NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
3.058 |
3.016 |
-0.042 |
-1.4% |
2.969 |
| High |
3.101 |
3.030 |
-0.071 |
-2.3% |
3.101 |
| Low |
3.008 |
2.928 |
-0.080 |
-2.7% |
2.928 |
| Close |
3.033 |
2.961 |
-0.072 |
-2.4% |
2.961 |
| Range |
0.093 |
0.102 |
0.009 |
9.7% |
0.173 |
| ATR |
0.082 |
0.084 |
0.002 |
2.0% |
0.000 |
| Volume |
101,370 |
112,996 |
11,626 |
11.5% |
415,728 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.279 |
3.222 |
3.017 |
|
| R3 |
3.177 |
3.120 |
2.989 |
|
| R2 |
3.075 |
3.075 |
2.980 |
|
| R1 |
3.018 |
3.018 |
2.970 |
2.996 |
| PP |
2.973 |
2.973 |
2.973 |
2.962 |
| S1 |
2.916 |
2.916 |
2.952 |
2.894 |
| S2 |
2.871 |
2.871 |
2.942 |
|
| S3 |
2.769 |
2.814 |
2.933 |
|
| S4 |
2.667 |
2.712 |
2.905 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.516 |
3.411 |
3.056 |
|
| R3 |
3.343 |
3.238 |
3.009 |
|
| R2 |
3.170 |
3.170 |
2.993 |
|
| R1 |
3.065 |
3.065 |
2.977 |
3.031 |
| PP |
2.997 |
2.997 |
2.997 |
2.980 |
| S1 |
2.892 |
2.892 |
2.945 |
2.858 |
| S2 |
2.824 |
2.824 |
2.929 |
|
| S3 |
2.651 |
2.719 |
2.913 |
|
| S4 |
2.478 |
2.546 |
2.866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.101 |
2.928 |
0.173 |
5.8% |
0.073 |
2.5% |
19% |
False |
True |
83,145 |
| 10 |
3.101 |
2.863 |
0.238 |
8.0% |
0.078 |
2.6% |
41% |
False |
False |
92,671 |
| 20 |
3.114 |
2.830 |
0.284 |
9.6% |
0.080 |
2.7% |
46% |
False |
False |
67,234 |
| 40 |
3.370 |
2.830 |
0.540 |
18.2% |
0.082 |
2.8% |
24% |
False |
False |
55,600 |
| 60 |
3.506 |
2.830 |
0.676 |
22.8% |
0.082 |
2.8% |
19% |
False |
False |
45,038 |
| 80 |
3.506 |
2.830 |
0.676 |
22.8% |
0.081 |
2.7% |
19% |
False |
False |
38,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.464 |
|
2.618 |
3.297 |
|
1.618 |
3.195 |
|
1.000 |
3.132 |
|
0.618 |
3.093 |
|
HIGH |
3.030 |
|
0.618 |
2.991 |
|
0.500 |
2.979 |
|
0.382 |
2.967 |
|
LOW |
2.928 |
|
0.618 |
2.865 |
|
1.000 |
2.826 |
|
1.618 |
2.763 |
|
2.618 |
2.661 |
|
4.250 |
2.495 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.979 |
3.015 |
| PP |
2.973 |
2.997 |
| S1 |
2.967 |
2.979 |
|