NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
3.030 |
2.987 |
-0.043 |
-1.4% |
2.805 |
| High |
3.042 |
3.000 |
-0.042 |
-1.4% |
3.027 |
| Low |
2.952 |
2.950 |
-0.002 |
-0.1% |
2.805 |
| Close |
2.989 |
2.965 |
-0.024 |
-0.8% |
3.009 |
| Range |
0.090 |
0.050 |
-0.040 |
-44.4% |
0.222 |
| ATR |
0.074 |
0.073 |
-0.002 |
-2.3% |
0.000 |
| Volume |
65,129 |
60,240 |
-4,889 |
-7.5% |
502,984 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.122 |
3.093 |
2.993 |
|
| R3 |
3.072 |
3.043 |
2.979 |
|
| R2 |
3.022 |
3.022 |
2.974 |
|
| R1 |
2.993 |
2.993 |
2.970 |
2.983 |
| PP |
2.972 |
2.972 |
2.972 |
2.966 |
| S1 |
2.943 |
2.943 |
2.960 |
2.933 |
| S2 |
2.922 |
2.922 |
2.956 |
|
| S3 |
2.872 |
2.893 |
2.951 |
|
| S4 |
2.822 |
2.843 |
2.938 |
|
|
| 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 |
3.042 |
2.835 |
0.207 |
7.0% |
0.077 |
2.6% |
63% |
False |
False |
90,197 |
| 10 |
3.042 |
2.799 |
0.243 |
8.2% |
0.062 |
2.1% |
68% |
False |
False |
77,225 |
| 20 |
3.131 |
2.799 |
0.332 |
11.2% |
0.068 |
2.3% |
50% |
False |
False |
62,004 |
| 40 |
3.142 |
2.799 |
0.343 |
11.6% |
0.072 |
2.4% |
48% |
False |
False |
49,421 |
| 60 |
3.459 |
2.799 |
0.660 |
22.3% |
0.076 |
2.6% |
25% |
False |
False |
47,479 |
| 80 |
3.520 |
2.799 |
0.721 |
24.3% |
0.077 |
2.6% |
23% |
False |
False |
43,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.213 |
|
2.618 |
3.131 |
|
1.618 |
3.081 |
|
1.000 |
3.050 |
|
0.618 |
3.031 |
|
HIGH |
3.000 |
|
0.618 |
2.981 |
|
0.500 |
2.975 |
|
0.382 |
2.969 |
|
LOW |
2.950 |
|
0.618 |
2.919 |
|
1.000 |
2.900 |
|
1.618 |
2.869 |
|
2.618 |
2.819 |
|
4.250 |
2.738 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.975 |
2.996 |
| PP |
2.972 |
2.986 |
| S1 |
2.968 |
2.975 |
|