S3 |
2.902 |
2.939 |
3.042 |
|
| S4 |
2.813 |
2.850 |
3.017 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.521 |
3.439 |
3.101 |
|
| R3 |
3.344 |
3.262 |
3.053 |
|
| R2 |
3.167 |
3.167 |
3.036 |
|
| R1 |
3.085 |
3.085 |
3.020 |
3.126 |
| PP |
2.990 |
2.990 |
2.990 |
3.010 |
| S1 |
2.908 |
2.908 |
2.988 |
2.949 |
| S2 |
2.813 |
2.813 |
2.972 |
|
| S3 |
2.636 |
2.731 |
2.955 |
|
| S4 |
2.459 |
2.554 |
2.907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.131 |
2.950 |
0.181 |
5.9% |
0.063 |
2.1% |
64% |
True |
False |
37,438 |
| 10 |
3.131 |
2.872 |
0.259 |
8.4% |
0.074 |
2.4% |
75% |
True |
False |
43,420 |
| 20 |
3.142 |
2.857 |
0.285 |
9.3% |
0.078 |
2.5% |
73% |
False |
False |
37,995 |
| 40 |
3.391 |
2.857 |
0.534 |
17.4% |
0.079 |
2.6% |
39% |
False |
False |
40,377 |
| 60 |
3.520 |
2.857 |
0.663 |
21.6% |
0.079 |
2.6% |
32% |
False |
False |
37,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.509 |
|
2.618 |
3.364 |
|
1.618 |
3.275 |
|
1.000 |
3.220 |
|
0.618 |
3.186 |
|
HIGH |
3.131 |
|
0.618 |
3.097 |
|
0.500 |
3.087 |
|
0.382 |
3.076 |
|
LOW |
3.042 |
|
0.618 |
2.987 |
|
1.000 |
2.953 |
|
1.618 |
2.898 |
|
2.618 |
2.809 |
|
4.250 |
2.664 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.087 |
3.085 |
| PP |
3.080 |
3.079 |
| S1 |
3.073 |
3.072 |
|