NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
3.037 |
2.949 |
-0.088 |
-2.9% |
3.003 |
| High |
3.052 |
3.050 |
-0.002 |
-0.1% |
3.122 |
| Low |
2.974 |
2.935 |
-0.039 |
-1.3% |
2.974 |
| Close |
3.035 |
2.951 |
-0.084 |
-2.8% |
3.035 |
| Range |
0.078 |
0.115 |
0.037 |
47.4% |
0.148 |
| ATR |
0.085 |
0.087 |
0.002 |
2.5% |
0.000 |
| Volume |
152,129 |
142,576 |
-9,553 |
-6.3% |
676,058 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.324 |
3.252 |
3.014 |
|
| R3 |
3.209 |
3.137 |
2.983 |
|
| R2 |
3.094 |
3.094 |
2.972 |
|
| R1 |
3.022 |
3.022 |
2.962 |
3.058 |
| PP |
2.979 |
2.979 |
2.979 |
2.997 |
| S1 |
2.907 |
2.907 |
2.940 |
2.943 |
| S2 |
2.864 |
2.864 |
2.930 |
|
| S3 |
2.749 |
2.792 |
2.919 |
|
| S4 |
2.634 |
2.677 |
2.888 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.488 |
3.409 |
3.116 |
|
| R3 |
3.340 |
3.261 |
3.076 |
|
| R2 |
3.192 |
3.192 |
3.062 |
|
| R1 |
3.113 |
3.113 |
3.049 |
3.153 |
| PP |
3.044 |
3.044 |
3.044 |
3.063 |
| S1 |
2.965 |
2.965 |
3.021 |
3.005 |
| S2 |
2.896 |
2.896 |
3.008 |
|
| S3 |
2.748 |
2.817 |
2.994 |
|
| S4 |
2.600 |
2.669 |
2.954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.122 |
2.935 |
0.187 |
6.3% |
0.080 |
2.7% |
9% |
False |
True |
140,328 |
| 10 |
3.122 |
2.875 |
0.247 |
8.4% |
0.074 |
2.5% |
31% |
False |
False |
116,855 |
| 20 |
3.128 |
2.875 |
0.253 |
8.6% |
0.079 |
2.7% |
30% |
False |
False |
105,089 |
| 40 |
3.530 |
2.875 |
0.655 |
22.2% |
0.087 |
2.9% |
12% |
False |
False |
75,423 |
| 60 |
3.530 |
2.875 |
0.655 |
22.2% |
0.084 |
2.8% |
12% |
False |
False |
57,879 |
| 80 |
3.530 |
2.875 |
0.655 |
22.2% |
0.083 |
2.8% |
12% |
False |
False |
46,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.539 |
|
2.618 |
3.351 |
|
1.618 |
3.236 |
|
1.000 |
3.165 |
|
0.618 |
3.121 |
|
HIGH |
3.050 |
|
0.618 |
3.006 |
|
0.500 |
2.993 |
|
0.382 |
2.979 |
|
LOW |
2.935 |
|
0.618 |
2.864 |
|
1.000 |
2.820 |
|
1.618 |
2.749 |
|
2.618 |
2.634 |
|
4.250 |
2.446 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.993 |
3.029 |
| PP |
2.979 |
3.003 |
| S1 |
2.965 |
2.977 |
|