NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.920 |
2.891 |
-0.029 |
-1.0% |
2.772 |
| High |
2.933 |
2.939 |
0.006 |
0.2% |
2.997 |
| Low |
2.883 |
2.856 |
-0.027 |
-0.9% |
2.764 |
| Close |
2.890 |
2.929 |
0.039 |
1.3% |
2.983 |
| Range |
0.050 |
0.083 |
0.033 |
66.0% |
0.233 |
| ATR |
0.074 |
0.075 |
0.001 |
0.9% |
0.000 |
| Volume |
135,731 |
158,462 |
22,731 |
16.7% |
863,134 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.157 |
3.126 |
2.975 |
|
| R3 |
3.074 |
3.043 |
2.952 |
|
| R2 |
2.991 |
2.991 |
2.944 |
|
| R1 |
2.960 |
2.960 |
2.937 |
2.976 |
| PP |
2.908 |
2.908 |
2.908 |
2.916 |
| S1 |
2.877 |
2.877 |
2.921 |
2.893 |
| S2 |
2.825 |
2.825 |
2.914 |
|
| S3 |
2.742 |
2.794 |
2.906 |
|
| S4 |
2.659 |
2.711 |
2.883 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.614 |
3.531 |
3.111 |
|
| R3 |
3.381 |
3.298 |
3.047 |
|
| R2 |
3.148 |
3.148 |
3.026 |
|
| R1 |
3.065 |
3.065 |
3.004 |
3.107 |
| PP |
2.915 |
2.915 |
2.915 |
2.935 |
| S1 |
2.832 |
2.832 |
2.962 |
2.874 |
| S2 |
2.682 |
2.682 |
2.940 |
|
| S3 |
2.449 |
2.599 |
2.919 |
|
| S4 |
2.216 |
2.366 |
2.855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.018 |
2.856 |
0.162 |
5.5% |
0.063 |
2.1% |
45% |
False |
True |
133,081 |
| 10 |
3.018 |
2.753 |
0.265 |
9.0% |
0.068 |
2.3% |
66% |
False |
False |
149,181 |
| 20 |
3.030 |
2.753 |
0.277 |
9.5% |
0.072 |
2.4% |
64% |
False |
False |
139,156 |
| 40 |
3.114 |
2.753 |
0.361 |
12.3% |
0.076 |
2.6% |
49% |
False |
False |
101,224 |
| 60 |
3.370 |
2.753 |
0.617 |
21.1% |
0.078 |
2.7% |
29% |
False |
False |
81,889 |
| 80 |
3.506 |
2.753 |
0.753 |
25.7% |
0.079 |
2.7% |
23% |
False |
False |
67,402 |
| 100 |
3.506 |
2.753 |
0.753 |
25.7% |
0.079 |
2.7% |
23% |
False |
False |
57,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.292 |
|
2.618 |
3.156 |
|
1.618 |
3.073 |
|
1.000 |
3.022 |
|
0.618 |
2.990 |
|
HIGH |
2.939 |
|
0.618 |
2.907 |
|
0.500 |
2.898 |
|
0.382 |
2.888 |
|
LOW |
2.856 |
|
0.618 |
2.805 |
|
1.000 |
2.773 |
|
1.618 |
2.722 |
|
2.618 |
2.639 |
|
4.250 |
2.503 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.919 |
2.924 |
| PP |
2.908 |
2.919 |
| S1 |
2.898 |
2.914 |
|