NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.982 |
3.022 |
0.040 |
1.3% |
2.898 |
| High |
3.049 |
3.094 |
0.045 |
1.5% |
3.053 |
| Low |
2.980 |
3.020 |
0.040 |
1.3% |
2.870 |
| Close |
3.020 |
3.088 |
0.068 |
2.3% |
2.980 |
| Range |
0.069 |
0.074 |
0.005 |
7.2% |
0.183 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.2% |
0.000 |
| Volume |
114,340 |
133,413 |
19,073 |
16.7% |
872,495 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.289 |
3.263 |
3.129 |
|
| R3 |
3.215 |
3.189 |
3.108 |
|
| R2 |
3.141 |
3.141 |
3.102 |
|
| R1 |
3.115 |
3.115 |
3.095 |
3.128 |
| PP |
3.067 |
3.067 |
3.067 |
3.074 |
| S1 |
3.041 |
3.041 |
3.081 |
3.054 |
| S2 |
2.993 |
2.993 |
3.074 |
|
| S3 |
2.919 |
2.967 |
3.068 |
|
| S4 |
2.845 |
2.893 |
3.047 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.517 |
3.431 |
3.081 |
|
| R3 |
3.334 |
3.248 |
3.030 |
|
| R2 |
3.151 |
3.151 |
3.014 |
|
| R1 |
3.065 |
3.065 |
2.997 |
3.108 |
| PP |
2.968 |
2.968 |
2.968 |
2.989 |
| S1 |
2.882 |
2.882 |
2.963 |
2.925 |
| S2 |
2.785 |
2.785 |
2.946 |
|
| S3 |
2.602 |
2.699 |
2.930 |
|
| S4 |
2.419 |
2.516 |
2.879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.094 |
2.928 |
0.166 |
5.4% |
0.072 |
2.3% |
96% |
True |
False |
150,374 |
| 10 |
3.094 |
2.832 |
0.262 |
8.5% |
0.090 |
2.9% |
98% |
True |
False |
166,377 |
| 20 |
3.122 |
2.832 |
0.290 |
9.4% |
0.082 |
2.7% |
88% |
False |
False |
141,616 |
| 40 |
3.462 |
2.832 |
0.630 |
20.4% |
0.086 |
2.8% |
41% |
False |
False |
106,927 |
| 60 |
3.530 |
2.832 |
0.698 |
22.6% |
0.086 |
2.8% |
37% |
False |
False |
81,879 |
| 80 |
3.530 |
2.832 |
0.698 |
22.6% |
0.085 |
2.7% |
37% |
False |
False |
66,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.409 |
|
2.618 |
3.288 |
|
1.618 |
3.214 |
|
1.000 |
3.168 |
|
0.618 |
3.140 |
|
HIGH |
3.094 |
|
0.618 |
3.066 |
|
0.500 |
3.057 |
|
0.382 |
3.048 |
|
LOW |
3.020 |
|
0.618 |
2.974 |
|
1.000 |
2.946 |
|
1.618 |
2.900 |
|
2.618 |
2.826 |
|
4.250 |
2.706 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.078 |
3.062 |
| PP |
3.067 |
3.037 |
| S1 |
3.057 |
3.011 |
|