NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.917 |
2.894 |
-0.023 |
-0.8% |
3.005 |
| High |
2.928 |
2.980 |
0.052 |
1.8% |
3.018 |
| Low |
2.885 |
2.867 |
-0.018 |
-0.6% |
2.856 |
| Close |
2.893 |
2.962 |
0.069 |
2.4% |
2.893 |
| Range |
0.043 |
0.113 |
0.070 |
162.8% |
0.162 |
| ATR |
0.073 |
0.075 |
0.003 |
4.0% |
0.000 |
| Volume |
83,316 |
171,194 |
87,878 |
105.5% |
611,255 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.275 |
3.232 |
3.024 |
|
| R3 |
3.162 |
3.119 |
2.993 |
|
| R2 |
3.049 |
3.049 |
2.983 |
|
| R1 |
3.006 |
3.006 |
2.972 |
3.028 |
| PP |
2.936 |
2.936 |
2.936 |
2.947 |
| S1 |
2.893 |
2.893 |
2.952 |
2.915 |
| S2 |
2.823 |
2.823 |
2.941 |
|
| S3 |
2.710 |
2.780 |
2.931 |
|
| S4 |
2.597 |
2.667 |
2.900 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.408 |
3.313 |
2.982 |
|
| R3 |
3.246 |
3.151 |
2.938 |
|
| R2 |
3.084 |
3.084 |
2.923 |
|
| R1 |
2.989 |
2.989 |
2.908 |
2.956 |
| PP |
2.922 |
2.922 |
2.922 |
2.906 |
| S1 |
2.827 |
2.827 |
2.878 |
2.794 |
| S2 |
2.760 |
2.760 |
2.863 |
|
| S3 |
2.598 |
2.665 |
2.848 |
|
| S4 |
2.436 |
2.503 |
2.804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.980 |
2.856 |
0.124 |
4.2% |
0.068 |
2.3% |
85% |
True |
False |
130,376 |
| 10 |
3.018 |
2.783 |
0.235 |
7.9% |
0.074 |
2.5% |
76% |
False |
False |
150,062 |
| 20 |
3.018 |
2.753 |
0.265 |
8.9% |
0.071 |
2.4% |
79% |
False |
False |
139,043 |
| 40 |
3.114 |
2.753 |
0.361 |
12.2% |
0.076 |
2.6% |
58% |
False |
False |
106,134 |
| 60 |
3.338 |
2.753 |
0.585 |
19.8% |
0.078 |
2.6% |
36% |
False |
False |
85,429 |
| 80 |
3.506 |
2.753 |
0.753 |
25.4% |
0.079 |
2.7% |
28% |
False |
False |
70,160 |
| 100 |
3.506 |
2.753 |
0.753 |
25.4% |
0.079 |
2.7% |
28% |
False |
False |
60,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.460 |
|
2.618 |
3.276 |
|
1.618 |
3.163 |
|
1.000 |
3.093 |
|
0.618 |
3.050 |
|
HIGH |
2.980 |
|
0.618 |
2.937 |
|
0.500 |
2.924 |
|
0.382 |
2.910 |
|
LOW |
2.867 |
|
0.618 |
2.797 |
|
1.000 |
2.754 |
|
1.618 |
2.684 |
|
2.618 |
2.571 |
|
4.250 |
2.387 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.949 |
2.947 |
| PP |
2.936 |
2.933 |
| S1 |
2.924 |
2.918 |
|