NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.952 |
2.857 |
-0.095 |
-3.2% |
3.003 |
| High |
3.020 |
2.893 |
-0.127 |
-4.2% |
3.122 |
| Low |
2.832 |
2.849 |
0.017 |
0.6% |
2.974 |
| Close |
2.840 |
2.888 |
0.048 |
1.7% |
3.035 |
| Range |
0.188 |
0.044 |
-0.144 |
-76.6% |
0.148 |
| ATR |
0.095 |
0.092 |
-0.003 |
-3.1% |
0.000 |
| Volume |
239,392 |
147,746 |
-91,646 |
-38.3% |
676,058 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.009 |
2.992 |
2.912 |
|
| R3 |
2.965 |
2.948 |
2.900 |
|
| R2 |
2.921 |
2.921 |
2.896 |
|
| R1 |
2.904 |
2.904 |
2.892 |
2.913 |
| PP |
2.877 |
2.877 |
2.877 |
2.881 |
| S1 |
2.860 |
2.860 |
2.884 |
2.869 |
| S2 |
2.833 |
2.833 |
2.880 |
|
| S3 |
2.789 |
2.816 |
2.876 |
|
| S4 |
2.745 |
2.772 |
2.864 |
|
|
| 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 |
10.0% |
0.103 |
3.6% |
19% |
False |
False |
167,693 |
| 10 |
3.122 |
2.832 |
0.290 |
10.0% |
0.087 |
3.0% |
19% |
False |
False |
139,156 |
| 20 |
3.122 |
2.832 |
0.290 |
10.0% |
0.083 |
2.9% |
19% |
False |
False |
117,035 |
| 40 |
3.530 |
2.832 |
0.698 |
24.2% |
0.088 |
3.0% |
8% |
False |
False |
83,558 |
| 60 |
3.530 |
2.832 |
0.698 |
24.2% |
0.085 |
2.9% |
8% |
False |
False |
63,616 |
| 80 |
3.530 |
2.832 |
0.698 |
24.2% |
0.085 |
2.9% |
8% |
False |
False |
51,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.080 |
|
2.618 |
3.008 |
|
1.618 |
2.964 |
|
1.000 |
2.937 |
|
0.618 |
2.920 |
|
HIGH |
2.893 |
|
0.618 |
2.876 |
|
0.500 |
2.871 |
|
0.382 |
2.866 |
|
LOW |
2.849 |
|
0.618 |
2.822 |
|
1.000 |
2.805 |
|
1.618 |
2.778 |
|
2.618 |
2.734 |
|
4.250 |
2.662 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.882 |
2.941 |
| PP |
2.877 |
2.923 |
| S1 |
2.871 |
2.906 |
|