NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.772 |
2.805 |
0.033 |
1.2% |
2.900 |
| High |
2.812 |
2.832 |
0.020 |
0.7% |
2.900 |
| Low |
2.764 |
2.783 |
0.019 |
0.7% |
2.753 |
| Close |
2.801 |
2.822 |
0.021 |
0.7% |
2.774 |
| Range |
0.048 |
0.049 |
0.001 |
2.1% |
0.147 |
| ATR |
0.076 |
0.074 |
-0.002 |
-2.6% |
0.000 |
| Volume |
144,959 |
134,191 |
-10,768 |
-7.4% |
664,980 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.959 |
2.940 |
2.849 |
|
| R3 |
2.910 |
2.891 |
2.835 |
|
| R2 |
2.861 |
2.861 |
2.831 |
|
| R1 |
2.842 |
2.842 |
2.826 |
2.852 |
| PP |
2.812 |
2.812 |
2.812 |
2.817 |
| S1 |
2.793 |
2.793 |
2.818 |
2.803 |
| S2 |
2.763 |
2.763 |
2.813 |
|
| S3 |
2.714 |
2.744 |
2.809 |
|
| S4 |
2.665 |
2.695 |
2.795 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.250 |
3.159 |
2.855 |
|
| R3 |
3.103 |
3.012 |
2.814 |
|
| R2 |
2.956 |
2.956 |
2.801 |
|
| R1 |
2.865 |
2.865 |
2.787 |
2.837 |
| PP |
2.809 |
2.809 |
2.809 |
2.795 |
| S1 |
2.718 |
2.718 |
2.761 |
2.690 |
| S2 |
2.662 |
2.662 |
2.747 |
|
| S3 |
2.515 |
2.571 |
2.734 |
|
| S4 |
2.368 |
2.424 |
2.693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.846 |
2.753 |
0.093 |
3.3% |
0.050 |
1.8% |
74% |
False |
False |
123,349 |
| 10 |
2.990 |
2.753 |
0.237 |
8.4% |
0.067 |
2.4% |
29% |
False |
False |
131,396 |
| 20 |
3.101 |
2.753 |
0.348 |
12.3% |
0.069 |
2.4% |
20% |
False |
False |
114,134 |
| 40 |
3.114 |
2.753 |
0.361 |
12.8% |
0.076 |
2.7% |
19% |
False |
False |
81,283 |
| 60 |
3.480 |
2.753 |
0.727 |
25.8% |
0.079 |
2.8% |
9% |
False |
False |
66,770 |
| 80 |
3.506 |
2.753 |
0.753 |
26.7% |
0.078 |
2.8% |
9% |
False |
False |
55,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.040 |
|
2.618 |
2.960 |
|
1.618 |
2.911 |
|
1.000 |
2.881 |
|
0.618 |
2.862 |
|
HIGH |
2.832 |
|
0.618 |
2.813 |
|
0.500 |
2.808 |
|
0.382 |
2.802 |
|
LOW |
2.783 |
|
0.618 |
2.753 |
|
1.000 |
2.734 |
|
1.618 |
2.704 |
|
2.618 |
2.655 |
|
4.250 |
2.575 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.817 |
2.812 |
| PP |
2.812 |
2.802 |
| S1 |
2.808 |
2.793 |
|