NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.838 |
2.835 |
-0.003 |
-0.1% |
2.929 |
| High |
2.867 |
2.933 |
0.066 |
2.3% |
2.934 |
| Low |
2.819 |
2.835 |
0.016 |
0.6% |
2.799 |
| Close |
2.860 |
2.920 |
0.060 |
2.1% |
2.817 |
| Range |
0.048 |
0.098 |
0.050 |
104.2% |
0.135 |
| ATR |
0.072 |
0.074 |
0.002 |
2.6% |
0.000 |
| Volume |
84,320 |
97,193 |
12,873 |
15.3% |
279,777 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.190 |
3.153 |
2.974 |
|
| R3 |
3.092 |
3.055 |
2.947 |
|
| R2 |
2.994 |
2.994 |
2.938 |
|
| R1 |
2.957 |
2.957 |
2.929 |
2.976 |
| PP |
2.896 |
2.896 |
2.896 |
2.905 |
| S1 |
2.859 |
2.859 |
2.911 |
2.878 |
| S2 |
2.798 |
2.798 |
2.902 |
|
| S3 |
2.700 |
2.761 |
2.893 |
|
| S4 |
2.602 |
2.663 |
2.866 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.255 |
3.171 |
2.891 |
|
| R3 |
3.120 |
3.036 |
2.854 |
|
| R2 |
2.985 |
2.985 |
2.842 |
|
| R1 |
2.901 |
2.901 |
2.829 |
2.876 |
| PP |
2.850 |
2.850 |
2.850 |
2.837 |
| S1 |
2.766 |
2.766 |
2.805 |
2.741 |
| S2 |
2.715 |
2.715 |
2.792 |
|
| S3 |
2.580 |
2.631 |
2.780 |
|
| S4 |
2.445 |
2.496 |
2.743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.933 |
2.799 |
0.134 |
4.6% |
0.057 |
1.9% |
90% |
True |
False |
74,803 |
| 10 |
3.025 |
2.799 |
0.226 |
7.7% |
0.066 |
2.2% |
54% |
False |
False |
63,740 |
| 20 |
3.131 |
2.799 |
0.332 |
11.4% |
0.067 |
2.3% |
36% |
False |
False |
52,719 |
| 40 |
3.142 |
2.799 |
0.343 |
11.7% |
0.074 |
2.5% |
35% |
False |
False |
44,650 |
| 60 |
3.464 |
2.799 |
0.665 |
22.8% |
0.077 |
2.6% |
18% |
False |
False |
44,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.350 |
|
2.618 |
3.190 |
|
1.618 |
3.092 |
|
1.000 |
3.031 |
|
0.618 |
2.994 |
|
HIGH |
2.933 |
|
0.618 |
2.896 |
|
0.500 |
2.884 |
|
0.382 |
2.872 |
|
LOW |
2.835 |
|
0.618 |
2.774 |
|
1.000 |
2.737 |
|
1.618 |
2.676 |
|
2.618 |
2.578 |
|
4.250 |
2.419 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.908 |
2.903 |
| PP |
2.896 |
2.886 |
| S1 |
2.884 |
2.869 |
|