NYMEX Natural Gas Future September 2017
Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
2.950 |
2.969 |
0.019 |
0.6% |
2.892 |
High |
2.984 |
3.034 |
0.050 |
1.7% |
3.043 |
Low |
2.917 |
2.968 |
0.051 |
1.7% |
2.863 |
Close |
2.971 |
3.007 |
0.036 |
1.2% |
2.971 |
Range |
0.067 |
0.066 |
-0.001 |
-1.5% |
0.180 |
ATR |
0.087 |
0.086 |
-0.002 |
-1.7% |
0.000 |
Volume |
98,967 |
61,575 |
-37,392 |
-37.8% |
510,985 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.201 |
3.170 |
3.043 |
|
R3 |
3.135 |
3.104 |
3.025 |
|
R2 |
3.069 |
3.069 |
3.019 |
|
R1 |
3.038 |
3.038 |
3.013 |
3.054 |
PP |
3.003 |
3.003 |
3.003 |
3.011 |
S1 |
2.972 |
2.972 |
3.001 |
2.988 |
S2 |
2.937 |
2.937 |
2.995 |
|
S3 |
2.871 |
2.906 |
2.989 |
|
S4 |
2.805 |
2.840 |
2.971 |
|
|
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 |
2.917 |
0.126 |
4.2% |
0.081 |
2.7% |
71% |
False |
False |
95,571 |
10 |
3.048 |
2.830 |
0.218 |
7.2% |
0.092 |
3.0% |
81% |
False |
False |
78,667 |
20 |
3.114 |
2.830 |
0.284 |
9.4% |
0.079 |
2.6% |
62% |
False |
False |
56,945 |
40 |
3.438 |
2.830 |
0.608 |
20.2% |
0.082 |
2.7% |
29% |
False |
False |
49,208 |
60 |
3.506 |
2.830 |
0.676 |
22.5% |
0.082 |
2.7% |
26% |
False |
False |
40,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.315 |
2.618 |
3.207 |
1.618 |
3.141 |
1.000 |
3.100 |
0.618 |
3.075 |
HIGH |
3.034 |
0.618 |
3.009 |
0.500 |
3.001 |
0.382 |
2.993 |
LOW |
2.968 |
0.618 |
2.927 |
1.000 |
2.902 |
1.618 |
2.861 |
2.618 |
2.795 |
4.250 |
2.688 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3.005 |
2.997 |
PP |
3.003 |
2.986 |
S1 |
3.001 |
2.976 |
|