NYMEX Natural Gas Future October 2017
Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3.091 |
3.052 |
-0.039 |
-1.3% |
3.004 |
High |
3.131 |
3.064 |
-0.067 |
-2.1% |
3.131 |
Low |
3.042 |
2.966 |
-0.076 |
-2.5% |
2.966 |
Close |
3.066 |
2.998 |
-0.068 |
-2.2% |
2.998 |
Range |
0.089 |
0.098 |
0.009 |
10.1% |
0.165 |
ATR |
0.079 |
0.081 |
0.001 |
1.8% |
0.000 |
Volume |
42,980 |
51,321 |
8,341 |
19.4% |
193,064 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.303 |
3.249 |
3.052 |
|
R3 |
3.205 |
3.151 |
3.025 |
|
R2 |
3.107 |
3.107 |
3.016 |
|
R1 |
3.053 |
3.053 |
3.007 |
3.031 |
PP |
3.009 |
3.009 |
3.009 |
2.999 |
S1 |
2.955 |
2.955 |
2.989 |
2.933 |
S2 |
2.911 |
2.911 |
2.980 |
|
S3 |
2.813 |
2.857 |
2.971 |
|
S4 |
2.715 |
2.759 |
2.944 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.527 |
3.427 |
3.089 |
|
R3 |
3.362 |
3.262 |
3.043 |
|
R2 |
3.197 |
3.197 |
3.028 |
|
R1 |
3.097 |
3.097 |
3.013 |
3.065 |
PP |
3.032 |
3.032 |
3.032 |
3.015 |
S1 |
2.932 |
2.932 |
2.983 |
2.900 |
S2 |
2.867 |
2.867 |
2.968 |
|
S3 |
2.702 |
2.767 |
2.953 |
|
S4 |
2.537 |
2.602 |
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 |
2.966 |
0.165 |
5.5% |
0.070 |
2.3% |
19% |
False |
True |
38,612 |
10 |
3.131 |
2.894 |
0.237 |
7.9% |
0.075 |
2.5% |
44% |
False |
False |
45,392 |
20 |
3.142 |
2.857 |
0.285 |
9.5% |
0.078 |
2.6% |
49% |
False |
False |
39,041 |
40 |
3.391 |
2.857 |
0.534 |
17.8% |
0.080 |
2.7% |
26% |
False |
False |
40,968 |
60 |
3.520 |
2.857 |
0.663 |
22.1% |
0.079 |
2.6% |
21% |
False |
False |
37,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.481 |
2.618 |
3.321 |
1.618 |
3.223 |
1.000 |
3.162 |
0.618 |
3.125 |
HIGH |
3.064 |
0.618 |
3.027 |
0.500 |
3.015 |
0.382 |
3.003 |
LOW |
2.966 |
0.618 |
2.905 |
1.000 |
2.868 |
1.618 |
2.807 |
2.618 |
2.709 |
4.250 |
2.550 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3.015 |
3.049 |
PP |
3.009 |
3.032 |
S1 |
3.004 |
3.015 |
|