NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.944 |
2.926 |
-0.018 |
-0.6% |
2.982 |
| High |
2.965 |
2.998 |
0.033 |
1.1% |
3.114 |
| Low |
2.895 |
2.903 |
0.008 |
0.3% |
2.938 |
| Close |
2.924 |
2.969 |
0.045 |
1.5% |
2.970 |
| Range |
0.070 |
0.095 |
0.025 |
35.7% |
0.176 |
| ATR |
0.083 |
0.084 |
0.001 |
1.0% |
0.000 |
| Volume |
45,379 |
9,320 |
-36,059 |
-79.5% |
685,572 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.242 |
3.200 |
3.021 |
|
| R3 |
3.147 |
3.105 |
2.995 |
|
| R2 |
3.052 |
3.052 |
2.986 |
|
| R1 |
3.010 |
3.010 |
2.978 |
3.031 |
| PP |
2.957 |
2.957 |
2.957 |
2.967 |
| S1 |
2.915 |
2.915 |
2.960 |
2.936 |
| S2 |
2.862 |
2.862 |
2.952 |
|
| S3 |
2.767 |
2.820 |
2.943 |
|
| S4 |
2.672 |
2.725 |
2.917 |
|
|
| 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 |
3.044 |
2.880 |
0.164 |
5.5% |
0.079 |
2.7% |
54% |
False |
False |
78,393 |
| 10 |
3.114 |
2.880 |
0.234 |
7.9% |
0.075 |
2.5% |
38% |
False |
False |
107,091 |
| 20 |
3.122 |
2.832 |
0.290 |
9.8% |
0.086 |
2.9% |
47% |
False |
False |
139,331 |
| 40 |
3.161 |
2.832 |
0.329 |
11.1% |
0.083 |
2.8% |
42% |
False |
False |
115,291 |
| 60 |
3.530 |
2.832 |
0.698 |
23.5% |
0.085 |
2.9% |
20% |
False |
False |
90,374 |
| 80 |
3.530 |
2.832 |
0.698 |
23.5% |
0.085 |
2.9% |
20% |
False |
False |
73,333 |
| 100 |
3.530 |
2.832 |
0.698 |
23.5% |
0.083 |
2.8% |
20% |
False |
False |
61,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.402 |
|
2.618 |
3.247 |
|
1.618 |
3.152 |
|
1.000 |
3.093 |
|
0.618 |
3.057 |
|
HIGH |
2.998 |
|
0.618 |
2.962 |
|
0.500 |
2.951 |
|
0.382 |
2.939 |
|
LOW |
2.903 |
|
0.618 |
2.844 |
|
1.000 |
2.808 |
|
1.618 |
2.749 |
|
2.618 |
2.654 |
|
4.250 |
2.499 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.963 |
2.962 |
| PP |
2.957 |
2.954 |
| S1 |
2.951 |
2.947 |
|