NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
2.920 |
-0.030 |
-1.0% |
2.805 |
| High |
2.962 |
2.972 |
0.010 |
0.3% |
3.027 |
| Low |
2.915 |
2.886 |
-0.029 |
-1.0% |
2.805 |
| Close |
2.925 |
2.966 |
0.041 |
1.4% |
3.009 |
| Range |
0.047 |
0.086 |
0.039 |
83.0% |
0.222 |
| ATR |
0.071 |
0.072 |
0.001 |
1.5% |
0.000 |
| Volume |
83,313 |
89,805 |
6,492 |
7.8% |
502,984 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.199 |
3.169 |
3.013 |
|
| R3 |
3.113 |
3.083 |
2.990 |
|
| R2 |
3.027 |
3.027 |
2.982 |
|
| R1 |
2.997 |
2.997 |
2.974 |
3.012 |
| PP |
2.941 |
2.941 |
2.941 |
2.949 |
| S1 |
2.911 |
2.911 |
2.958 |
2.926 |
| S2 |
2.855 |
2.855 |
2.950 |
|
| S3 |
2.769 |
2.825 |
2.942 |
|
| S4 |
2.683 |
2.739 |
2.919 |
|
|
| 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 |
2.886 |
0.156 |
5.3% |
0.060 |
2.0% |
51% |
False |
True |
77,858 |
| 10 |
3.042 |
2.799 |
0.243 |
8.2% |
0.065 |
2.2% |
69% |
False |
False |
84,530 |
| 20 |
3.064 |
2.799 |
0.265 |
8.9% |
0.068 |
2.3% |
63% |
False |
False |
66,979 |
| 40 |
3.142 |
2.799 |
0.343 |
11.6% |
0.073 |
2.5% |
49% |
False |
False |
52,487 |
| 60 |
3.391 |
2.799 |
0.592 |
20.0% |
0.075 |
2.5% |
28% |
False |
False |
49,244 |
| 80 |
3.520 |
2.799 |
0.721 |
24.3% |
0.077 |
2.6% |
23% |
False |
False |
44,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.338 |
|
2.618 |
3.197 |
|
1.618 |
3.111 |
|
1.000 |
3.058 |
|
0.618 |
3.025 |
|
HIGH |
2.972 |
|
0.618 |
2.939 |
|
0.500 |
2.929 |
|
0.382 |
2.919 |
|
LOW |
2.886 |
|
0.618 |
2.833 |
|
1.000 |
2.800 |
|
1.618 |
2.747 |
|
2.618 |
2.661 |
|
4.250 |
2.521 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.954 |
2.958 |
| PP |
2.941 |
2.951 |
| S1 |
2.929 |
2.943 |
|