NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.851 |
2.887 |
0.036 |
1.3% |
2.953 |
| High |
2.891 |
2.938 |
0.047 |
1.6% |
3.048 |
| Low |
2.848 |
2.842 |
-0.006 |
-0.2% |
2.830 |
| Close |
2.881 |
2.857 |
-0.024 |
-0.8% |
2.857 |
| Range |
0.043 |
0.096 |
0.053 |
123.3% |
0.218 |
| ATR |
0.088 |
0.089 |
0.001 |
0.6% |
0.000 |
| Volume |
56,430 |
46,453 |
-9,977 |
-17.7% |
214,119 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.167 |
3.108 |
2.910 |
|
| R3 |
3.071 |
3.012 |
2.883 |
|
| R2 |
2.975 |
2.975 |
2.875 |
|
| R1 |
2.916 |
2.916 |
2.866 |
2.898 |
| PP |
2.879 |
2.879 |
2.879 |
2.870 |
| S1 |
2.820 |
2.820 |
2.848 |
2.802 |
| S2 |
2.783 |
2.783 |
2.839 |
|
| S3 |
2.687 |
2.724 |
2.831 |
|
| S4 |
2.591 |
2.628 |
2.804 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.566 |
3.429 |
2.977 |
|
| R3 |
3.348 |
3.211 |
2.917 |
|
| R2 |
3.130 |
3.130 |
2.897 |
|
| R1 |
2.993 |
2.993 |
2.877 |
2.953 |
| PP |
2.912 |
2.912 |
2.912 |
2.891 |
| S1 |
2.775 |
2.775 |
2.837 |
2.735 |
| S2 |
2.694 |
2.694 |
2.817 |
|
| S3 |
2.476 |
2.557 |
2.797 |
|
| S4 |
2.258 |
2.339 |
2.737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.048 |
2.830 |
0.218 |
7.6% |
0.102 |
3.6% |
12% |
False |
False |
50,805 |
| 10 |
3.114 |
2.830 |
0.284 |
9.9% |
0.083 |
2.9% |
10% |
False |
False |
41,797 |
| 20 |
3.114 |
2.830 |
0.284 |
9.9% |
0.080 |
2.8% |
10% |
False |
False |
45,718 |
| 40 |
3.506 |
2.830 |
0.676 |
23.7% |
0.083 |
2.9% |
4% |
False |
False |
39,529 |
| 60 |
3.506 |
2.830 |
0.676 |
23.7% |
0.081 |
2.8% |
4% |
False |
False |
32,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.346 |
|
2.618 |
3.189 |
|
1.618 |
3.093 |
|
1.000 |
3.034 |
|
0.618 |
2.997 |
|
HIGH |
2.938 |
|
0.618 |
2.901 |
|
0.500 |
2.890 |
|
0.382 |
2.879 |
|
LOW |
2.842 |
|
0.618 |
2.783 |
|
1.000 |
2.746 |
|
1.618 |
2.687 |
|
2.618 |
2.591 |
|
4.250 |
2.434 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.890 |
2.923 |
| PP |
2.879 |
2.901 |
| S1 |
2.868 |
2.879 |
|