NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.893 |
2.930 |
0.037 |
1.3% |
2.969 |
| High |
2.936 |
2.951 |
0.015 |
0.5% |
3.101 |
| Low |
2.881 |
2.883 |
0.002 |
0.1% |
2.928 |
| Close |
2.931 |
2.914 |
-0.017 |
-0.6% |
2.961 |
| Range |
0.055 |
0.068 |
0.013 |
23.6% |
0.173 |
| ATR |
0.082 |
0.081 |
-0.001 |
-1.2% |
0.000 |
| Volume |
100,473 |
110,727 |
10,254 |
10.2% |
415,728 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.120 |
3.085 |
2.951 |
|
| R3 |
3.052 |
3.017 |
2.933 |
|
| R2 |
2.984 |
2.984 |
2.926 |
|
| R1 |
2.949 |
2.949 |
2.920 |
2.933 |
| PP |
2.916 |
2.916 |
2.916 |
2.908 |
| S1 |
2.881 |
2.881 |
2.908 |
2.865 |
| S2 |
2.848 |
2.848 |
2.902 |
|
| S3 |
2.780 |
2.813 |
2.895 |
|
| S4 |
2.712 |
2.745 |
2.877 |
|
|
| 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 |
8.1% |
0.079 |
2.7% |
20% |
False |
False |
113,869 |
| 10 |
3.101 |
2.866 |
0.235 |
8.1% |
0.071 |
2.4% |
20% |
False |
False |
97,623 |
| 20 |
3.114 |
2.830 |
0.284 |
9.7% |
0.082 |
2.8% |
30% |
False |
False |
80,952 |
| 40 |
3.187 |
2.830 |
0.357 |
12.3% |
0.080 |
2.8% |
24% |
False |
False |
62,516 |
| 60 |
3.506 |
2.830 |
0.676 |
23.2% |
0.081 |
2.8% |
12% |
False |
False |
50,099 |
| 80 |
3.506 |
2.830 |
0.676 |
23.2% |
0.081 |
2.8% |
12% |
False |
False |
42,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.240 |
|
2.618 |
3.129 |
|
1.618 |
3.061 |
|
1.000 |
3.019 |
|
0.618 |
2.993 |
|
HIGH |
2.951 |
|
0.618 |
2.925 |
|
0.500 |
2.917 |
|
0.382 |
2.909 |
|
LOW |
2.883 |
|
0.618 |
2.841 |
|
1.000 |
2.815 |
|
1.618 |
2.773 |
|
2.618 |
2.705 |
|
4.250 |
2.594 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.917 |
2.912 |
| PP |
2.916 |
2.910 |
| S1 |
2.915 |
2.909 |
|