NYMEX Natural Gas Future October 2017
Trading Metrics calculated at close of trading on 11-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
2.916 |
3.009 |
0.093 |
3.2% |
2.805 |
High |
3.027 |
3.021 |
-0.006 |
-0.2% |
3.027 |
Low |
2.911 |
2.992 |
0.081 |
2.8% |
2.805 |
Close |
3.017 |
3.009 |
-0.008 |
-0.3% |
3.009 |
Range |
0.116 |
0.029 |
-0.087 |
-75.0% |
0.222 |
ATR |
0.077 |
0.073 |
-0.003 |
-4.4% |
0.000 |
Volume |
137,616 |
90,807 |
-46,809 |
-34.0% |
502,984 |
|
Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.094 |
3.081 |
3.025 |
|
R3 |
3.065 |
3.052 |
3.017 |
|
R2 |
3.036 |
3.036 |
3.014 |
|
R1 |
3.023 |
3.023 |
3.012 |
3.024 |
PP |
3.007 |
3.007 |
3.007 |
3.008 |
S1 |
2.994 |
2.994 |
3.006 |
2.995 |
S2 |
2.978 |
2.978 |
3.004 |
|
S3 |
2.949 |
2.965 |
3.001 |
|
S4 |
2.920 |
2.936 |
2.993 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.613 |
3.533 |
3.131 |
|
R3 |
3.391 |
3.311 |
3.070 |
|
R2 |
3.169 |
3.169 |
3.050 |
|
R1 |
3.089 |
3.089 |
3.029 |
3.129 |
PP |
2.947 |
2.947 |
2.947 |
2.967 |
S1 |
2.867 |
2.867 |
2.989 |
2.907 |
S2 |
2.725 |
2.725 |
2.968 |
|
S3 |
2.503 |
2.645 |
2.948 |
|
S4 |
2.281 |
2.423 |
2.887 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.027 |
2.805 |
0.222 |
7.4% |
0.067 |
2.2% |
92% |
False |
False |
100,596 |
10 |
3.027 |
2.799 |
0.228 |
7.6% |
0.066 |
2.2% |
92% |
False |
False |
78,276 |
20 |
3.131 |
2.799 |
0.332 |
11.0% |
0.067 |
2.2% |
63% |
False |
False |
59,142 |
40 |
3.142 |
2.799 |
0.343 |
11.4% |
0.072 |
2.4% |
61% |
False |
False |
47,976 |
60 |
3.459 |
2.799 |
0.660 |
21.9% |
0.076 |
2.5% |
32% |
False |
False |
46,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.144 |
2.618 |
3.097 |
1.618 |
3.068 |
1.000 |
3.050 |
0.618 |
3.039 |
HIGH |
3.021 |
0.618 |
3.010 |
0.500 |
3.007 |
0.382 |
3.003 |
LOW |
2.992 |
0.618 |
2.974 |
1.000 |
2.963 |
1.618 |
2.945 |
2.618 |
2.916 |
4.250 |
2.869 |
|
|
Fisher Pivots for day following 11-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3.008 |
2.983 |
PP |
3.007 |
2.957 |
S1 |
3.007 |
2.931 |
|