NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
3.005 |
2.961 |
-0.044 |
-1.5% |
2.772 |
| High |
3.018 |
2.972 |
-0.046 |
-1.5% |
2.997 |
| Low |
2.925 |
2.919 |
-0.006 |
-0.2% |
2.764 |
| Close |
2.959 |
2.935 |
-0.024 |
-0.8% |
2.983 |
| Range |
0.093 |
0.053 |
-0.040 |
-43.0% |
0.233 |
| ATR |
0.078 |
0.076 |
-0.002 |
-2.3% |
0.000 |
| Volume |
130,569 |
103,177 |
-27,392 |
-21.0% |
863,134 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.101 |
3.071 |
2.964 |
|
| R3 |
3.048 |
3.018 |
2.950 |
|
| R2 |
2.995 |
2.995 |
2.945 |
|
| R1 |
2.965 |
2.965 |
2.940 |
2.954 |
| PP |
2.942 |
2.942 |
2.942 |
2.936 |
| S1 |
2.912 |
2.912 |
2.930 |
2.901 |
| S2 |
2.889 |
2.889 |
2.925 |
|
| S3 |
2.836 |
2.859 |
2.920 |
|
| S4 |
2.783 |
2.806 |
2.906 |
|
|
| 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 |
2.800 |
0.218 |
7.4% |
0.081 |
2.7% |
62% |
False |
False |
163,546 |
| 10 |
3.018 |
2.753 |
0.265 |
9.0% |
0.066 |
2.2% |
69% |
False |
False |
143,447 |
| 20 |
3.101 |
2.753 |
0.348 |
11.9% |
0.071 |
2.4% |
52% |
False |
False |
132,816 |
| 40 |
3.114 |
2.753 |
0.361 |
12.3% |
0.075 |
2.6% |
50% |
False |
False |
95,592 |
| 60 |
3.438 |
2.753 |
0.685 |
23.3% |
0.079 |
2.7% |
27% |
False |
False |
77,937 |
| 80 |
3.506 |
2.753 |
0.753 |
25.7% |
0.079 |
2.7% |
24% |
False |
False |
64,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.197 |
|
2.618 |
3.111 |
|
1.618 |
3.058 |
|
1.000 |
3.025 |
|
0.618 |
3.005 |
|
HIGH |
2.972 |
|
0.618 |
2.952 |
|
0.500 |
2.946 |
|
0.382 |
2.939 |
|
LOW |
2.919 |
|
0.618 |
2.886 |
|
1.000 |
2.866 |
|
1.618 |
2.833 |
|
2.618 |
2.780 |
|
4.250 |
2.694 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.946 |
2.969 |
| PP |
2.942 |
2.957 |
| S1 |
2.939 |
2.946 |
|