NYMEX Natural Gas Future October 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 |
2.849 |
2.846 |
-0.003 |
-0.1% |
2.953 |
| High |
2.870 |
2.876 |
0.006 |
0.2% |
3.025 |
| Low |
2.800 |
2.824 |
0.024 |
0.9% |
2.903 |
| Close |
2.855 |
2.851 |
-0.004 |
-0.1% |
2.981 |
| Range |
0.070 |
0.052 |
-0.018 |
-25.7% |
0.122 |
| ATR |
0.082 |
0.080 |
-0.002 |
-2.6% |
0.000 |
| Volume |
63,742 |
44,443 |
-19,299 |
-30.3% |
207,030 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.006 |
2.981 |
2.880 |
|
| R3 |
2.954 |
2.929 |
2.865 |
|
| R2 |
2.902 |
2.902 |
2.861 |
|
| R1 |
2.877 |
2.877 |
2.856 |
2.890 |
| PP |
2.850 |
2.850 |
2.850 |
2.857 |
| S1 |
2.825 |
2.825 |
2.846 |
2.838 |
| S2 |
2.798 |
2.798 |
2.841 |
|
| S3 |
2.746 |
2.773 |
2.837 |
|
| S4 |
2.694 |
2.721 |
2.822 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.336 |
3.280 |
3.048 |
|
| R3 |
3.214 |
3.158 |
3.015 |
|
| R2 |
3.092 |
3.092 |
3.003 |
|
| R1 |
3.036 |
3.036 |
2.992 |
3.064 |
| PP |
2.970 |
2.970 |
2.970 |
2.984 |
| S1 |
2.914 |
2.914 |
2.970 |
2.942 |
| S2 |
2.848 |
2.848 |
2.959 |
|
| S3 |
2.726 |
2.792 |
2.947 |
|
| S4 |
2.604 |
2.670 |
2.914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.025 |
2.800 |
0.225 |
7.9% |
0.074 |
2.6% |
23% |
False |
False |
52,677 |
| 10 |
3.131 |
2.800 |
0.331 |
11.6% |
0.075 |
2.6% |
15% |
False |
False |
48,165 |
| 20 |
3.131 |
2.800 |
0.331 |
11.6% |
0.072 |
2.5% |
15% |
False |
False |
45,404 |
| 40 |
3.142 |
2.800 |
0.342 |
12.0% |
0.076 |
2.7% |
15% |
False |
False |
41,287 |
| 60 |
3.520 |
2.800 |
0.720 |
25.3% |
0.079 |
2.8% |
7% |
False |
False |
40,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.097 |
|
2.618 |
3.012 |
|
1.618 |
2.960 |
|
1.000 |
2.928 |
|
0.618 |
2.908 |
|
HIGH |
2.876 |
|
0.618 |
2.856 |
|
0.500 |
2.850 |
|
0.382 |
2.844 |
|
LOW |
2.824 |
|
0.618 |
2.792 |
|
1.000 |
2.772 |
|
1.618 |
2.740 |
|
2.618 |
2.688 |
|
4.250 |
2.603 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.851 |
2.867 |
| PP |
2.850 |
2.862 |
| S1 |
2.850 |
2.856 |
|