NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.925 |
3.035 |
0.110 |
3.8% |
2.949 |
| High |
3.053 |
3.043 |
-0.010 |
-0.3% |
3.050 |
| Low |
2.921 |
2.970 |
0.049 |
1.7% |
2.832 |
| Close |
3.047 |
2.985 |
-0.062 |
-2.0% |
2.864 |
| Range |
0.132 |
0.073 |
-0.059 |
-44.7% |
0.218 |
| ATR |
0.094 |
0.093 |
-0.001 |
-1.3% |
0.000 |
| Volume |
203,416 |
180,109 |
-23,307 |
-11.5% |
686,106 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.218 |
3.175 |
3.025 |
|
| R3 |
3.145 |
3.102 |
3.005 |
|
| R2 |
3.072 |
3.072 |
2.998 |
|
| R1 |
3.029 |
3.029 |
2.992 |
3.014 |
| PP |
2.999 |
2.999 |
2.999 |
2.992 |
| S1 |
2.956 |
2.956 |
2.978 |
2.941 |
| S2 |
2.926 |
2.926 |
2.972 |
|
| S3 |
2.853 |
2.883 |
2.965 |
|
| S4 |
2.780 |
2.810 |
2.945 |
|
|
| 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 |
2.847 |
0.206 |
6.9% |
0.085 |
2.8% |
67% |
False |
False |
170,524 |
| 10 |
3.122 |
2.832 |
0.290 |
9.7% |
0.097 |
3.2% |
53% |
False |
False |
166,263 |
| 20 |
3.122 |
2.832 |
0.290 |
9.7% |
0.086 |
2.9% |
53% |
False |
False |
132,836 |
| 40 |
3.473 |
2.832 |
0.641 |
21.5% |
0.088 |
3.0% |
24% |
False |
False |
96,932 |
| 60 |
3.530 |
2.832 |
0.698 |
23.4% |
0.086 |
2.9% |
22% |
False |
False |
73,699 |
| 80 |
3.530 |
2.832 |
0.698 |
23.4% |
0.086 |
2.9% |
22% |
False |
False |
59,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.353 |
|
2.618 |
3.234 |
|
1.618 |
3.161 |
|
1.000 |
3.116 |
|
0.618 |
3.088 |
|
HIGH |
3.043 |
|
0.618 |
3.015 |
|
0.500 |
3.007 |
|
0.382 |
2.998 |
|
LOW |
2.970 |
|
0.618 |
2.925 |
|
1.000 |
2.897 |
|
1.618 |
2.852 |
|
2.618 |
2.779 |
|
4.250 |
2.660 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.007 |
2.977 |
| PP |
2.999 |
2.969 |
| S1 |
2.992 |
2.962 |
|