NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.877 |
2.976 |
0.099 |
3.4% |
2.772 |
| High |
2.995 |
2.997 |
0.002 |
0.1% |
2.997 |
| Low |
2.872 |
2.962 |
0.090 |
3.1% |
2.764 |
| Close |
2.985 |
2.983 |
-0.002 |
-0.1% |
2.983 |
| Range |
0.123 |
0.035 |
-0.088 |
-71.5% |
0.233 |
| ATR |
0.080 |
0.076 |
-0.003 |
-4.0% |
0.000 |
| Volume |
262,157 |
137,469 |
-124,688 |
-47.6% |
863,134 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.086 |
3.069 |
3.002 |
|
| R3 |
3.051 |
3.034 |
2.993 |
|
| R2 |
3.016 |
3.016 |
2.989 |
|
| R1 |
2.999 |
2.999 |
2.986 |
3.008 |
| PP |
2.981 |
2.981 |
2.981 |
2.985 |
| S1 |
2.964 |
2.964 |
2.980 |
2.973 |
| S2 |
2.946 |
2.946 |
2.977 |
|
| S3 |
2.911 |
2.929 |
2.973 |
|
| S4 |
2.876 |
2.894 |
2.964 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.614 |
3.531 |
3.111 |
|
| R3 |
3.381 |
3.298 |
3.047 |
|
| R2 |
3.148 |
3.148 |
3.026 |
|
| R1 |
3.065 |
3.065 |
3.004 |
3.107 |
| PP |
2.915 |
2.915 |
2.915 |
2.935 |
| S1 |
2.832 |
2.832 |
2.962 |
2.874 |
| S2 |
2.682 |
2.682 |
2.940 |
|
| S3 |
2.449 |
2.599 |
2.919 |
|
| S4 |
2.216 |
2.366 |
2.855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.997 |
2.764 |
0.233 |
7.8% |
0.071 |
2.4% |
94% |
True |
False |
172,626 |
| 10 |
2.997 |
2.753 |
0.244 |
8.2% |
0.070 |
2.4% |
94% |
True |
False |
152,811 |
| 20 |
3.101 |
2.753 |
0.348 |
11.7% |
0.071 |
2.4% |
66% |
False |
False |
127,896 |
| 40 |
3.114 |
2.753 |
0.361 |
12.1% |
0.075 |
2.5% |
64% |
False |
False |
91,662 |
| 60 |
3.438 |
2.753 |
0.685 |
23.0% |
0.078 |
2.6% |
34% |
False |
False |
74,818 |
| 80 |
3.506 |
2.753 |
0.753 |
25.2% |
0.079 |
2.7% |
31% |
False |
False |
61,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.146 |
|
2.618 |
3.089 |
|
1.618 |
3.054 |
|
1.000 |
3.032 |
|
0.618 |
3.019 |
|
HIGH |
2.997 |
|
0.618 |
2.984 |
|
0.500 |
2.980 |
|
0.382 |
2.975 |
|
LOW |
2.962 |
|
0.618 |
2.940 |
|
1.000 |
2.927 |
|
1.618 |
2.905 |
|
2.618 |
2.870 |
|
4.250 |
2.813 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.982 |
2.955 |
| PP |
2.981 |
2.927 |
| S1 |
2.980 |
2.899 |
|