NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
3.066 |
3.030 |
-0.036 |
-1.2% |
2.982 |
| High |
3.114 |
3.044 |
-0.070 |
-2.2% |
3.114 |
| Low |
3.017 |
2.938 |
-0.079 |
-2.6% |
2.938 |
| Close |
3.043 |
2.970 |
-0.073 |
-2.4% |
2.970 |
| Range |
0.097 |
0.106 |
0.009 |
9.3% |
0.176 |
| ATR |
0.085 |
0.087 |
0.001 |
1.7% |
0.000 |
| Volume |
177,683 |
158,256 |
-19,427 |
-10.9% |
685,572 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.242 |
3.028 |
|
| R3 |
3.196 |
3.136 |
2.999 |
|
| R2 |
3.090 |
3.090 |
2.989 |
|
| R1 |
3.030 |
3.030 |
2.980 |
3.007 |
| PP |
2.984 |
2.984 |
2.984 |
2.973 |
| S1 |
2.924 |
2.924 |
2.960 |
2.901 |
| S2 |
2.878 |
2.878 |
2.951 |
|
| S3 |
2.772 |
2.818 |
2.941 |
|
| S4 |
2.666 |
2.712 |
2.912 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.535 |
3.429 |
3.067 |
|
| R3 |
3.359 |
3.253 |
3.018 |
|
| R2 |
3.183 |
3.183 |
3.002 |
|
| R1 |
3.077 |
3.077 |
2.986 |
3.042 |
| PP |
3.007 |
3.007 |
3.007 |
2.990 |
| S1 |
2.901 |
2.901 |
2.954 |
2.866 |
| S2 |
2.831 |
2.831 |
2.938 |
|
| S3 |
2.655 |
2.725 |
2.922 |
|
| S4 |
2.479 |
2.549 |
2.873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.114 |
2.938 |
0.176 |
5.9% |
0.077 |
2.6% |
18% |
False |
True |
137,114 |
| 10 |
3.114 |
2.870 |
0.244 |
8.2% |
0.081 |
2.7% |
41% |
False |
False |
155,806 |
| 20 |
3.122 |
2.832 |
0.290 |
9.8% |
0.084 |
2.8% |
48% |
False |
False |
150,008 |
| 40 |
3.391 |
2.832 |
0.559 |
18.8% |
0.086 |
2.9% |
25% |
False |
False |
114,695 |
| 60 |
3.530 |
2.832 |
0.698 |
23.5% |
0.086 |
2.9% |
20% |
False |
False |
88,067 |
| 80 |
3.530 |
2.832 |
0.698 |
23.5% |
0.085 |
2.9% |
20% |
False |
False |
71,087 |
| 100 |
3.530 |
2.832 |
0.698 |
23.5% |
0.084 |
2.8% |
20% |
False |
False |
59,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.495 |
|
2.618 |
3.322 |
|
1.618 |
3.216 |
|
1.000 |
3.150 |
|
0.618 |
3.110 |
|
HIGH |
3.044 |
|
0.618 |
3.004 |
|
0.500 |
2.991 |
|
0.382 |
2.978 |
|
LOW |
2.938 |
|
0.618 |
2.872 |
|
1.000 |
2.832 |
|
1.618 |
2.766 |
|
2.618 |
2.660 |
|
4.250 |
2.488 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.991 |
3.026 |
| PP |
2.984 |
3.007 |
| S1 |
2.977 |
2.989 |
|