NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.892 |
2.919 |
0.027 |
0.9% |
2.953 |
| High |
2.934 |
3.043 |
0.109 |
3.7% |
3.048 |
| Low |
2.863 |
2.917 |
0.054 |
1.9% |
2.830 |
| Close |
2.924 |
3.038 |
0.114 |
3.9% |
2.857 |
| Range |
0.071 |
0.126 |
0.055 |
77.5% |
0.218 |
| ATR |
0.088 |
0.091 |
0.003 |
3.1% |
0.000 |
| Volume |
94,701 |
107,533 |
12,832 |
13.6% |
214,119 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.377 |
3.334 |
3.107 |
|
| R3 |
3.251 |
3.208 |
3.073 |
|
| R2 |
3.125 |
3.125 |
3.061 |
|
| R1 |
3.082 |
3.082 |
3.050 |
3.104 |
| PP |
2.999 |
2.999 |
2.999 |
3.010 |
| S1 |
2.956 |
2.956 |
3.026 |
2.978 |
| S2 |
2.873 |
2.873 |
3.015 |
|
| S3 |
2.747 |
2.830 |
3.003 |
|
| S4 |
2.621 |
2.704 |
2.969 |
|
|
| 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 |
3.043 |
2.830 |
0.213 |
7.0% |
0.104 |
3.4% |
98% |
True |
False |
75,339 |
| 10 |
3.114 |
2.830 |
0.284 |
9.3% |
0.091 |
3.0% |
73% |
False |
False |
56,677 |
| 20 |
3.114 |
2.830 |
0.284 |
9.3% |
0.084 |
2.8% |
73% |
False |
False |
48,433 |
| 40 |
3.480 |
2.830 |
0.650 |
21.4% |
0.084 |
2.8% |
32% |
False |
False |
43,088 |
| 60 |
3.506 |
2.830 |
0.676 |
22.3% |
0.082 |
2.7% |
31% |
False |
False |
35,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.579 |
|
2.618 |
3.373 |
|
1.618 |
3.247 |
|
1.000 |
3.169 |
|
0.618 |
3.121 |
|
HIGH |
3.043 |
|
0.618 |
2.995 |
|
0.500 |
2.980 |
|
0.382 |
2.965 |
|
LOW |
2.917 |
|
0.618 |
2.839 |
|
1.000 |
2.791 |
|
1.618 |
2.713 |
|
2.618 |
2.587 |
|
4.250 |
2.382 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.019 |
3.006 |
| PP |
2.999 |
2.974 |
| S1 |
2.980 |
2.943 |
|