NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.835 |
2.916 |
0.081 |
2.9% |
2.929 |
| High |
2.933 |
3.027 |
0.094 |
3.2% |
2.934 |
| Low |
2.835 |
2.911 |
0.076 |
2.7% |
2.799 |
| Close |
2.920 |
3.017 |
0.097 |
3.3% |
2.817 |
| Range |
0.098 |
0.116 |
0.018 |
18.4% |
0.135 |
| ATR |
0.074 |
0.077 |
0.003 |
4.1% |
0.000 |
| Volume |
97,193 |
137,616 |
40,423 |
41.6% |
279,777 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.291 |
3.081 |
|
| R3 |
3.217 |
3.175 |
3.049 |
|
| R2 |
3.101 |
3.101 |
3.038 |
|
| R1 |
3.059 |
3.059 |
3.028 |
3.080 |
| PP |
2.985 |
2.985 |
2.985 |
2.996 |
| S1 |
2.943 |
2.943 |
3.006 |
2.964 |
| S2 |
2.869 |
2.869 |
2.996 |
|
| S3 |
2.753 |
2.827 |
2.985 |
|
| S4 |
2.637 |
2.711 |
2.953 |
|
|
| 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 |
3.027 |
2.799 |
0.228 |
7.6% |
0.069 |
2.3% |
96% |
True |
False |
91,202 |
| 10 |
3.027 |
2.799 |
0.228 |
7.6% |
0.069 |
2.3% |
96% |
True |
False |
72,399 |
| 20 |
3.131 |
2.799 |
0.332 |
11.0% |
0.069 |
2.3% |
66% |
False |
False |
56,874 |
| 40 |
3.142 |
2.799 |
0.343 |
11.4% |
0.075 |
2.5% |
64% |
False |
False |
46,742 |
| 60 |
3.459 |
2.799 |
0.660 |
21.9% |
0.077 |
2.5% |
33% |
False |
False |
45,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.520 |
|
2.618 |
3.331 |
|
1.618 |
3.215 |
|
1.000 |
3.143 |
|
0.618 |
3.099 |
|
HIGH |
3.027 |
|
0.618 |
2.983 |
|
0.500 |
2.969 |
|
0.382 |
2.955 |
|
LOW |
2.911 |
|
0.618 |
2.839 |
|
1.000 |
2.795 |
|
1.618 |
2.723 |
|
2.618 |
2.607 |
|
4.250 |
2.418 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.001 |
2.986 |
| PP |
2.985 |
2.954 |
| S1 |
2.969 |
2.923 |
|