NYMEX Natural Gas Future September 2017
Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3.066 |
3.058 |
-0.008 |
-0.3% |
2.892 |
High |
3.084 |
3.101 |
0.017 |
0.6% |
3.043 |
Low |
3.050 |
3.008 |
-0.042 |
-1.4% |
2.863 |
Close |
3.055 |
3.033 |
-0.022 |
-0.7% |
2.971 |
Range |
0.034 |
0.093 |
0.059 |
173.5% |
0.180 |
ATR |
0.081 |
0.082 |
0.001 |
1.0% |
0.000 |
Volume |
66,014 |
101,370 |
35,356 |
53.6% |
510,985 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.326 |
3.273 |
3.084 |
|
R3 |
3.233 |
3.180 |
3.059 |
|
R2 |
3.140 |
3.140 |
3.050 |
|
R1 |
3.087 |
3.087 |
3.042 |
3.067 |
PP |
3.047 |
3.047 |
3.047 |
3.038 |
S1 |
2.994 |
2.994 |
3.024 |
2.974 |
S2 |
2.954 |
2.954 |
3.016 |
|
S3 |
2.861 |
2.901 |
3.007 |
|
S4 |
2.768 |
2.808 |
2.982 |
|
|
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 |
3.101 |
2.917 |
0.184 |
6.1% |
0.066 |
2.2% |
63% |
True |
False |
80,339 |
10 |
3.101 |
2.842 |
0.259 |
8.5% |
0.077 |
2.5% |
74% |
True |
False |
86,017 |
20 |
3.114 |
2.830 |
0.284 |
9.4% |
0.080 |
2.6% |
71% |
False |
False |
63,292 |
40 |
3.370 |
2.830 |
0.540 |
17.8% |
0.081 |
2.7% |
38% |
False |
False |
53,255 |
60 |
3.506 |
2.830 |
0.676 |
22.3% |
0.081 |
2.7% |
30% |
False |
False |
43,484 |
80 |
3.506 |
2.830 |
0.676 |
22.3% |
0.081 |
2.7% |
30% |
False |
False |
37,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.496 |
2.618 |
3.344 |
1.618 |
3.251 |
1.000 |
3.194 |
0.618 |
3.158 |
HIGH |
3.101 |
0.618 |
3.065 |
0.500 |
3.055 |
0.382 |
3.044 |
LOW |
3.008 |
0.618 |
2.951 |
1.000 |
2.915 |
1.618 |
2.858 |
2.618 |
2.765 |
4.250 |
2.613 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3.055 |
3.054 |
PP |
3.047 |
3.047 |
S1 |
3.040 |
3.040 |
|