NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.987 |
2.950 |
-0.037 |
-1.2% |
2.805 |
| High |
3.000 |
2.962 |
-0.038 |
-1.3% |
3.027 |
| Low |
2.950 |
2.915 |
-0.035 |
-1.2% |
2.805 |
| Close |
2.965 |
2.925 |
-0.040 |
-1.3% |
3.009 |
| Range |
0.050 |
0.047 |
-0.003 |
-6.0% |
0.222 |
| ATR |
0.073 |
0.071 |
-0.002 |
-2.2% |
0.000 |
| Volume |
60,240 |
83,313 |
23,073 |
38.3% |
502,984 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.075 |
3.047 |
2.951 |
|
| R3 |
3.028 |
3.000 |
2.938 |
|
| R2 |
2.981 |
2.981 |
2.934 |
|
| R1 |
2.953 |
2.953 |
2.929 |
2.944 |
| PP |
2.934 |
2.934 |
2.934 |
2.929 |
| S1 |
2.906 |
2.906 |
2.921 |
2.897 |
| S2 |
2.887 |
2.887 |
2.916 |
|
| S3 |
2.840 |
2.859 |
2.912 |
|
| S4 |
2.793 |
2.812 |
2.899 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.613 |
3.533 |
3.131 |
|
| R3 |
3.391 |
3.311 |
3.070 |
|
| R2 |
3.169 |
3.169 |
3.050 |
|
| R1 |
3.089 |
3.089 |
3.029 |
3.129 |
| PP |
2.947 |
2.947 |
2.947 |
2.967 |
| S1 |
2.867 |
2.867 |
2.989 |
2.907 |
| S2 |
2.725 |
2.725 |
2.968 |
|
| S3 |
2.503 |
2.645 |
2.948 |
|
| S4 |
2.281 |
2.423 |
2.887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.042 |
2.911 |
0.131 |
4.5% |
0.066 |
2.3% |
11% |
False |
False |
87,421 |
| 10 |
3.042 |
2.799 |
0.243 |
8.3% |
0.062 |
2.1% |
52% |
False |
False |
81,112 |
| 20 |
3.131 |
2.799 |
0.332 |
11.4% |
0.069 |
2.3% |
38% |
False |
False |
64,638 |
| 40 |
3.142 |
2.799 |
0.343 |
11.7% |
0.072 |
2.5% |
37% |
False |
False |
50,881 |
| 60 |
3.459 |
2.799 |
0.660 |
22.6% |
0.076 |
2.6% |
19% |
False |
False |
48,403 |
| 80 |
3.520 |
2.799 |
0.721 |
24.6% |
0.076 |
2.6% |
17% |
False |
False |
44,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.162 |
|
2.618 |
3.085 |
|
1.618 |
3.038 |
|
1.000 |
3.009 |
|
0.618 |
2.991 |
|
HIGH |
2.962 |
|
0.618 |
2.944 |
|
0.500 |
2.939 |
|
0.382 |
2.933 |
|
LOW |
2.915 |
|
0.618 |
2.886 |
|
1.000 |
2.868 |
|
1.618 |
2.839 |
|
2.618 |
2.792 |
|
4.250 |
2.715 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.939 |
2.979 |
| PP |
2.934 |
2.961 |
| S1 |
2.930 |
2.943 |
|