NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.907 |
2.944 |
0.037 |
1.3% |
2.982 |
| High |
2.950 |
2.965 |
0.015 |
0.5% |
3.114 |
| Low |
2.899 |
2.895 |
-0.004 |
-0.1% |
2.938 |
| Close |
2.944 |
2.924 |
-0.020 |
-0.7% |
2.970 |
| Range |
0.051 |
0.070 |
0.019 |
37.3% |
0.176 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.2% |
0.000 |
| Volume |
50,576 |
45,379 |
-5,197 |
-10.3% |
685,572 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.138 |
3.101 |
2.963 |
|
| R3 |
3.068 |
3.031 |
2.943 |
|
| R2 |
2.998 |
2.998 |
2.937 |
|
| R1 |
2.961 |
2.961 |
2.930 |
2.945 |
| PP |
2.928 |
2.928 |
2.928 |
2.920 |
| S1 |
2.891 |
2.891 |
2.918 |
2.875 |
| S2 |
2.858 |
2.858 |
2.911 |
|
| S3 |
2.788 |
2.821 |
2.905 |
|
| S4 |
2.718 |
2.751 |
2.886 |
|
|
| 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 |
2.880 |
0.234 |
8.0% |
0.080 |
2.7% |
19% |
False |
False |
112,066 |
| 10 |
3.114 |
2.880 |
0.234 |
8.0% |
0.073 |
2.5% |
19% |
False |
False |
123,397 |
| 20 |
3.122 |
2.832 |
0.290 |
9.9% |
0.085 |
2.9% |
32% |
False |
False |
144,830 |
| 40 |
3.205 |
2.832 |
0.373 |
12.8% |
0.083 |
2.8% |
25% |
False |
False |
116,670 |
| 60 |
3.530 |
2.832 |
0.698 |
23.9% |
0.085 |
2.9% |
13% |
False |
False |
90,716 |
| 80 |
3.530 |
2.832 |
0.698 |
23.9% |
0.085 |
2.9% |
13% |
False |
False |
73,383 |
| 100 |
3.530 |
2.832 |
0.698 |
23.9% |
0.083 |
2.8% |
13% |
False |
False |
61,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.263 |
|
2.618 |
3.148 |
|
1.618 |
3.078 |
|
1.000 |
3.035 |
|
0.618 |
3.008 |
|
HIGH |
2.965 |
|
0.618 |
2.938 |
|
0.500 |
2.930 |
|
0.382 |
2.922 |
|
LOW |
2.895 |
|
0.618 |
2.852 |
|
1.000 |
2.825 |
|
1.618 |
2.782 |
|
2.618 |
2.712 |
|
4.250 |
2.598 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.930 |
2.924 |
| PP |
2.928 |
2.923 |
| S1 |
2.926 |
2.923 |
|