NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.955 |
2.851 |
-0.104 |
-3.5% |
3.000 |
| High |
3.016 |
2.891 |
-0.125 |
-4.1% |
3.114 |
| Low |
2.830 |
2.848 |
0.018 |
0.6% |
2.972 |
| Close |
2.837 |
2.881 |
0.044 |
1.6% |
3.031 |
| Range |
0.186 |
0.043 |
-0.143 |
-76.9% |
0.142 |
| ATR |
0.091 |
0.088 |
-0.003 |
-2.9% |
0.000 |
| Volume |
71,580 |
56,430 |
-15,150 |
-21.2% |
179,902 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.002 |
2.985 |
2.905 |
|
| R3 |
2.959 |
2.942 |
2.893 |
|
| R2 |
2.916 |
2.916 |
2.889 |
|
| R1 |
2.899 |
2.899 |
2.885 |
2.908 |
| PP |
2.873 |
2.873 |
2.873 |
2.878 |
| S1 |
2.856 |
2.856 |
2.877 |
2.865 |
| S2 |
2.830 |
2.830 |
2.873 |
|
| S3 |
2.787 |
2.813 |
2.869 |
|
| S4 |
2.744 |
2.770 |
2.857 |
|
|
| 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 |
9.9% |
0.100 |
3.5% |
18% |
False |
False |
50,725 |
| 10 |
3.114 |
2.830 |
0.284 |
9.9% |
0.083 |
2.9% |
18% |
False |
False |
40,568 |
| 20 |
3.114 |
2.830 |
0.284 |
9.9% |
0.080 |
2.8% |
18% |
False |
False |
46,233 |
| 40 |
3.506 |
2.830 |
0.676 |
23.5% |
0.084 |
2.9% |
8% |
False |
False |
38,996 |
| 60 |
3.506 |
2.830 |
0.676 |
23.5% |
0.081 |
2.8% |
8% |
False |
False |
32,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.074 |
|
2.618 |
3.004 |
|
1.618 |
2.961 |
|
1.000 |
2.934 |
|
0.618 |
2.918 |
|
HIGH |
2.891 |
|
0.618 |
2.875 |
|
0.500 |
2.870 |
|
0.382 |
2.864 |
|
LOW |
2.848 |
|
0.618 |
2.821 |
|
1.000 |
2.805 |
|
1.618 |
2.778 |
|
2.618 |
2.735 |
|
4.250 |
2.665 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.877 |
2.939 |
| PP |
2.873 |
2.920 |
| S1 |
2.870 |
2.900 |
|