NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.924 |
2.915 |
-0.009 |
-0.3% |
2.894 |
| High |
2.967 |
2.998 |
0.031 |
1.0% |
3.006 |
| Low |
2.849 |
2.900 |
0.051 |
1.8% |
2.867 |
| Close |
2.925 |
2.961 |
0.036 |
1.2% |
2.892 |
| Range |
0.118 |
0.098 |
-0.020 |
-16.9% |
0.139 |
| ATR |
0.077 |
0.078 |
0.002 |
2.0% |
0.000 |
| Volume |
48,077 |
7,078 |
-40,999 |
-85.3% |
586,451 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.247 |
3.202 |
3.015 |
|
| R3 |
3.149 |
3.104 |
2.988 |
|
| R2 |
3.051 |
3.051 |
2.979 |
|
| R1 |
3.006 |
3.006 |
2.970 |
3.029 |
| PP |
2.953 |
2.953 |
2.953 |
2.964 |
| S1 |
2.908 |
2.908 |
2.952 |
2.931 |
| S2 |
2.855 |
2.855 |
2.943 |
|
| S3 |
2.757 |
2.810 |
2.934 |
|
| S4 |
2.659 |
2.712 |
2.907 |
|
|
| 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 |
2.998 |
2.849 |
0.149 |
5.0% |
0.082 |
2.8% |
75% |
True |
False |
63,738 |
| 10 |
3.006 |
2.849 |
0.157 |
5.3% |
0.078 |
2.6% |
71% |
False |
False |
101,911 |
| 20 |
3.018 |
2.753 |
0.265 |
8.9% |
0.072 |
2.4% |
78% |
False |
False |
122,679 |
| 40 |
3.101 |
2.753 |
0.348 |
11.8% |
0.077 |
2.6% |
60% |
False |
False |
112,405 |
| 60 |
3.114 |
2.753 |
0.361 |
12.2% |
0.077 |
2.6% |
58% |
False |
False |
89,733 |
| 80 |
3.506 |
2.753 |
0.753 |
25.4% |
0.080 |
2.7% |
28% |
False |
False |
74,679 |
| 100 |
3.506 |
2.753 |
0.753 |
25.4% |
0.078 |
2.6% |
28% |
False |
False |
63,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.415 |
|
2.618 |
3.255 |
|
1.618 |
3.157 |
|
1.000 |
3.096 |
|
0.618 |
3.059 |
|
HIGH |
2.998 |
|
0.618 |
2.961 |
|
0.500 |
2.949 |
|
0.382 |
2.937 |
|
LOW |
2.900 |
|
0.618 |
2.839 |
|
1.000 |
2.802 |
|
1.618 |
2.741 |
|
2.618 |
2.643 |
|
4.250 |
2.484 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.957 |
2.949 |
| PP |
2.953 |
2.936 |
| S1 |
2.949 |
2.924 |
|