NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.985 |
2.950 |
-0.035 |
-1.2% |
2.892 |
| High |
3.007 |
2.984 |
-0.023 |
-0.8% |
3.043 |
| Low |
2.934 |
2.917 |
-0.017 |
-0.6% |
2.863 |
| Close |
2.948 |
2.971 |
0.023 |
0.8% |
2.971 |
| Range |
0.073 |
0.067 |
-0.006 |
-8.2% |
0.180 |
| ATR |
0.089 |
0.087 |
-0.002 |
-1.8% |
0.000 |
| Volume |
106,560 |
98,967 |
-7,593 |
-7.1% |
510,985 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.158 |
3.132 |
3.008 |
|
| R3 |
3.091 |
3.065 |
2.989 |
|
| R2 |
3.024 |
3.024 |
2.983 |
|
| R1 |
2.998 |
2.998 |
2.977 |
3.011 |
| PP |
2.957 |
2.957 |
2.957 |
2.964 |
| S1 |
2.931 |
2.931 |
2.965 |
2.944 |
| S2 |
2.890 |
2.890 |
2.959 |
|
| S3 |
2.823 |
2.864 |
2.953 |
|
| S4 |
2.756 |
2.797 |
2.934 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.499 |
3.415 |
3.070 |
|
| R3 |
3.319 |
3.235 |
3.021 |
|
| R2 |
3.139 |
3.139 |
3.004 |
|
| R1 |
3.055 |
3.055 |
2.988 |
3.097 |
| PP |
2.959 |
2.959 |
2.959 |
2.980 |
| S1 |
2.875 |
2.875 |
2.955 |
2.917 |
| S2 |
2.779 |
2.779 |
2.938 |
|
| S3 |
2.599 |
2.695 |
2.922 |
|
| S4 |
2.419 |
2.515 |
2.872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.043 |
2.863 |
0.180 |
6.1% |
0.082 |
2.8% |
60% |
False |
False |
102,197 |
| 10 |
3.048 |
2.830 |
0.218 |
7.3% |
0.092 |
3.1% |
65% |
False |
False |
76,501 |
| 20 |
3.114 |
2.830 |
0.284 |
9.6% |
0.079 |
2.7% |
50% |
False |
False |
55,427 |
| 40 |
3.438 |
2.830 |
0.608 |
20.5% |
0.082 |
2.8% |
23% |
False |
False |
48,279 |
| 60 |
3.506 |
2.830 |
0.676 |
22.8% |
0.082 |
2.8% |
21% |
False |
False |
39,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.269 |
|
2.618 |
3.159 |
|
1.618 |
3.092 |
|
1.000 |
3.051 |
|
0.618 |
3.025 |
|
HIGH |
2.984 |
|
0.618 |
2.958 |
|
0.500 |
2.951 |
|
0.382 |
2.943 |
|
LOW |
2.917 |
|
0.618 |
2.876 |
|
1.000 |
2.850 |
|
1.618 |
2.809 |
|
2.618 |
2.742 |
|
4.250 |
2.632 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.964 |
2.974 |
| PP |
2.957 |
2.973 |
| S1 |
2.951 |
2.972 |
|