NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.993 |
2.929 |
-0.064 |
-2.1% |
2.953 |
| High |
3.017 |
2.934 |
-0.083 |
-2.8% |
3.025 |
| Low |
2.962 |
2.826 |
-0.136 |
-4.6% |
2.903 |
| Close |
2.981 |
2.834 |
-0.147 |
-4.9% |
2.981 |
| Range |
0.055 |
0.108 |
0.053 |
96.4% |
0.122 |
| ATR |
0.078 |
0.083 |
0.006 |
7.1% |
0.000 |
| Volume |
32,041 |
72,136 |
40,095 |
125.1% |
207,030 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.189 |
3.119 |
2.893 |
|
| R3 |
3.081 |
3.011 |
2.864 |
|
| R2 |
2.973 |
2.973 |
2.854 |
|
| R1 |
2.903 |
2.903 |
2.844 |
2.884 |
| PP |
2.865 |
2.865 |
2.865 |
2.855 |
| S1 |
2.795 |
2.795 |
2.824 |
2.776 |
| S2 |
2.757 |
2.757 |
2.814 |
|
| S3 |
2.649 |
2.687 |
2.804 |
|
| S4 |
2.541 |
2.579 |
2.775 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.336 |
3.280 |
3.048 |
|
| R3 |
3.214 |
3.158 |
3.015 |
|
| R2 |
3.092 |
3.092 |
3.003 |
|
| R1 |
3.036 |
3.036 |
2.992 |
3.064 |
| PP |
2.970 |
2.970 |
2.970 |
2.984 |
| S1 |
2.914 |
2.914 |
2.970 |
2.942 |
| S2 |
2.848 |
2.848 |
2.959 |
|
| S3 |
2.726 |
2.792 |
2.947 |
|
| S4 |
2.604 |
2.670 |
2.914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.025 |
2.826 |
0.199 |
7.0% |
0.074 |
2.6% |
4% |
False |
True |
44,508 |
| 10 |
3.131 |
2.826 |
0.305 |
10.8% |
0.073 |
2.6% |
3% |
False |
True |
43,841 |
| 20 |
3.131 |
2.826 |
0.305 |
10.8% |
0.081 |
2.9% |
3% |
False |
True |
44,089 |
| 40 |
3.142 |
2.826 |
0.316 |
11.2% |
0.077 |
2.7% |
3% |
False |
True |
40,581 |
| 60 |
3.520 |
2.826 |
0.694 |
24.5% |
0.080 |
2.8% |
1% |
False |
True |
39,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.393 |
|
2.618 |
3.217 |
|
1.618 |
3.109 |
|
1.000 |
3.042 |
|
0.618 |
3.001 |
|
HIGH |
2.934 |
|
0.618 |
2.893 |
|
0.500 |
2.880 |
|
0.382 |
2.867 |
|
LOW |
2.826 |
|
0.618 |
2.759 |
|
1.000 |
2.718 |
|
1.618 |
2.651 |
|
2.618 |
2.543 |
|
4.250 |
2.367 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.880 |
2.926 |
| PP |
2.865 |
2.895 |
| S1 |
2.849 |
2.865 |
|