NYMEX Natural Gas Future October 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 |
2.974 |
2.950 |
-0.024 |
-0.8% |
2.929 |
| High |
2.982 |
2.998 |
0.016 |
0.5% |
3.035 |
| Low |
2.914 |
2.880 |
-0.034 |
-1.2% |
2.903 |
| Close |
2.924 |
2.961 |
0.037 |
1.3% |
2.924 |
| Range |
0.068 |
0.118 |
0.050 |
73.5% |
0.132 |
| ATR |
0.072 |
0.075 |
0.003 |
4.6% |
0.000 |
| Volume |
108,309 |
165,826 |
57,517 |
53.1% |
512,559 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.300 |
3.249 |
3.026 |
|
| R3 |
3.182 |
3.131 |
2.993 |
|
| R2 |
3.064 |
3.064 |
2.983 |
|
| R1 |
3.013 |
3.013 |
2.972 |
3.039 |
| PP |
2.946 |
2.946 |
2.946 |
2.959 |
| S1 |
2.895 |
2.895 |
2.950 |
2.921 |
| S2 |
2.828 |
2.828 |
2.939 |
|
| S3 |
2.710 |
2.777 |
2.929 |
|
| S4 |
2.592 |
2.659 |
2.896 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.350 |
3.269 |
2.997 |
|
| R3 |
3.218 |
3.137 |
2.960 |
|
| R2 |
3.086 |
3.086 |
2.948 |
|
| R1 |
3.005 |
3.005 |
2.936 |
2.980 |
| PP |
2.954 |
2.954 |
2.954 |
2.941 |
| S1 |
2.873 |
2.873 |
2.912 |
2.848 |
| S2 |
2.822 |
2.822 |
2.900 |
|
| S3 |
2.690 |
2.741 |
2.888 |
|
| S4 |
2.558 |
2.609 |
2.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.035 |
2.880 |
0.155 |
5.2% |
0.078 |
2.6% |
52% |
False |
True |
115,783 |
| 10 |
3.035 |
2.880 |
0.155 |
5.2% |
0.073 |
2.5% |
52% |
False |
True |
97,286 |
| 20 |
3.042 |
2.799 |
0.243 |
8.2% |
0.068 |
2.3% |
67% |
False |
False |
87,430 |
| 40 |
3.131 |
2.799 |
0.332 |
11.2% |
0.075 |
2.5% |
49% |
False |
False |
65,760 |
| 60 |
3.142 |
2.799 |
0.343 |
11.6% |
0.074 |
2.5% |
47% |
False |
False |
56,198 |
| 80 |
3.520 |
2.799 |
0.721 |
24.3% |
0.077 |
2.6% |
22% |
False |
False |
51,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.500 |
|
2.618 |
3.307 |
|
1.618 |
3.189 |
|
1.000 |
3.116 |
|
0.618 |
3.071 |
|
HIGH |
2.998 |
|
0.618 |
2.953 |
|
0.500 |
2.939 |
|
0.382 |
2.925 |
|
LOW |
2.880 |
|
0.618 |
2.807 |
|
1.000 |
2.762 |
|
1.618 |
2.689 |
|
2.618 |
2.571 |
|
4.250 |
2.379 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.954 |
2.957 |
| PP |
2.946 |
2.952 |
| S1 |
2.939 |
2.948 |
|