NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
3.023 |
3.024 |
0.001 |
0.0% |
3.004 |
| High |
3.066 |
3.058 |
-0.008 |
-0.3% |
3.096 |
| Low |
2.954 |
3.004 |
0.050 |
1.7% |
2.983 |
| Close |
3.030 |
3.053 |
0.023 |
0.8% |
2.997 |
| Range |
0.112 |
0.054 |
-0.058 |
-51.8% |
0.113 |
| ATR |
0.070 |
0.069 |
-0.001 |
-1.6% |
0.000 |
| Volume |
37,713 |
28,426 |
-9,287 |
-24.6% |
139,772 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.200 |
3.181 |
3.083 |
|
| R3 |
3.146 |
3.127 |
3.068 |
|
| R2 |
3.092 |
3.092 |
3.063 |
|
| R1 |
3.073 |
3.073 |
3.058 |
3.083 |
| PP |
3.038 |
3.038 |
3.038 |
3.043 |
| S1 |
3.019 |
3.019 |
3.048 |
3.029 |
| S2 |
2.984 |
2.984 |
3.043 |
|
| S3 |
2.930 |
2.965 |
3.038 |
|
| S4 |
2.876 |
2.911 |
3.023 |
|
|
| 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 |
3.082 |
2.954 |
0.128 |
4.2% |
0.068 |
2.2% |
77% |
False |
False |
27,036 |
| 10 |
3.096 |
2.954 |
0.142 |
4.7% |
0.068 |
2.2% |
70% |
False |
False |
29,611 |
| 20 |
3.098 |
2.890 |
0.208 |
6.8% |
0.063 |
2.1% |
78% |
False |
False |
34,596 |
| 40 |
3.198 |
2.886 |
0.312 |
10.2% |
0.069 |
2.3% |
54% |
False |
False |
28,919 |
| 60 |
3.200 |
2.886 |
0.314 |
10.3% |
0.069 |
2.3% |
53% |
False |
False |
24,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.288 |
|
2.618 |
3.199 |
|
1.618 |
3.145 |
|
1.000 |
3.112 |
|
0.618 |
3.091 |
|
HIGH |
3.058 |
|
0.618 |
3.037 |
|
0.500 |
3.031 |
|
0.382 |
3.025 |
|
LOW |
3.004 |
|
0.618 |
2.971 |
|
1.000 |
2.950 |
|
1.618 |
2.917 |
|
2.618 |
2.863 |
|
4.250 |
2.775 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.046 |
3.039 |
| PP |
3.038 |
3.024 |
| S1 |
3.031 |
3.010 |
|