NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.953 |
2.955 |
0.002 |
0.1% |
3.000 |
| High |
3.048 |
3.016 |
-0.032 |
-1.0% |
3.114 |
| Low |
2.935 |
2.830 |
-0.105 |
-3.6% |
2.972 |
| Close |
2.953 |
2.837 |
-0.116 |
-3.9% |
3.031 |
| Range |
0.113 |
0.186 |
0.073 |
64.6% |
0.142 |
| ATR |
0.084 |
0.091 |
0.007 |
8.7% |
0.000 |
| Volume |
39,656 |
71,580 |
31,924 |
80.5% |
179,902 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.452 |
3.331 |
2.939 |
|
| R3 |
3.266 |
3.145 |
2.888 |
|
| R2 |
3.080 |
3.080 |
2.871 |
|
| R1 |
2.959 |
2.959 |
2.854 |
2.927 |
| PP |
2.894 |
2.894 |
2.894 |
2.878 |
| S1 |
2.773 |
2.773 |
2.820 |
2.741 |
| S2 |
2.708 |
2.708 |
2.803 |
|
| S3 |
2.522 |
2.587 |
2.786 |
|
| S4 |
2.336 |
2.401 |
2.735 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.465 |
3.390 |
3.109 |
|
| R3 |
3.323 |
3.248 |
3.070 |
|
| R2 |
3.181 |
3.181 |
3.057 |
|
| R1 |
3.106 |
3.106 |
3.044 |
3.144 |
| PP |
3.039 |
3.039 |
3.039 |
3.058 |
| S1 |
2.964 |
2.964 |
3.018 |
3.002 |
| S2 |
2.897 |
2.897 |
3.005 |
|
| S3 |
2.755 |
2.822 |
2.992 |
|
| S4 |
2.613 |
2.680 |
2.953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.114 |
2.830 |
0.284 |
10.0% |
0.105 |
3.7% |
2% |
False |
True |
46,894 |
| 10 |
3.114 |
2.830 |
0.284 |
10.0% |
0.085 |
3.0% |
2% |
False |
True |
38,935 |
| 20 |
3.114 |
2.830 |
0.284 |
10.0% |
0.081 |
2.9% |
2% |
False |
True |
46,494 |
| 40 |
3.506 |
2.830 |
0.676 |
23.8% |
0.084 |
3.0% |
1% |
False |
True |
38,172 |
| 60 |
3.506 |
2.830 |
0.676 |
23.8% |
0.081 |
2.9% |
1% |
False |
True |
32,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.807 |
|
2.618 |
3.503 |
|
1.618 |
3.317 |
|
1.000 |
3.202 |
|
0.618 |
3.131 |
|
HIGH |
3.016 |
|
0.618 |
2.945 |
|
0.500 |
2.923 |
|
0.382 |
2.901 |
|
LOW |
2.830 |
|
0.618 |
2.715 |
|
1.000 |
2.644 |
|
1.618 |
2.529 |
|
2.618 |
2.343 |
|
4.250 |
2.040 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.923 |
2.939 |
| PP |
2.894 |
2.905 |
| S1 |
2.866 |
2.871 |
|