NYMEX Natural Gas Future October 2017
Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3.095 |
3.091 |
-0.004 |
-0.1% |
2.917 |
High |
3.114 |
3.131 |
0.017 |
0.5% |
3.071 |
Low |
3.083 |
3.042 |
-0.041 |
-1.3% |
2.894 |
Close |
3.088 |
3.066 |
-0.022 |
-0.7% |
3.004 |
Range |
0.031 |
0.089 |
0.058 |
187.1% |
0.177 |
ATR |
0.079 |
0.079 |
0.001 |
0.9% |
0.000 |
Volume |
30,631 |
42,980 |
12,349 |
40.3% |
260,865 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.347 |
3.295 |
3.115 |
|
R3 |
3.258 |
3.206 |
3.090 |
|
R2 |
3.169 |
3.169 |
3.082 |
|
R1 |
3.117 |
3.117 |
3.074 |
3.099 |
PP |
3.080 |
3.080 |
3.080 |
3.070 |
S1 |
3.028 |
3.028 |
3.058 |
3.010 |
S2 |
2.991 |
2.991 |
3.050 |
|
S3 |
2.902 |
2.939 |
3.042 |
|
S4 |
2.813 |
2.850 |
3.017 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.521 |
3.439 |
3.101 |
|
R3 |
3.344 |
3.262 |
3.053 |
|
R2 |
3.167 |
3.167 |
3.036 |
|
R1 |
3.085 |
3.085 |
3.020 |
3.126 |
PP |
2.990 |
2.990 |
2.990 |
3.010 |
S1 |
2.908 |
2.908 |
2.988 |
2.949 |
S2 |
2.813 |
2.813 |
2.972 |
|
S3 |
2.636 |
2.731 |
2.955 |
|
S4 |
2.459 |
2.554 |
2.907 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.131 |
2.950 |
0.181 |
5.9% |
0.063 |
2.1% |
64% |
True |
False |
37,438 |
10 |
3.131 |
2.872 |
0.259 |
8.4% |
0.074 |
2.4% |
75% |
True |
False |
43,420 |
20 |
3.142 |
2.857 |
0.285 |
9.3% |
0.078 |
2.5% |
73% |
False |
False |
37,995 |
40 |
3.391 |
2.857 |
0.534 |
17.4% |
0.079 |
2.6% |
39% |
False |
False |
40,377 |
60 |
3.520 |
2.857 |
0.663 |
21.6% |
0.079 |
2.6% |
32% |
False |
False |
37,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.509 |
2.618 |
3.364 |
1.618 |
3.275 |
1.000 |
3.220 |
0.618 |
3.186 |
HIGH |
3.131 |
0.618 |
3.097 |
0.500 |
3.087 |
0.382 |
3.076 |
LOW |
3.042 |
0.618 |
2.987 |
1.000 |
2.953 |
1.618 |
2.898 |
2.618 |
2.809 |
4.250 |
2.664 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3.087 |
3.085 |
PP |
3.080 |
3.079 |
S1 |
3.073 |
3.072 |
|