NYMEX Natural Gas Future November 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 |
3.045 |
3.023 |
-0.022 |
-0.7% |
3.004 |
| High |
3.053 |
3.066 |
0.013 |
0.4% |
3.096 |
| Low |
2.987 |
2.954 |
-0.033 |
-1.1% |
2.983 |
| Close |
2.997 |
3.030 |
0.033 |
1.1% |
2.997 |
| Range |
0.066 |
0.112 |
0.046 |
69.7% |
0.113 |
| ATR |
0.067 |
0.070 |
0.003 |
4.8% |
0.000 |
| Volume |
22,438 |
37,713 |
15,275 |
68.1% |
139,772 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.353 |
3.303 |
3.092 |
|
| R3 |
3.241 |
3.191 |
3.061 |
|
| R2 |
3.129 |
3.129 |
3.051 |
|
| R1 |
3.079 |
3.079 |
3.040 |
3.104 |
| PP |
3.017 |
3.017 |
3.017 |
3.029 |
| S1 |
2.967 |
2.967 |
3.020 |
2.992 |
| S2 |
2.905 |
2.905 |
3.009 |
|
| S3 |
2.793 |
2.855 |
2.999 |
|
| S4 |
2.681 |
2.743 |
2.968 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.364 |
3.294 |
3.059 |
|
| R3 |
3.251 |
3.181 |
3.028 |
|
| R2 |
3.138 |
3.138 |
3.018 |
|
| R1 |
3.068 |
3.068 |
3.007 |
3.047 |
| PP |
3.025 |
3.025 |
3.025 |
3.015 |
| S1 |
2.955 |
2.955 |
2.987 |
2.934 |
| S2 |
2.912 |
2.912 |
2.976 |
|
| S3 |
2.799 |
2.842 |
2.966 |
|
| S4 |
2.686 |
2.729 |
2.935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.096 |
2.954 |
0.142 |
4.7% |
0.072 |
2.4% |
54% |
False |
True |
27,737 |
| 10 |
3.096 |
2.954 |
0.142 |
4.7% |
0.067 |
2.2% |
54% |
False |
True |
29,614 |
| 20 |
3.098 |
2.886 |
0.212 |
7.0% |
0.063 |
2.1% |
68% |
False |
False |
34,783 |
| 40 |
3.198 |
2.886 |
0.312 |
10.3% |
0.070 |
2.3% |
46% |
False |
False |
28,550 |
| 60 |
3.200 |
2.886 |
0.314 |
10.4% |
0.070 |
2.3% |
46% |
False |
False |
24,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.542 |
|
2.618 |
3.359 |
|
1.618 |
3.247 |
|
1.000 |
3.178 |
|
0.618 |
3.135 |
|
HIGH |
3.066 |
|
0.618 |
3.023 |
|
0.500 |
3.010 |
|
0.382 |
2.997 |
|
LOW |
2.954 |
|
0.618 |
2.885 |
|
1.000 |
2.842 |
|
1.618 |
2.773 |
|
2.618 |
2.661 |
|
4.250 |
2.478 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.023 |
3.026 |
| PP |
3.017 |
3.022 |
| S1 |
3.010 |
3.018 |
|