NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.947 |
2.924 |
-0.023 |
-0.8% |
2.894 |
| High |
2.952 |
2.967 |
0.015 |
0.5% |
3.006 |
| Low |
2.881 |
2.849 |
-0.032 |
-1.1% |
2.867 |
| Close |
2.892 |
2.925 |
0.033 |
1.1% |
2.892 |
| Range |
0.071 |
0.118 |
0.047 |
66.2% |
0.139 |
| ATR |
0.073 |
0.077 |
0.003 |
4.3% |
0.000 |
| Volume |
53,985 |
48,077 |
-5,908 |
-10.9% |
586,451 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.268 |
3.214 |
2.990 |
|
| R3 |
3.150 |
3.096 |
2.957 |
|
| R2 |
3.032 |
3.032 |
2.947 |
|
| R1 |
2.978 |
2.978 |
2.936 |
3.005 |
| PP |
2.914 |
2.914 |
2.914 |
2.927 |
| S1 |
2.860 |
2.860 |
2.914 |
2.887 |
| S2 |
2.796 |
2.796 |
2.903 |
|
| S3 |
2.678 |
2.742 |
2.893 |
|
| S4 |
2.560 |
2.624 |
2.860 |
|
|
| 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 |
2.849 |
0.157 |
5.4% |
0.078 |
2.7% |
48% |
False |
True |
92,666 |
| 10 |
3.006 |
2.849 |
0.157 |
5.4% |
0.073 |
2.5% |
48% |
False |
True |
111,521 |
| 20 |
3.018 |
2.753 |
0.265 |
9.1% |
0.070 |
2.4% |
65% |
False |
False |
129,883 |
| 40 |
3.101 |
2.753 |
0.348 |
11.9% |
0.077 |
2.6% |
49% |
False |
False |
113,220 |
| 60 |
3.114 |
2.753 |
0.361 |
12.3% |
0.077 |
2.6% |
48% |
False |
False |
90,215 |
| 80 |
3.506 |
2.753 |
0.753 |
25.7% |
0.079 |
2.7% |
23% |
False |
False |
74,859 |
| 100 |
3.506 |
2.753 |
0.753 |
25.7% |
0.078 |
2.7% |
23% |
False |
False |
63,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.469 |
|
2.618 |
3.276 |
|
1.618 |
3.158 |
|
1.000 |
3.085 |
|
0.618 |
3.040 |
|
HIGH |
2.967 |
|
0.618 |
2.922 |
|
0.500 |
2.908 |
|
0.382 |
2.894 |
|
LOW |
2.849 |
|
0.618 |
2.776 |
|
1.000 |
2.731 |
|
1.618 |
2.658 |
|
2.618 |
2.540 |
|
4.250 |
2.348 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.919 |
2.922 |
| PP |
2.914 |
2.919 |
| S1 |
2.908 |
2.916 |
|