NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.846 |
2.845 |
-0.001 |
0.0% |
2.953 |
| High |
2.876 |
2.888 |
0.012 |
0.4% |
3.025 |
| Low |
2.824 |
2.835 |
0.011 |
0.4% |
2.903 |
| Close |
2.851 |
2.844 |
-0.007 |
-0.2% |
2.981 |
| Range |
0.052 |
0.053 |
0.001 |
1.9% |
0.122 |
| ATR |
0.080 |
0.078 |
-0.002 |
-2.4% |
0.000 |
| Volume |
44,443 |
55,621 |
11,178 |
25.2% |
207,030 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.015 |
2.982 |
2.873 |
|
| R3 |
2.962 |
2.929 |
2.859 |
|
| R2 |
2.909 |
2.909 |
2.854 |
|
| R1 |
2.876 |
2.876 |
2.849 |
2.866 |
| PP |
2.856 |
2.856 |
2.856 |
2.851 |
| S1 |
2.823 |
2.823 |
2.839 |
2.813 |
| S2 |
2.803 |
2.803 |
2.834 |
|
| S3 |
2.750 |
2.770 |
2.829 |
|
| S4 |
2.697 |
2.717 |
2.815 |
|
|
| 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 |
3.017 |
2.800 |
0.217 |
7.6% |
0.068 |
2.4% |
20% |
False |
False |
53,596 |
| 10 |
3.064 |
2.800 |
0.264 |
9.3% |
0.072 |
2.5% |
17% |
False |
False |
49,429 |
| 20 |
3.131 |
2.800 |
0.331 |
11.6% |
0.073 |
2.6% |
13% |
False |
False |
46,425 |
| 40 |
3.142 |
2.800 |
0.342 |
12.0% |
0.076 |
2.7% |
13% |
False |
False |
41,404 |
| 60 |
3.520 |
2.800 |
0.720 |
25.3% |
0.079 |
2.8% |
6% |
False |
False |
41,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.113 |
|
2.618 |
3.027 |
|
1.618 |
2.974 |
|
1.000 |
2.941 |
|
0.618 |
2.921 |
|
HIGH |
2.888 |
|
0.618 |
2.868 |
|
0.500 |
2.862 |
|
0.382 |
2.855 |
|
LOW |
2.835 |
|
0.618 |
2.802 |
|
1.000 |
2.782 |
|
1.618 |
2.749 |
|
2.618 |
2.696 |
|
4.250 |
2.610 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.862 |
2.844 |
| PP |
2.856 |
2.844 |
| S1 |
2.850 |
2.844 |
|