NYMEX Natural Gas Future September 2017
Trading Metrics calculated at close of trading on 12-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
2.919 |
3.023 |
0.104 |
3.6% |
2.953 |
High |
3.043 |
3.031 |
-0.012 |
-0.4% |
3.048 |
Low |
2.917 |
2.957 |
0.040 |
1.4% |
2.830 |
Close |
3.038 |
2.975 |
-0.063 |
-2.1% |
2.857 |
Range |
0.126 |
0.074 |
-0.052 |
-41.3% |
0.218 |
ATR |
0.091 |
0.090 |
-0.001 |
-0.8% |
0.000 |
Volume |
107,533 |
103,224 |
-4,309 |
-4.0% |
214,119 |
|
Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.210 |
3.166 |
3.016 |
|
R3 |
3.136 |
3.092 |
2.995 |
|
R2 |
3.062 |
3.062 |
2.989 |
|
R1 |
3.018 |
3.018 |
2.982 |
3.003 |
PP |
2.988 |
2.988 |
2.988 |
2.980 |
S1 |
2.944 |
2.944 |
2.968 |
2.929 |
S2 |
2.914 |
2.914 |
2.961 |
|
S3 |
2.840 |
2.870 |
2.955 |
|
S4 |
2.766 |
2.796 |
2.934 |
|
|
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 |
2.842 |
0.201 |
6.8% |
0.082 |
2.8% |
66% |
False |
False |
81,668 |
10 |
3.114 |
2.830 |
0.284 |
9.5% |
0.093 |
3.1% |
51% |
False |
False |
64,281 |
20 |
3.114 |
2.830 |
0.284 |
9.5% |
0.082 |
2.8% |
51% |
False |
False |
50,159 |
40 |
3.451 |
2.830 |
0.621 |
20.9% |
0.084 |
2.8% |
23% |
False |
False |
45,073 |
60 |
3.506 |
2.830 |
0.676 |
22.7% |
0.082 |
2.7% |
21% |
False |
False |
36,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.346 |
2.618 |
3.225 |
1.618 |
3.151 |
1.000 |
3.105 |
0.618 |
3.077 |
HIGH |
3.031 |
0.618 |
3.003 |
0.500 |
2.994 |
0.382 |
2.985 |
LOW |
2.957 |
0.618 |
2.911 |
1.000 |
2.883 |
1.618 |
2.837 |
2.618 |
2.763 |
4.250 |
2.643 |
|
|
Fisher Pivots for day following 12-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
2.994 |
2.968 |
PP |
2.988 |
2.960 |
S1 |
2.981 |
2.953 |
|