NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.935 |
2.926 |
-0.009 |
-0.3% |
3.005 |
| High |
2.957 |
2.982 |
0.025 |
0.8% |
3.018 |
| Low |
2.900 |
2.917 |
0.017 |
0.6% |
2.856 |
| Close |
2.928 |
2.949 |
0.021 |
0.7% |
2.893 |
| Range |
0.057 |
0.065 |
0.008 |
14.0% |
0.162 |
| ATR |
0.074 |
0.074 |
-0.001 |
-0.9% |
0.000 |
| Volume |
104,361 |
105,193 |
832 |
0.8% |
611,255 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.144 |
3.112 |
2.985 |
|
| R3 |
3.079 |
3.047 |
2.967 |
|
| R2 |
3.014 |
3.014 |
2.961 |
|
| R1 |
2.982 |
2.982 |
2.955 |
2.998 |
| PP |
2.949 |
2.949 |
2.949 |
2.958 |
| S1 |
2.917 |
2.917 |
2.943 |
2.933 |
| S2 |
2.884 |
2.884 |
2.937 |
|
| S3 |
2.819 |
2.852 |
2.931 |
|
| S4 |
2.754 |
2.787 |
2.913 |
|
|
| 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 |
2.867 |
0.139 |
4.7% |
0.071 |
2.4% |
59% |
False |
False |
123,156 |
| 10 |
3.018 |
2.856 |
0.162 |
5.5% |
0.067 |
2.3% |
57% |
False |
False |
128,119 |
| 20 |
3.018 |
2.753 |
0.265 |
9.0% |
0.070 |
2.4% |
74% |
False |
False |
137,751 |
| 40 |
3.114 |
2.753 |
0.361 |
12.2% |
0.077 |
2.6% |
54% |
False |
False |
112,817 |
| 60 |
3.143 |
2.753 |
0.390 |
13.2% |
0.077 |
2.6% |
50% |
False |
False |
89,844 |
| 80 |
3.506 |
2.753 |
0.753 |
25.5% |
0.079 |
2.7% |
26% |
False |
False |
73,922 |
| 100 |
3.506 |
2.753 |
0.753 |
25.5% |
0.079 |
2.7% |
26% |
False |
False |
63,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.258 |
|
2.618 |
3.152 |
|
1.618 |
3.087 |
|
1.000 |
3.047 |
|
0.618 |
3.022 |
|
HIGH |
2.982 |
|
0.618 |
2.957 |
|
0.500 |
2.950 |
|
0.382 |
2.942 |
|
LOW |
2.917 |
|
0.618 |
2.877 |
|
1.000 |
2.852 |
|
1.618 |
2.812 |
|
2.618 |
2.747 |
|
4.250 |
2.641 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.950 |
2.953 |
| PP |
2.949 |
2.952 |
| S1 |
2.949 |
2.950 |
|