NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.845 |
2.833 |
-0.012 |
-0.4% |
2.929 |
| High |
2.888 |
2.840 |
-0.048 |
-1.7% |
2.934 |
| Low |
2.835 |
2.799 |
-0.036 |
-1.3% |
2.799 |
| Close |
2.844 |
2.817 |
-0.027 |
-0.9% |
2.817 |
| Range |
0.053 |
0.041 |
-0.012 |
-22.6% |
0.135 |
| ATR |
0.078 |
0.076 |
-0.002 |
-3.0% |
0.000 |
| Volume |
55,621 |
43,835 |
-11,786 |
-21.2% |
279,777 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.942 |
2.920 |
2.840 |
|
| R3 |
2.901 |
2.879 |
2.828 |
|
| R2 |
2.860 |
2.860 |
2.825 |
|
| R1 |
2.838 |
2.838 |
2.821 |
2.829 |
| PP |
2.819 |
2.819 |
2.819 |
2.814 |
| S1 |
2.797 |
2.797 |
2.813 |
2.788 |
| S2 |
2.778 |
2.778 |
2.809 |
|
| S3 |
2.737 |
2.756 |
2.806 |
|
| S4 |
2.696 |
2.715 |
2.794 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.255 |
3.171 |
2.891 |
|
| R3 |
3.120 |
3.036 |
2.854 |
|
| R2 |
2.985 |
2.985 |
2.842 |
|
| R1 |
2.901 |
2.901 |
2.829 |
2.876 |
| PP |
2.850 |
2.850 |
2.850 |
2.837 |
| S1 |
2.766 |
2.766 |
2.805 |
2.741 |
| S2 |
2.715 |
2.715 |
2.792 |
|
| S3 |
2.580 |
2.631 |
2.780 |
|
| S4 |
2.445 |
2.496 |
2.743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.934 |
2.799 |
0.135 |
4.8% |
0.065 |
2.3% |
13% |
False |
True |
55,955 |
| 10 |
3.025 |
2.799 |
0.226 |
8.0% |
0.066 |
2.3% |
8% |
False |
True |
48,680 |
| 20 |
3.131 |
2.799 |
0.332 |
11.8% |
0.070 |
2.5% |
5% |
False |
True |
47,036 |
| 40 |
3.142 |
2.799 |
0.343 |
12.2% |
0.075 |
2.6% |
5% |
False |
True |
41,321 |
| 60 |
3.520 |
2.799 |
0.721 |
25.6% |
0.077 |
2.7% |
2% |
False |
True |
41,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.014 |
|
2.618 |
2.947 |
|
1.618 |
2.906 |
|
1.000 |
2.881 |
|
0.618 |
2.865 |
|
HIGH |
2.840 |
|
0.618 |
2.824 |
|
0.500 |
2.820 |
|
0.382 |
2.815 |
|
LOW |
2.799 |
|
0.618 |
2.774 |
|
1.000 |
2.758 |
|
1.618 |
2.733 |
|
2.618 |
2.692 |
|
4.250 |
2.625 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.820 |
2.844 |
| PP |
2.819 |
2.835 |
| S1 |
2.818 |
2.826 |
|