NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.930 |
2.922 |
-0.008 |
-0.3% |
2.969 |
| High |
2.951 |
2.990 |
0.039 |
1.3% |
3.101 |
| Low |
2.883 |
2.898 |
0.015 |
0.5% |
2.928 |
| Close |
2.914 |
2.967 |
0.053 |
1.8% |
2.961 |
| Range |
0.068 |
0.092 |
0.024 |
35.3% |
0.173 |
| ATR |
0.081 |
0.082 |
0.001 |
0.9% |
0.000 |
| Volume |
110,727 |
175,911 |
65,184 |
58.9% |
415,728 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.228 |
3.189 |
3.018 |
|
| R3 |
3.136 |
3.097 |
2.992 |
|
| R2 |
3.044 |
3.044 |
2.984 |
|
| R1 |
3.005 |
3.005 |
2.975 |
3.025 |
| PP |
2.952 |
2.952 |
2.952 |
2.961 |
| S1 |
2.913 |
2.913 |
2.959 |
2.933 |
| S2 |
2.860 |
2.860 |
2.950 |
|
| S3 |
2.768 |
2.821 |
2.942 |
|
| S4 |
2.676 |
2.729 |
2.916 |
|
|
| 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 |
3.030 |
2.866 |
0.164 |
5.5% |
0.079 |
2.6% |
62% |
False |
False |
128,777 |
| 10 |
3.101 |
2.866 |
0.235 |
7.9% |
0.073 |
2.4% |
43% |
False |
False |
104,558 |
| 20 |
3.114 |
2.830 |
0.284 |
9.6% |
0.083 |
2.8% |
48% |
False |
False |
87,884 |
| 40 |
3.143 |
2.830 |
0.313 |
10.5% |
0.080 |
2.7% |
44% |
False |
False |
65,890 |
| 60 |
3.506 |
2.830 |
0.676 |
22.8% |
0.082 |
2.7% |
20% |
False |
False |
52,646 |
| 80 |
3.506 |
2.830 |
0.676 |
22.8% |
0.081 |
2.7% |
20% |
False |
False |
44,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.381 |
|
2.618 |
3.231 |
|
1.618 |
3.139 |
|
1.000 |
3.082 |
|
0.618 |
3.047 |
|
HIGH |
2.990 |
|
0.618 |
2.955 |
|
0.500 |
2.944 |
|
0.382 |
2.933 |
|
LOW |
2.898 |
|
0.618 |
2.841 |
|
1.000 |
2.806 |
|
1.618 |
2.749 |
|
2.618 |
2.657 |
|
4.250 |
2.507 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.959 |
2.957 |
| PP |
2.952 |
2.946 |
| S1 |
2.944 |
2.936 |
|