NYMEX Natural Gas Future October 2017
Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
2.962 |
2.953 |
-0.009 |
-0.3% |
3.004 |
High |
2.984 |
3.025 |
0.041 |
1.4% |
3.131 |
Low |
2.918 |
2.938 |
0.020 |
0.7% |
2.966 |
Close |
2.952 |
3.003 |
0.051 |
1.7% |
2.998 |
Range |
0.066 |
0.087 |
0.021 |
31.8% |
0.165 |
ATR |
0.079 |
0.080 |
0.001 |
0.7% |
0.000 |
Volume |
35,162 |
51,027 |
15,865 |
45.1% |
193,064 |
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.250 |
3.213 |
3.051 |
|
R3 |
3.163 |
3.126 |
3.027 |
|
R2 |
3.076 |
3.076 |
3.019 |
|
R1 |
3.039 |
3.039 |
3.011 |
3.058 |
PP |
2.989 |
2.989 |
2.989 |
2.998 |
S1 |
2.952 |
2.952 |
2.995 |
2.971 |
S2 |
2.902 |
2.902 |
2.987 |
|
S3 |
2.815 |
2.865 |
2.979 |
|
S4 |
2.728 |
2.778 |
2.955 |
|
|
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 |
3.064 |
2.903 |
0.161 |
5.4% |
0.076 |
2.5% |
62% |
False |
False |
45,262 |
10 |
3.131 |
2.903 |
0.228 |
7.6% |
0.070 |
2.3% |
44% |
False |
False |
41,350 |
20 |
3.142 |
2.857 |
0.285 |
9.5% |
0.081 |
2.7% |
51% |
False |
False |
42,795 |
40 |
3.165 |
2.857 |
0.308 |
10.3% |
0.078 |
2.6% |
47% |
False |
False |
40,704 |
60 |
3.520 |
2.857 |
0.663 |
22.1% |
0.079 |
2.6% |
22% |
False |
False |
38,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.395 |
2.618 |
3.253 |
1.618 |
3.166 |
1.000 |
3.112 |
0.618 |
3.079 |
HIGH |
3.025 |
0.618 |
2.992 |
0.500 |
2.982 |
0.382 |
2.971 |
LOW |
2.938 |
0.618 |
2.884 |
1.000 |
2.851 |
1.618 |
2.797 |
2.618 |
2.710 |
4.250 |
2.568 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
2.996 |
2.992 |
PP |
2.989 |
2.981 |
S1 |
2.982 |
2.970 |
|