NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.898 |
2.925 |
0.027 |
0.9% |
2.949 |
| High |
2.946 |
3.053 |
0.107 |
3.6% |
3.050 |
| Low |
2.870 |
2.921 |
0.051 |
1.8% |
2.832 |
| Close |
2.929 |
3.047 |
0.118 |
4.0% |
2.864 |
| Range |
0.076 |
0.132 |
0.056 |
73.7% |
0.218 |
| ATR |
0.092 |
0.094 |
0.003 |
3.2% |
0.000 |
| Volume |
164,958 |
203,416 |
38,458 |
23.3% |
686,106 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.403 |
3.357 |
3.120 |
|
| R3 |
3.271 |
3.225 |
3.083 |
|
| R2 |
3.139 |
3.139 |
3.071 |
|
| R1 |
3.093 |
3.093 |
3.059 |
3.116 |
| PP |
3.007 |
3.007 |
3.007 |
3.019 |
| S1 |
2.961 |
2.961 |
3.035 |
2.984 |
| S2 |
2.875 |
2.875 |
3.023 |
|
| S3 |
2.743 |
2.829 |
3.011 |
|
| S4 |
2.611 |
2.697 |
2.974 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.569 |
3.435 |
2.984 |
|
| R3 |
3.351 |
3.217 |
2.924 |
|
| R2 |
3.133 |
3.133 |
2.904 |
|
| R1 |
2.999 |
2.999 |
2.884 |
2.957 |
| PP |
2.915 |
2.915 |
2.915 |
2.895 |
| S1 |
2.781 |
2.781 |
2.844 |
2.739 |
| S2 |
2.697 |
2.697 |
2.824 |
|
| S3 |
2.479 |
2.563 |
2.804 |
|
| S4 |
2.261 |
2.345 |
2.744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.053 |
2.832 |
0.221 |
7.3% |
0.108 |
3.5% |
97% |
True |
False |
182,380 |
| 10 |
3.122 |
2.832 |
0.290 |
9.5% |
0.094 |
3.1% |
74% |
False |
False |
161,354 |
| 20 |
3.122 |
2.832 |
0.290 |
9.5% |
0.088 |
2.9% |
74% |
False |
False |
129,743 |
| 40 |
3.501 |
2.832 |
0.669 |
22.0% |
0.088 |
2.9% |
32% |
False |
False |
93,344 |
| 60 |
3.530 |
2.832 |
0.698 |
22.9% |
0.086 |
2.8% |
31% |
False |
False |
70,918 |
| 80 |
3.530 |
2.832 |
0.698 |
22.9% |
0.086 |
2.8% |
31% |
False |
False |
57,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.614 |
|
2.618 |
3.399 |
|
1.618 |
3.267 |
|
1.000 |
3.185 |
|
0.618 |
3.135 |
|
HIGH |
3.053 |
|
0.618 |
3.003 |
|
0.500 |
2.987 |
|
0.382 |
2.971 |
|
LOW |
2.921 |
|
0.618 |
2.839 |
|
1.000 |
2.789 |
|
1.618 |
2.707 |
|
2.618 |
2.575 |
|
4.250 |
2.360 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.027 |
3.015 |
| PP |
3.007 |
2.982 |
| S1 |
2.987 |
2.950 |
|