NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.961 |
2.920 |
-0.041 |
-1.4% |
2.772 |
| High |
2.972 |
2.933 |
-0.039 |
-1.3% |
2.997 |
| Low |
2.919 |
2.883 |
-0.036 |
-1.2% |
2.764 |
| Close |
2.935 |
2.890 |
-0.045 |
-1.5% |
2.983 |
| Range |
0.053 |
0.050 |
-0.003 |
-5.7% |
0.233 |
| ATR |
0.076 |
0.074 |
-0.002 |
-2.2% |
0.000 |
| Volume |
103,177 |
135,731 |
32,554 |
31.6% |
863,134 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.052 |
3.021 |
2.918 |
|
| R3 |
3.002 |
2.971 |
2.904 |
|
| R2 |
2.952 |
2.952 |
2.899 |
|
| R1 |
2.921 |
2.921 |
2.895 |
2.912 |
| PP |
2.902 |
2.902 |
2.902 |
2.897 |
| S1 |
2.871 |
2.871 |
2.885 |
2.862 |
| S2 |
2.852 |
2.852 |
2.881 |
|
| S3 |
2.802 |
2.821 |
2.876 |
|
| S4 |
2.752 |
2.771 |
2.863 |
|
|
| 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 |
2.872 |
0.146 |
5.1% |
0.071 |
2.4% |
12% |
False |
False |
153,820 |
| 10 |
3.018 |
2.753 |
0.265 |
9.2% |
0.065 |
2.3% |
52% |
False |
False |
145,913 |
| 20 |
3.101 |
2.753 |
0.348 |
12.0% |
0.072 |
2.5% |
39% |
False |
False |
136,302 |
| 40 |
3.114 |
2.753 |
0.361 |
12.5% |
0.075 |
2.6% |
38% |
False |
False |
98,265 |
| 60 |
3.438 |
2.753 |
0.685 |
23.7% |
0.079 |
2.7% |
20% |
False |
False |
79,794 |
| 80 |
3.506 |
2.753 |
0.753 |
26.1% |
0.079 |
2.7% |
18% |
False |
False |
65,637 |
| 100 |
3.506 |
2.753 |
0.753 |
26.1% |
0.079 |
2.7% |
18% |
False |
False |
56,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.146 |
|
2.618 |
3.064 |
|
1.618 |
3.014 |
|
1.000 |
2.983 |
|
0.618 |
2.964 |
|
HIGH |
2.933 |
|
0.618 |
2.914 |
|
0.500 |
2.908 |
|
0.382 |
2.902 |
|
LOW |
2.883 |
|
0.618 |
2.852 |
|
1.000 |
2.833 |
|
1.618 |
2.802 |
|
2.618 |
2.752 |
|
4.250 |
2.671 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.908 |
2.951 |
| PP |
2.902 |
2.930 |
| S1 |
2.896 |
2.910 |
|