NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.976 |
3.005 |
0.029 |
1.0% |
2.772 |
| High |
2.997 |
3.018 |
0.021 |
0.7% |
2.997 |
| Low |
2.962 |
2.925 |
-0.037 |
-1.2% |
2.764 |
| Close |
2.983 |
2.959 |
-0.024 |
-0.8% |
2.983 |
| Range |
0.035 |
0.093 |
0.058 |
165.7% |
0.233 |
| ATR |
0.076 |
0.078 |
0.001 |
1.6% |
0.000 |
| Volume |
137,469 |
130,569 |
-6,900 |
-5.0% |
863,134 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.246 |
3.196 |
3.010 |
|
| R3 |
3.153 |
3.103 |
2.985 |
|
| R2 |
3.060 |
3.060 |
2.976 |
|
| R1 |
3.010 |
3.010 |
2.968 |
2.989 |
| PP |
2.967 |
2.967 |
2.967 |
2.957 |
| S1 |
2.917 |
2.917 |
2.950 |
2.896 |
| S2 |
2.874 |
2.874 |
2.942 |
|
| S3 |
2.781 |
2.824 |
2.933 |
|
| S4 |
2.688 |
2.731 |
2.908 |
|
|
| 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 |
3.018 |
2.783 |
0.235 |
7.9% |
0.080 |
2.7% |
75% |
True |
False |
169,748 |
| 10 |
3.018 |
2.753 |
0.265 |
9.0% |
0.068 |
2.3% |
78% |
True |
False |
148,245 |
| 20 |
3.101 |
2.753 |
0.348 |
11.8% |
0.072 |
2.4% |
59% |
False |
False |
131,346 |
| 40 |
3.114 |
2.753 |
0.361 |
12.2% |
0.076 |
2.6% |
57% |
False |
False |
94,145 |
| 60 |
3.438 |
2.753 |
0.685 |
23.1% |
0.079 |
2.7% |
30% |
False |
False |
76,587 |
| 80 |
3.506 |
2.753 |
0.753 |
25.4% |
0.080 |
2.7% |
27% |
False |
False |
63,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.413 |
|
2.618 |
3.261 |
|
1.618 |
3.168 |
|
1.000 |
3.111 |
|
0.618 |
3.075 |
|
HIGH |
3.018 |
|
0.618 |
2.982 |
|
0.500 |
2.972 |
|
0.382 |
2.961 |
|
LOW |
2.925 |
|
0.618 |
2.868 |
|
1.000 |
2.832 |
|
1.618 |
2.775 |
|
2.618 |
2.682 |
|
4.250 |
2.530 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.972 |
2.954 |
| PP |
2.967 |
2.950 |
| S1 |
2.963 |
2.945 |
|