NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.811 |
2.792 |
-0.019 |
-0.7% |
2.900 |
| High |
2.846 |
2.800 |
-0.046 |
-1.6% |
2.900 |
| Low |
2.790 |
2.753 |
-0.037 |
-1.3% |
2.753 |
| Close |
2.800 |
2.774 |
-0.026 |
-0.9% |
2.774 |
| Range |
0.056 |
0.047 |
-0.009 |
-16.1% |
0.147 |
| ATR |
0.081 |
0.079 |
-0.002 |
-3.0% |
0.000 |
| Volume |
125,787 |
100,740 |
-25,047 |
-19.9% |
664,980 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.917 |
2.892 |
2.800 |
|
| R3 |
2.870 |
2.845 |
2.787 |
|
| R2 |
2.823 |
2.823 |
2.783 |
|
| R1 |
2.798 |
2.798 |
2.778 |
2.787 |
| PP |
2.776 |
2.776 |
2.776 |
2.770 |
| S1 |
2.751 |
2.751 |
2.770 |
2.740 |
| S2 |
2.729 |
2.729 |
2.765 |
|
| S3 |
2.682 |
2.704 |
2.761 |
|
| S4 |
2.635 |
2.657 |
2.748 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.250 |
3.159 |
2.855 |
|
| R3 |
3.103 |
3.012 |
2.814 |
|
| R2 |
2.956 |
2.956 |
2.801 |
|
| R1 |
2.865 |
2.865 |
2.787 |
2.837 |
| PP |
2.809 |
2.809 |
2.809 |
2.795 |
| S1 |
2.718 |
2.718 |
2.761 |
2.690 |
| S2 |
2.662 |
2.662 |
2.747 |
|
| S3 |
2.515 |
2.571 |
2.734 |
|
| S4 |
2.368 |
2.424 |
2.693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.900 |
2.753 |
0.147 |
5.3% |
0.070 |
2.5% |
14% |
False |
True |
132,996 |
| 10 |
2.990 |
2.753 |
0.237 |
8.5% |
0.070 |
2.5% |
9% |
False |
True |
127,906 |
| 20 |
3.101 |
2.753 |
0.348 |
12.5% |
0.074 |
2.7% |
6% |
False |
True |
110,288 |
| 40 |
3.114 |
2.753 |
0.361 |
13.0% |
0.077 |
2.8% |
6% |
False |
True |
78,003 |
| 60 |
3.506 |
2.753 |
0.753 |
27.1% |
0.080 |
2.9% |
3% |
False |
True |
63,116 |
| 80 |
3.506 |
2.753 |
0.753 |
27.1% |
0.079 |
2.8% |
3% |
False |
True |
52,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.000 |
|
2.618 |
2.923 |
|
1.618 |
2.876 |
|
1.000 |
2.847 |
|
0.618 |
2.829 |
|
HIGH |
2.800 |
|
0.618 |
2.782 |
|
0.500 |
2.777 |
|
0.382 |
2.771 |
|
LOW |
2.753 |
|
0.618 |
2.724 |
|
1.000 |
2.706 |
|
1.618 |
2.677 |
|
2.618 |
2.630 |
|
4.250 |
2.553 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.777 |
2.800 |
| PP |
2.776 |
2.791 |
| S1 |
2.775 |
2.783 |
|