NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.920 |
2.951 |
0.031 |
1.1% |
3.030 |
| High |
2.972 |
2.964 |
-0.008 |
-0.3% |
3.042 |
| Low |
2.886 |
2.921 |
0.035 |
1.2% |
2.886 |
| Close |
2.966 |
2.930 |
-0.036 |
-1.2% |
2.930 |
| Range |
0.086 |
0.043 |
-0.043 |
-50.0% |
0.156 |
| ATR |
0.072 |
0.070 |
-0.002 |
-2.7% |
0.000 |
| Volume |
89,805 |
61,117 |
-28,688 |
-31.9% |
359,604 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.067 |
3.042 |
2.954 |
|
| R3 |
3.024 |
2.999 |
2.942 |
|
| R2 |
2.981 |
2.981 |
2.938 |
|
| R1 |
2.956 |
2.956 |
2.934 |
2.947 |
| PP |
2.938 |
2.938 |
2.938 |
2.934 |
| S1 |
2.913 |
2.913 |
2.926 |
2.904 |
| S2 |
2.895 |
2.895 |
2.922 |
|
| S3 |
2.852 |
2.870 |
2.918 |
|
| S4 |
2.809 |
2.827 |
2.906 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.421 |
3.331 |
3.016 |
|
| R3 |
3.265 |
3.175 |
2.973 |
|
| R2 |
3.109 |
3.109 |
2.959 |
|
| R1 |
3.019 |
3.019 |
2.944 |
2.986 |
| PP |
2.953 |
2.953 |
2.953 |
2.936 |
| S1 |
2.863 |
2.863 |
2.916 |
2.830 |
| S2 |
2.797 |
2.797 |
2.901 |
|
| S3 |
2.641 |
2.707 |
2.887 |
|
| S4 |
2.485 |
2.551 |
2.844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.042 |
2.886 |
0.156 |
5.3% |
0.063 |
2.2% |
28% |
False |
False |
71,920 |
| 10 |
3.042 |
2.805 |
0.237 |
8.1% |
0.065 |
2.2% |
53% |
False |
False |
86,258 |
| 20 |
3.042 |
2.799 |
0.243 |
8.3% |
0.066 |
2.2% |
54% |
False |
False |
67,469 |
| 40 |
3.142 |
2.799 |
0.343 |
11.7% |
0.072 |
2.4% |
38% |
False |
False |
53,255 |
| 60 |
3.391 |
2.799 |
0.592 |
20.2% |
0.075 |
2.6% |
22% |
False |
False |
49,802 |
| 80 |
3.520 |
2.799 |
0.721 |
24.6% |
0.076 |
2.6% |
18% |
False |
False |
45,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.147 |
|
2.618 |
3.077 |
|
1.618 |
3.034 |
|
1.000 |
3.007 |
|
0.618 |
2.991 |
|
HIGH |
2.964 |
|
0.618 |
2.948 |
|
0.500 |
2.943 |
|
0.382 |
2.937 |
|
LOW |
2.921 |
|
0.618 |
2.894 |
|
1.000 |
2.878 |
|
1.618 |
2.851 |
|
2.618 |
2.808 |
|
4.250 |
2.738 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.943 |
2.930 |
| PP |
2.938 |
2.929 |
| S1 |
2.934 |
2.929 |
|