NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.894 |
2.963 |
0.069 |
2.4% |
3.005 |
| High |
2.980 |
3.006 |
0.026 |
0.9% |
3.018 |
| Low |
2.867 |
2.927 |
0.060 |
2.1% |
2.856 |
| Close |
2.962 |
2.939 |
-0.023 |
-0.8% |
2.893 |
| Range |
0.113 |
0.079 |
-0.034 |
-30.1% |
0.162 |
| ATR |
0.075 |
0.076 |
0.000 |
0.3% |
0.000 |
| Volume |
171,194 |
151,718 |
-19,476 |
-11.4% |
611,255 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.194 |
3.146 |
2.982 |
|
| R3 |
3.115 |
3.067 |
2.961 |
|
| R2 |
3.036 |
3.036 |
2.953 |
|
| R1 |
2.988 |
2.988 |
2.946 |
2.973 |
| PP |
2.957 |
2.957 |
2.957 |
2.950 |
| S1 |
2.909 |
2.909 |
2.932 |
2.894 |
| S2 |
2.878 |
2.878 |
2.925 |
|
| S3 |
2.799 |
2.830 |
2.917 |
|
| S4 |
2.720 |
2.751 |
2.896 |
|
|
| 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 |
3.006 |
2.856 |
0.150 |
5.1% |
0.074 |
2.5% |
55% |
True |
False |
140,084 |
| 10 |
3.018 |
2.800 |
0.218 |
7.4% |
0.077 |
2.6% |
64% |
False |
False |
151,815 |
| 20 |
3.018 |
2.753 |
0.265 |
9.0% |
0.072 |
2.4% |
70% |
False |
False |
141,605 |
| 40 |
3.114 |
2.753 |
0.361 |
12.3% |
0.076 |
2.6% |
52% |
False |
False |
109,190 |
| 60 |
3.268 |
2.753 |
0.515 |
17.5% |
0.078 |
2.7% |
36% |
False |
False |
87,486 |
| 80 |
3.506 |
2.753 |
0.753 |
25.6% |
0.079 |
2.7% |
25% |
False |
False |
71,859 |
| 100 |
3.506 |
2.753 |
0.753 |
25.6% |
0.079 |
2.7% |
25% |
False |
False |
61,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.342 |
|
2.618 |
3.213 |
|
1.618 |
3.134 |
|
1.000 |
3.085 |
|
0.618 |
3.055 |
|
HIGH |
3.006 |
|
0.618 |
2.976 |
|
0.500 |
2.967 |
|
0.382 |
2.957 |
|
LOW |
2.927 |
|
0.618 |
2.878 |
|
1.000 |
2.848 |
|
1.618 |
2.799 |
|
2.618 |
2.720 |
|
4.250 |
2.591 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.967 |
2.938 |
| PP |
2.957 |
2.937 |
| S1 |
2.948 |
2.937 |
|