NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.949 |
2.952 |
0.003 |
0.1% |
3.003 |
| High |
3.050 |
3.020 |
-0.030 |
-1.0% |
3.122 |
| Low |
2.935 |
2.832 |
-0.103 |
-3.5% |
2.974 |
| Close |
2.951 |
2.840 |
-0.111 |
-3.8% |
3.035 |
| Range |
0.115 |
0.188 |
0.073 |
63.5% |
0.148 |
| ATR |
0.087 |
0.095 |
0.007 |
8.2% |
0.000 |
| Volume |
142,576 |
239,392 |
96,816 |
67.9% |
676,058 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.339 |
2.943 |
|
| R3 |
3.273 |
3.151 |
2.892 |
|
| R2 |
3.085 |
3.085 |
2.874 |
|
| R1 |
2.963 |
2.963 |
2.857 |
2.930 |
| PP |
2.897 |
2.897 |
2.897 |
2.881 |
| S1 |
2.775 |
2.775 |
2.823 |
2.742 |
| S2 |
2.709 |
2.709 |
2.806 |
|
| S3 |
2.521 |
2.587 |
2.788 |
|
| S4 |
2.333 |
2.399 |
2.737 |
|
|
| 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 |
2.832 |
0.290 |
10.2% |
0.108 |
3.8% |
3% |
False |
True |
162,003 |
| 10 |
3.122 |
2.832 |
0.290 |
10.2% |
0.089 |
3.1% |
3% |
False |
True |
134,206 |
| 20 |
3.128 |
2.832 |
0.296 |
10.4% |
0.085 |
3.0% |
3% |
False |
True |
114,418 |
| 40 |
3.530 |
2.832 |
0.698 |
24.6% |
0.089 |
3.1% |
1% |
False |
True |
80,776 |
| 60 |
3.530 |
2.832 |
0.698 |
24.6% |
0.085 |
3.0% |
1% |
False |
True |
61,482 |
| 80 |
3.530 |
2.832 |
0.698 |
24.6% |
0.085 |
3.0% |
1% |
False |
True |
49,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.819 |
|
2.618 |
3.512 |
|
1.618 |
3.324 |
|
1.000 |
3.208 |
|
0.618 |
3.136 |
|
HIGH |
3.020 |
|
0.618 |
2.948 |
|
0.500 |
2.926 |
|
0.382 |
2.904 |
|
LOW |
2.832 |
|
0.618 |
2.716 |
|
1.000 |
2.644 |
|
1.618 |
2.528 |
|
2.618 |
2.340 |
|
4.250 |
2.033 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.926 |
2.942 |
| PP |
2.897 |
2.908 |
| S1 |
2.869 |
2.874 |
|