NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
3.082 |
3.066 |
-0.016 |
-0.5% |
2.898 |
| High |
3.103 |
3.114 |
0.011 |
0.4% |
3.053 |
| Low |
3.062 |
3.017 |
-0.045 |
-1.5% |
2.870 |
| Close |
3.066 |
3.043 |
-0.023 |
-0.8% |
2.980 |
| Range |
0.041 |
0.097 |
0.056 |
136.6% |
0.183 |
| ATR |
0.084 |
0.085 |
0.001 |
1.1% |
0.000 |
| Volume |
101,880 |
177,683 |
75,803 |
74.4% |
872,495 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.349 |
3.293 |
3.096 |
|
| R3 |
3.252 |
3.196 |
3.070 |
|
| R2 |
3.155 |
3.155 |
3.061 |
|
| R1 |
3.099 |
3.099 |
3.052 |
3.079 |
| PP |
3.058 |
3.058 |
3.058 |
3.048 |
| S1 |
3.002 |
3.002 |
3.034 |
2.982 |
| S2 |
2.961 |
2.961 |
3.025 |
|
| S3 |
2.864 |
2.905 |
3.016 |
|
| S4 |
2.767 |
2.808 |
2.990 |
|
|
| 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 |
3.114 |
2.928 |
0.186 |
6.1% |
0.071 |
2.3% |
62% |
True |
False |
135,790 |
| 10 |
3.114 |
2.847 |
0.267 |
8.8% |
0.081 |
2.7% |
73% |
True |
False |
155,620 |
| 20 |
3.122 |
2.832 |
0.290 |
9.5% |
0.084 |
2.8% |
73% |
False |
False |
147,388 |
| 40 |
3.391 |
2.832 |
0.559 |
18.4% |
0.085 |
2.8% |
38% |
False |
False |
111,350 |
| 60 |
3.530 |
2.832 |
0.698 |
22.9% |
0.086 |
2.8% |
30% |
False |
False |
85,873 |
| 80 |
3.530 |
2.832 |
0.698 |
22.9% |
0.085 |
2.8% |
30% |
False |
False |
69,264 |
| 100 |
3.530 |
2.832 |
0.698 |
22.9% |
0.084 |
2.8% |
30% |
False |
False |
58,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.526 |
|
2.618 |
3.368 |
|
1.618 |
3.271 |
|
1.000 |
3.211 |
|
0.618 |
3.174 |
|
HIGH |
3.114 |
|
0.618 |
3.077 |
|
0.500 |
3.066 |
|
0.382 |
3.054 |
|
LOW |
3.017 |
|
0.618 |
2.957 |
|
1.000 |
2.920 |
|
1.618 |
2.860 |
|
2.618 |
2.763 |
|
4.250 |
2.605 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.066 |
3.066 |
| PP |
3.058 |
3.058 |
| S1 |
3.051 |
3.051 |
|