NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.963 |
2.935 |
-0.028 |
-0.9% |
3.005 |
| High |
3.006 |
2.957 |
-0.049 |
-1.6% |
3.018 |
| Low |
2.927 |
2.900 |
-0.027 |
-0.9% |
2.856 |
| Close |
2.939 |
2.928 |
-0.011 |
-0.4% |
2.893 |
| Range |
0.079 |
0.057 |
-0.022 |
-27.8% |
0.162 |
| ATR |
0.076 |
0.074 |
-0.001 |
-1.8% |
0.000 |
| Volume |
151,718 |
104,361 |
-47,357 |
-31.2% |
611,255 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.099 |
3.071 |
2.959 |
|
| R3 |
3.042 |
3.014 |
2.944 |
|
| R2 |
2.985 |
2.985 |
2.938 |
|
| R1 |
2.957 |
2.957 |
2.933 |
2.943 |
| PP |
2.928 |
2.928 |
2.928 |
2.921 |
| S1 |
2.900 |
2.900 |
2.923 |
2.886 |
| S2 |
2.871 |
2.871 |
2.918 |
|
| S3 |
2.814 |
2.843 |
2.912 |
|
| S4 |
2.757 |
2.786 |
2.897 |
|
|
| 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 |
3.006 |
2.856 |
0.150 |
5.1% |
0.075 |
2.6% |
48% |
False |
False |
133,810 |
| 10 |
3.018 |
2.856 |
0.162 |
5.5% |
0.073 |
2.5% |
44% |
False |
False |
143,815 |
| 20 |
3.018 |
2.753 |
0.265 |
9.1% |
0.071 |
2.4% |
66% |
False |
False |
141,287 |
| 40 |
3.114 |
2.753 |
0.361 |
12.3% |
0.077 |
2.6% |
48% |
False |
False |
111,119 |
| 60 |
3.187 |
2.753 |
0.434 |
14.8% |
0.077 |
2.6% |
40% |
False |
False |
88,773 |
| 80 |
3.506 |
2.753 |
0.753 |
25.7% |
0.079 |
2.7% |
23% |
False |
False |
72,896 |
| 100 |
3.506 |
2.753 |
0.753 |
25.7% |
0.079 |
2.7% |
23% |
False |
False |
62,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.199 |
|
2.618 |
3.106 |
|
1.618 |
3.049 |
|
1.000 |
3.014 |
|
0.618 |
2.992 |
|
HIGH |
2.957 |
|
0.618 |
2.935 |
|
0.500 |
2.929 |
|
0.382 |
2.922 |
|
LOW |
2.900 |
|
0.618 |
2.865 |
|
1.000 |
2.843 |
|
1.618 |
2.808 |
|
2.618 |
2.751 |
|
4.250 |
2.658 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.929 |
2.937 |
| PP |
2.928 |
2.934 |
| S1 |
2.928 |
2.931 |
|