NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.973 |
2.945 |
-0.028 |
-0.9% |
2.929 |
| High |
2.980 |
3.045 |
0.065 |
2.2% |
3.035 |
| Low |
2.928 |
2.908 |
-0.020 |
-0.7% |
2.903 |
| Close |
2.939 |
3.040 |
0.101 |
3.4% |
2.924 |
| Range |
0.052 |
0.137 |
0.085 |
163.5% |
0.132 |
| ATR |
0.072 |
0.077 |
0.005 |
6.4% |
0.000 |
| Volume |
106,590 |
96,502 |
-10,088 |
-9.5% |
512,559 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.409 |
3.361 |
3.115 |
|
| R3 |
3.272 |
3.224 |
3.078 |
|
| R2 |
3.135 |
3.135 |
3.065 |
|
| R1 |
3.087 |
3.087 |
3.053 |
3.111 |
| PP |
2.998 |
2.998 |
2.998 |
3.010 |
| S1 |
2.950 |
2.950 |
3.027 |
2.974 |
| S2 |
2.861 |
2.861 |
3.015 |
|
| S3 |
2.724 |
2.813 |
3.002 |
|
| S4 |
2.587 |
2.676 |
2.965 |
|
|
| 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 |
3.045 |
2.880 |
0.165 |
5.4% |
0.086 |
2.8% |
97% |
True |
False |
116,763 |
| 10 |
3.045 |
2.880 |
0.165 |
5.4% |
0.079 |
2.6% |
97% |
True |
False |
104,918 |
| 20 |
3.045 |
2.799 |
0.246 |
8.1% |
0.072 |
2.4% |
98% |
True |
False |
94,724 |
| 40 |
3.131 |
2.799 |
0.332 |
10.9% |
0.072 |
2.4% |
73% |
False |
False |
70,574 |
| 60 |
3.142 |
2.799 |
0.343 |
11.3% |
0.074 |
2.4% |
70% |
False |
False |
59,177 |
| 80 |
3.520 |
2.799 |
0.721 |
23.7% |
0.077 |
2.5% |
33% |
False |
False |
54,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.627 |
|
2.618 |
3.404 |
|
1.618 |
3.267 |
|
1.000 |
3.182 |
|
0.618 |
3.130 |
|
HIGH |
3.045 |
|
0.618 |
2.993 |
|
0.500 |
2.977 |
|
0.382 |
2.960 |
|
LOW |
2.908 |
|
0.618 |
2.823 |
|
1.000 |
2.771 |
|
1.618 |
2.686 |
|
2.618 |
2.549 |
|
4.250 |
2.326 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.019 |
3.019 |
| PP |
2.998 |
2.998 |
| S1 |
2.977 |
2.977 |
|