NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2.958 |
2.900 |
-0.058 |
-2.0% |
2.921 |
| High |
2.983 |
2.900 |
-0.083 |
-2.8% |
2.990 |
| Low |
2.923 |
2.781 |
-0.142 |
-4.9% |
2.866 |
| Close |
2.941 |
2.794 |
-0.147 |
-5.0% |
2.941 |
| Range |
0.060 |
0.119 |
0.059 |
98.3% |
0.124 |
| ATR |
0.080 |
0.086 |
0.006 |
7.1% |
0.000 |
| Volume |
83,193 |
176,226 |
93,033 |
111.8% |
614,086 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.182 |
3.107 |
2.859 |
|
| R3 |
3.063 |
2.988 |
2.827 |
|
| R2 |
2.944 |
2.944 |
2.816 |
|
| R1 |
2.869 |
2.869 |
2.805 |
2.847 |
| PP |
2.825 |
2.825 |
2.825 |
2.814 |
| S1 |
2.750 |
2.750 |
2.783 |
2.728 |
| S2 |
2.706 |
2.706 |
2.772 |
|
| S3 |
2.587 |
2.631 |
2.761 |
|
| S4 |
2.468 |
2.512 |
2.729 |
|
|
| 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 |
2.781 |
0.209 |
7.5% |
0.079 |
2.8% |
6% |
False |
True |
129,306 |
| 10 |
3.101 |
2.781 |
0.320 |
11.5% |
0.077 |
2.8% |
4% |
False |
True |
114,446 |
| 20 |
3.101 |
2.781 |
0.320 |
11.5% |
0.084 |
3.0% |
4% |
False |
True |
96,557 |
| 40 |
3.114 |
2.781 |
0.333 |
11.9% |
0.080 |
2.9% |
4% |
False |
True |
70,382 |
| 60 |
3.506 |
2.781 |
0.725 |
25.9% |
0.083 |
3.0% |
2% |
False |
True |
56,517 |
| 80 |
3.506 |
2.781 |
0.725 |
25.9% |
0.080 |
2.9% |
2% |
False |
True |
47,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.406 |
|
2.618 |
3.212 |
|
1.618 |
3.093 |
|
1.000 |
3.019 |
|
0.618 |
2.974 |
|
HIGH |
2.900 |
|
0.618 |
2.855 |
|
0.500 |
2.841 |
|
0.382 |
2.826 |
|
LOW |
2.781 |
|
0.618 |
2.707 |
|
1.000 |
2.662 |
|
1.618 |
2.588 |
|
2.618 |
2.469 |
|
4.250 |
2.275 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.841 |
2.886 |
| PP |
2.825 |
2.855 |
| S1 |
2.810 |
2.825 |
|