NYMEX Natural Gas Future September 2017
Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
2.922 |
2.958 |
0.036 |
1.2% |
2.921 |
High |
2.990 |
2.983 |
-0.007 |
-0.2% |
2.990 |
Low |
2.898 |
2.923 |
0.025 |
0.9% |
2.866 |
Close |
2.967 |
2.941 |
-0.026 |
-0.9% |
2.941 |
Range |
0.092 |
0.060 |
-0.032 |
-34.8% |
0.124 |
ATR |
0.082 |
0.080 |
-0.002 |
-1.9% |
0.000 |
Volume |
175,911 |
83,193 |
-92,718 |
-52.7% |
614,086 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.129 |
3.095 |
2.974 |
|
R3 |
3.069 |
3.035 |
2.958 |
|
R2 |
3.009 |
3.009 |
2.952 |
|
R1 |
2.975 |
2.975 |
2.947 |
2.962 |
PP |
2.949 |
2.949 |
2.949 |
2.943 |
S1 |
2.915 |
2.915 |
2.936 |
2.902 |
S2 |
2.889 |
2.889 |
2.930 |
|
S3 |
2.829 |
2.855 |
2.925 |
|
S4 |
2.769 |
2.795 |
2.908 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.304 |
3.247 |
3.009 |
|
R3 |
3.180 |
3.123 |
2.975 |
|
R2 |
3.056 |
3.056 |
2.964 |
|
R1 |
2.999 |
2.999 |
2.952 |
3.028 |
PP |
2.932 |
2.932 |
2.932 |
2.947 |
S1 |
2.875 |
2.875 |
2.930 |
2.904 |
S2 |
2.808 |
2.808 |
2.918 |
|
S3 |
2.684 |
2.751 |
2.907 |
|
S4 |
2.560 |
2.627 |
2.873 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.990 |
2.866 |
0.124 |
4.2% |
0.070 |
2.4% |
60% |
False |
False |
122,817 |
10 |
3.101 |
2.866 |
0.235 |
8.0% |
0.072 |
2.4% |
32% |
False |
False |
102,981 |
20 |
3.101 |
2.830 |
0.271 |
9.2% |
0.082 |
2.8% |
41% |
False |
False |
89,741 |
40 |
3.114 |
2.830 |
0.284 |
9.7% |
0.078 |
2.7% |
39% |
False |
False |
66,924 |
60 |
3.506 |
2.830 |
0.676 |
23.0% |
0.082 |
2.8% |
16% |
False |
False |
53,860 |
80 |
3.506 |
2.830 |
0.676 |
23.0% |
0.080 |
2.7% |
16% |
False |
False |
45,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.238 |
2.618 |
3.140 |
1.618 |
3.080 |
1.000 |
3.043 |
0.618 |
3.020 |
HIGH |
2.983 |
0.618 |
2.960 |
0.500 |
2.953 |
0.382 |
2.946 |
LOW |
2.923 |
0.618 |
2.886 |
1.000 |
2.863 |
1.618 |
2.826 |
2.618 |
2.766 |
4.250 |
2.668 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
2.953 |
2.940 |
PP |
2.949 |
2.938 |
S1 |
2.945 |
2.937 |
|