NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.929 |
2.849 |
-0.080 |
-2.7% |
2.953 |
| High |
2.934 |
2.870 |
-0.064 |
-2.2% |
3.025 |
| Low |
2.826 |
2.800 |
-0.026 |
-0.9% |
2.903 |
| Close |
2.834 |
2.855 |
0.021 |
0.7% |
2.981 |
| Range |
0.108 |
0.070 |
-0.038 |
-35.2% |
0.122 |
| ATR |
0.083 |
0.082 |
-0.001 |
-1.1% |
0.000 |
| Volume |
72,136 |
63,742 |
-8,394 |
-11.6% |
207,030 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.052 |
3.023 |
2.894 |
|
| R3 |
2.982 |
2.953 |
2.874 |
|
| R2 |
2.912 |
2.912 |
2.868 |
|
| R1 |
2.883 |
2.883 |
2.861 |
2.898 |
| PP |
2.842 |
2.842 |
2.842 |
2.849 |
| S1 |
2.813 |
2.813 |
2.849 |
2.828 |
| S2 |
2.772 |
2.772 |
2.842 |
|
| S3 |
2.702 |
2.743 |
2.836 |
|
| S4 |
2.632 |
2.673 |
2.817 |
|
|
| 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 |
2.800 |
0.225 |
7.9% |
0.077 |
2.7% |
24% |
False |
True |
50,821 |
| 10 |
3.131 |
2.800 |
0.331 |
11.6% |
0.073 |
2.6% |
17% |
False |
True |
46,784 |
| 20 |
3.131 |
2.800 |
0.331 |
11.6% |
0.079 |
2.8% |
17% |
False |
True |
45,789 |
| 40 |
3.142 |
2.800 |
0.342 |
12.0% |
0.077 |
2.7% |
16% |
False |
True |
41,067 |
| 60 |
3.520 |
2.800 |
0.720 |
25.2% |
0.080 |
2.8% |
8% |
False |
True |
40,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.168 |
|
2.618 |
3.053 |
|
1.618 |
2.983 |
|
1.000 |
2.940 |
|
0.618 |
2.913 |
|
HIGH |
2.870 |
|
0.618 |
2.843 |
|
0.500 |
2.835 |
|
0.382 |
2.827 |
|
LOW |
2.800 |
|
0.618 |
2.757 |
|
1.000 |
2.730 |
|
1.618 |
2.687 |
|
2.618 |
2.617 |
|
4.250 |
2.503 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.848 |
2.909 |
| PP |
2.842 |
2.891 |
| S1 |
2.835 |
2.873 |
|