NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.811 |
2.877 |
0.066 |
2.3% |
2.900 |
| High |
2.899 |
2.995 |
0.096 |
3.3% |
2.900 |
| Low |
2.800 |
2.872 |
0.072 |
2.6% |
2.753 |
| Close |
2.883 |
2.985 |
0.102 |
3.5% |
2.774 |
| Range |
0.099 |
0.123 |
0.024 |
24.2% |
0.147 |
| ATR |
0.076 |
0.080 |
0.003 |
4.4% |
0.000 |
| Volume |
184,358 |
262,157 |
77,799 |
42.2% |
664,980 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.320 |
3.275 |
3.053 |
|
| R3 |
3.197 |
3.152 |
3.019 |
|
| R2 |
3.074 |
3.074 |
3.008 |
|
| R1 |
3.029 |
3.029 |
2.996 |
3.052 |
| PP |
2.951 |
2.951 |
2.951 |
2.962 |
| S1 |
2.906 |
2.906 |
2.974 |
2.929 |
| S2 |
2.828 |
2.828 |
2.962 |
|
| S3 |
2.705 |
2.783 |
2.951 |
|
| S4 |
2.582 |
2.660 |
2.917 |
|
|
| 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 |
2.995 |
2.753 |
0.242 |
8.1% |
0.073 |
2.5% |
96% |
True |
False |
165,281 |
| 10 |
2.995 |
2.753 |
0.242 |
8.1% |
0.073 |
2.4% |
96% |
True |
False |
147,383 |
| 20 |
3.101 |
2.753 |
0.348 |
11.7% |
0.073 |
2.4% |
67% |
False |
False |
125,971 |
| 40 |
3.114 |
2.753 |
0.361 |
12.1% |
0.078 |
2.6% |
64% |
False |
False |
89,402 |
| 60 |
3.438 |
2.753 |
0.685 |
22.9% |
0.079 |
2.7% |
34% |
False |
False |
73,193 |
| 80 |
3.506 |
2.753 |
0.753 |
25.2% |
0.080 |
2.7% |
31% |
False |
False |
60,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.518 |
|
2.618 |
3.317 |
|
1.618 |
3.194 |
|
1.000 |
3.118 |
|
0.618 |
3.071 |
|
HIGH |
2.995 |
|
0.618 |
2.948 |
|
0.500 |
2.934 |
|
0.382 |
2.919 |
|
LOW |
2.872 |
|
0.618 |
2.796 |
|
1.000 |
2.749 |
|
1.618 |
2.673 |
|
2.618 |
2.550 |
|
4.250 |
2.349 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.968 |
2.953 |
| PP |
2.951 |
2.921 |
| S1 |
2.934 |
2.889 |
|