NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.805 |
2.811 |
0.006 |
0.2% |
2.900 |
| High |
2.832 |
2.899 |
0.067 |
2.4% |
2.900 |
| Low |
2.783 |
2.800 |
0.017 |
0.6% |
2.753 |
| Close |
2.822 |
2.883 |
0.061 |
2.2% |
2.774 |
| Range |
0.049 |
0.099 |
0.050 |
102.0% |
0.147 |
| ATR |
0.074 |
0.076 |
0.002 |
2.4% |
0.000 |
| Volume |
134,191 |
184,358 |
50,167 |
37.4% |
664,980 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.158 |
3.119 |
2.937 |
|
| R3 |
3.059 |
3.020 |
2.910 |
|
| R2 |
2.960 |
2.960 |
2.901 |
|
| R1 |
2.921 |
2.921 |
2.892 |
2.941 |
| PP |
2.861 |
2.861 |
2.861 |
2.870 |
| S1 |
2.822 |
2.822 |
2.874 |
2.842 |
| S2 |
2.762 |
2.762 |
2.865 |
|
| S3 |
2.663 |
2.723 |
2.856 |
|
| S4 |
2.564 |
2.624 |
2.829 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.250 |
3.159 |
2.855 |
|
| R3 |
3.103 |
3.012 |
2.814 |
|
| R2 |
2.956 |
2.956 |
2.801 |
|
| R1 |
2.865 |
2.865 |
2.787 |
2.837 |
| PP |
2.809 |
2.809 |
2.809 |
2.795 |
| S1 |
2.718 |
2.718 |
2.761 |
2.690 |
| S2 |
2.662 |
2.662 |
2.747 |
|
| S3 |
2.515 |
2.571 |
2.734 |
|
| S4 |
2.368 |
2.424 |
2.693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.899 |
2.753 |
0.146 |
5.1% |
0.060 |
2.1% |
89% |
True |
False |
138,007 |
| 10 |
2.990 |
2.753 |
0.237 |
8.2% |
0.070 |
2.4% |
55% |
False |
False |
138,759 |
| 20 |
3.101 |
2.753 |
0.348 |
12.1% |
0.070 |
2.4% |
37% |
False |
False |
118,191 |
| 40 |
3.114 |
2.753 |
0.361 |
12.5% |
0.076 |
2.6% |
36% |
False |
False |
84,175 |
| 60 |
3.451 |
2.753 |
0.698 |
24.2% |
0.079 |
2.8% |
19% |
False |
False |
69,445 |
| 80 |
3.506 |
2.753 |
0.753 |
26.1% |
0.079 |
2.7% |
17% |
False |
False |
57,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.320 |
|
2.618 |
3.158 |
|
1.618 |
3.059 |
|
1.000 |
2.998 |
|
0.618 |
2.960 |
|
HIGH |
2.899 |
|
0.618 |
2.861 |
|
0.500 |
2.850 |
|
0.382 |
2.838 |
|
LOW |
2.800 |
|
0.618 |
2.739 |
|
1.000 |
2.701 |
|
1.618 |
2.640 |
|
2.618 |
2.541 |
|
4.250 |
2.379 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.872 |
2.866 |
| PP |
2.861 |
2.849 |
| S1 |
2.850 |
2.832 |
|