NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
3.016 |
2.921 |
-0.095 |
-3.1% |
2.969 |
| High |
3.030 |
2.942 |
-0.088 |
-2.9% |
3.101 |
| Low |
2.928 |
2.866 |
-0.062 |
-2.1% |
2.928 |
| Close |
2.961 |
2.882 |
-0.079 |
-2.7% |
2.961 |
| Range |
0.102 |
0.076 |
-0.026 |
-25.5% |
0.173 |
| ATR |
0.084 |
0.084 |
0.001 |
1.0% |
0.000 |
| Volume |
112,996 |
143,782 |
30,786 |
27.2% |
415,728 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.125 |
3.079 |
2.924 |
|
| R3 |
3.049 |
3.003 |
2.903 |
|
| R2 |
2.973 |
2.973 |
2.896 |
|
| R1 |
2.927 |
2.927 |
2.889 |
2.912 |
| PP |
2.897 |
2.897 |
2.897 |
2.889 |
| S1 |
2.851 |
2.851 |
2.875 |
2.836 |
| S2 |
2.821 |
2.821 |
2.868 |
|
| S3 |
2.745 |
2.775 |
2.861 |
|
| S4 |
2.669 |
2.699 |
2.840 |
|
|
| 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 |
2.866 |
0.235 |
8.2% |
0.075 |
2.6% |
7% |
False |
True |
99,587 |
| 10 |
3.101 |
2.866 |
0.235 |
8.2% |
0.078 |
2.7% |
7% |
False |
True |
97,579 |
| 20 |
3.114 |
2.830 |
0.284 |
9.9% |
0.082 |
2.8% |
18% |
False |
False |
73,225 |
| 40 |
3.338 |
2.830 |
0.508 |
17.6% |
0.081 |
2.8% |
10% |
False |
False |
58,622 |
| 60 |
3.506 |
2.830 |
0.676 |
23.5% |
0.082 |
2.8% |
8% |
False |
False |
47,199 |
| 80 |
3.506 |
2.830 |
0.676 |
23.5% |
0.081 |
2.8% |
8% |
False |
False |
40,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.265 |
|
2.618 |
3.141 |
|
1.618 |
3.065 |
|
1.000 |
3.018 |
|
0.618 |
2.989 |
|
HIGH |
2.942 |
|
0.618 |
2.913 |
|
0.500 |
2.904 |
|
0.382 |
2.895 |
|
LOW |
2.866 |
|
0.618 |
2.819 |
|
1.000 |
2.790 |
|
1.618 |
2.743 |
|
2.618 |
2.667 |
|
4.250 |
2.543 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.904 |
2.984 |
| PP |
2.897 |
2.950 |
| S1 |
2.889 |
2.916 |
|