NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.900 |
2.810 |
-0.090 |
-3.1% |
2.921 |
| High |
2.900 |
2.835 |
-0.065 |
-2.2% |
2.990 |
| Low |
2.781 |
2.761 |
-0.020 |
-0.7% |
2.866 |
| Close |
2.794 |
2.819 |
0.025 |
0.9% |
2.941 |
| Range |
0.119 |
0.074 |
-0.045 |
-37.8% |
0.124 |
| ATR |
0.086 |
0.085 |
-0.001 |
-1.0% |
0.000 |
| Volume |
176,226 |
151,158 |
-25,068 |
-14.2% |
614,086 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.027 |
2.997 |
2.860 |
|
| R3 |
2.953 |
2.923 |
2.839 |
|
| R2 |
2.879 |
2.879 |
2.833 |
|
| R1 |
2.849 |
2.849 |
2.826 |
2.864 |
| PP |
2.805 |
2.805 |
2.805 |
2.813 |
| S1 |
2.775 |
2.775 |
2.812 |
2.790 |
| S2 |
2.731 |
2.731 |
2.805 |
|
| S3 |
2.657 |
2.701 |
2.799 |
|
| S4 |
2.583 |
2.627 |
2.778 |
|
|
| 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 |
2.761 |
0.229 |
8.1% |
0.083 |
2.9% |
25% |
False |
True |
139,443 |
| 10 |
3.101 |
2.761 |
0.340 |
12.1% |
0.077 |
2.7% |
17% |
False |
True |
122,185 |
| 20 |
3.101 |
2.761 |
0.340 |
12.1% |
0.082 |
2.9% |
17% |
False |
True |
102,132 |
| 40 |
3.114 |
2.761 |
0.353 |
12.5% |
0.079 |
2.8% |
16% |
False |
True |
73,260 |
| 60 |
3.506 |
2.761 |
0.745 |
26.4% |
0.082 |
2.9% |
8% |
False |
True |
58,680 |
| 80 |
3.506 |
2.761 |
0.745 |
26.4% |
0.080 |
2.8% |
8% |
False |
True |
49,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.150 |
|
2.618 |
3.029 |
|
1.618 |
2.955 |
|
1.000 |
2.909 |
|
0.618 |
2.881 |
|
HIGH |
2.835 |
|
0.618 |
2.807 |
|
0.500 |
2.798 |
|
0.382 |
2.789 |
|
LOW |
2.761 |
|
0.618 |
2.715 |
|
1.000 |
2.687 |
|
1.618 |
2.641 |
|
2.618 |
2.567 |
|
4.250 |
2.447 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.812 |
2.872 |
| PP |
2.805 |
2.854 |
| S1 |
2.798 |
2.837 |
|