NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.926 |
2.947 |
0.021 |
0.7% |
2.894 |
| High |
2.982 |
2.952 |
-0.030 |
-1.0% |
3.006 |
| Low |
2.917 |
2.881 |
-0.036 |
-1.2% |
2.867 |
| Close |
2.949 |
2.892 |
-0.057 |
-1.9% |
2.892 |
| Range |
0.065 |
0.071 |
0.006 |
9.2% |
0.139 |
| ATR |
0.074 |
0.073 |
0.000 |
-0.3% |
0.000 |
| Volume |
105,193 |
53,985 |
-51,208 |
-48.7% |
586,451 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.121 |
3.078 |
2.931 |
|
| R3 |
3.050 |
3.007 |
2.912 |
|
| R2 |
2.979 |
2.979 |
2.905 |
|
| R1 |
2.936 |
2.936 |
2.899 |
2.922 |
| PP |
2.908 |
2.908 |
2.908 |
2.902 |
| S1 |
2.865 |
2.865 |
2.885 |
2.851 |
| S2 |
2.837 |
2.837 |
2.879 |
|
| S3 |
2.766 |
2.794 |
2.872 |
|
| S4 |
2.695 |
2.723 |
2.853 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.339 |
3.254 |
2.968 |
|
| R3 |
3.200 |
3.115 |
2.930 |
|
| R2 |
3.061 |
3.061 |
2.917 |
|
| R1 |
2.976 |
2.976 |
2.905 |
2.949 |
| PP |
2.922 |
2.922 |
2.922 |
2.908 |
| S1 |
2.837 |
2.837 |
2.879 |
2.810 |
| S2 |
2.783 |
2.783 |
2.867 |
|
| S3 |
2.644 |
2.698 |
2.854 |
|
| S4 |
2.505 |
2.559 |
2.816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.006 |
2.867 |
0.139 |
4.8% |
0.077 |
2.7% |
18% |
False |
False |
117,290 |
| 10 |
3.018 |
2.856 |
0.162 |
5.6% |
0.071 |
2.4% |
22% |
False |
False |
119,770 |
| 20 |
3.018 |
2.753 |
0.265 |
9.2% |
0.070 |
2.4% |
52% |
False |
False |
136,291 |
| 40 |
3.101 |
2.753 |
0.348 |
12.0% |
0.076 |
2.6% |
40% |
False |
False |
113,016 |
| 60 |
3.114 |
2.753 |
0.361 |
12.5% |
0.076 |
2.6% |
39% |
False |
False |
90,046 |
| 80 |
3.506 |
2.753 |
0.753 |
26.0% |
0.079 |
2.7% |
18% |
False |
False |
74,467 |
| 100 |
3.506 |
2.753 |
0.753 |
26.0% |
0.078 |
2.7% |
18% |
False |
False |
63,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.254 |
|
2.618 |
3.138 |
|
1.618 |
3.067 |
|
1.000 |
3.023 |
|
0.618 |
2.996 |
|
HIGH |
2.952 |
|
0.618 |
2.925 |
|
0.500 |
2.917 |
|
0.382 |
2.908 |
|
LOW |
2.881 |
|
0.618 |
2.837 |
|
1.000 |
2.810 |
|
1.618 |
2.766 |
|
2.618 |
2.695 |
|
4.250 |
2.579 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.917 |
2.932 |
| PP |
2.908 |
2.918 |
| S1 |
2.900 |
2.905 |
|