NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.810 |
2.815 |
0.005 |
0.2% |
2.921 |
| High |
2.835 |
2.837 |
0.002 |
0.1% |
2.990 |
| Low |
2.761 |
2.785 |
0.024 |
0.9% |
2.866 |
| Close |
2.819 |
2.811 |
-0.008 |
-0.3% |
2.941 |
| Range |
0.074 |
0.052 |
-0.022 |
-29.7% |
0.124 |
| ATR |
0.085 |
0.083 |
-0.002 |
-2.8% |
0.000 |
| Volume |
151,158 |
111,069 |
-40,089 |
-26.5% |
614,086 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.967 |
2.941 |
2.840 |
|
| R3 |
2.915 |
2.889 |
2.825 |
|
| R2 |
2.863 |
2.863 |
2.821 |
|
| R1 |
2.837 |
2.837 |
2.816 |
2.824 |
| PP |
2.811 |
2.811 |
2.811 |
2.805 |
| S1 |
2.785 |
2.785 |
2.806 |
2.772 |
| S2 |
2.759 |
2.759 |
2.801 |
|
| S3 |
2.707 |
2.733 |
2.797 |
|
| S4 |
2.655 |
2.681 |
2.782 |
|
|
| 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% |
0.079 |
2.8% |
22% |
False |
False |
139,511 |
| 10 |
3.101 |
2.761 |
0.340 |
12.1% |
0.079 |
2.8% |
15% |
False |
False |
126,690 |
| 20 |
3.101 |
2.761 |
0.340 |
12.1% |
0.076 |
2.7% |
15% |
False |
False |
104,106 |
| 40 |
3.114 |
2.761 |
0.353 |
12.6% |
0.078 |
2.8% |
14% |
False |
False |
75,300 |
| 60 |
3.506 |
2.761 |
0.745 |
26.5% |
0.081 |
2.9% |
7% |
False |
False |
60,150 |
| 80 |
3.506 |
2.761 |
0.745 |
26.5% |
0.080 |
2.8% |
7% |
False |
False |
50,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.058 |
|
2.618 |
2.973 |
|
1.618 |
2.921 |
|
1.000 |
2.889 |
|
0.618 |
2.869 |
|
HIGH |
2.837 |
|
0.618 |
2.817 |
|
0.500 |
2.811 |
|
0.382 |
2.805 |
|
LOW |
2.785 |
|
0.618 |
2.753 |
|
1.000 |
2.733 |
|
1.618 |
2.701 |
|
2.618 |
2.649 |
|
4.250 |
2.564 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.811 |
2.831 |
| PP |
2.811 |
2.824 |
| S1 |
2.811 |
2.818 |
|