NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.891 |
2.917 |
0.026 |
0.9% |
3.005 |
| High |
2.939 |
2.928 |
-0.011 |
-0.4% |
3.018 |
| Low |
2.856 |
2.885 |
0.029 |
1.0% |
2.856 |
| Close |
2.929 |
2.893 |
-0.036 |
-1.2% |
2.893 |
| Range |
0.083 |
0.043 |
-0.040 |
-48.2% |
0.162 |
| ATR |
0.075 |
0.073 |
-0.002 |
-2.9% |
0.000 |
| Volume |
158,462 |
83,316 |
-75,146 |
-47.4% |
611,255 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.031 |
3.005 |
2.917 |
|
| R3 |
2.988 |
2.962 |
2.905 |
|
| R2 |
2.945 |
2.945 |
2.901 |
|
| R1 |
2.919 |
2.919 |
2.897 |
2.911 |
| PP |
2.902 |
2.902 |
2.902 |
2.898 |
| S1 |
2.876 |
2.876 |
2.889 |
2.868 |
| S2 |
2.859 |
2.859 |
2.885 |
|
| S3 |
2.816 |
2.833 |
2.881 |
|
| S4 |
2.773 |
2.790 |
2.869 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.408 |
3.313 |
2.982 |
|
| R3 |
3.246 |
3.151 |
2.938 |
|
| R2 |
3.084 |
3.084 |
2.923 |
|
| R1 |
2.989 |
2.989 |
2.908 |
2.956 |
| PP |
2.922 |
2.922 |
2.922 |
2.906 |
| S1 |
2.827 |
2.827 |
2.878 |
2.794 |
| S2 |
2.760 |
2.760 |
2.863 |
|
| S3 |
2.598 |
2.665 |
2.848 |
|
| S4 |
2.436 |
2.503 |
2.804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.018 |
2.856 |
0.162 |
5.6% |
0.064 |
2.2% |
23% |
False |
False |
122,251 |
| 10 |
3.018 |
2.764 |
0.254 |
8.8% |
0.068 |
2.3% |
51% |
False |
False |
147,438 |
| 20 |
3.018 |
2.753 |
0.265 |
9.2% |
0.069 |
2.4% |
53% |
False |
False |
137,672 |
| 40 |
3.114 |
2.753 |
0.361 |
12.5% |
0.075 |
2.6% |
39% |
False |
False |
102,453 |
| 60 |
3.370 |
2.753 |
0.617 |
21.3% |
0.078 |
2.7% |
23% |
False |
False |
82,957 |
| 80 |
3.506 |
2.753 |
0.753 |
26.0% |
0.078 |
2.7% |
19% |
False |
False |
68,197 |
| 100 |
3.506 |
2.753 |
0.753 |
26.0% |
0.078 |
2.7% |
19% |
False |
False |
58,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.111 |
|
2.618 |
3.041 |
|
1.618 |
2.998 |
|
1.000 |
2.971 |
|
0.618 |
2.955 |
|
HIGH |
2.928 |
|
0.618 |
2.912 |
|
0.500 |
2.907 |
|
0.382 |
2.901 |
|
LOW |
2.885 |
|
0.618 |
2.858 |
|
1.000 |
2.842 |
|
1.618 |
2.815 |
|
2.618 |
2.772 |
|
4.250 |
2.702 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.907 |
2.898 |
| PP |
2.902 |
2.896 |
| S1 |
2.898 |
2.895 |
|