NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.951 |
2.929 |
-0.022 |
-0.7% |
3.030 |
| High |
2.964 |
3.014 |
0.050 |
1.7% |
3.042 |
| Low |
2.921 |
2.903 |
-0.018 |
-0.6% |
2.886 |
| Close |
2.930 |
2.992 |
0.062 |
2.1% |
2.930 |
| Range |
0.043 |
0.111 |
0.068 |
158.1% |
0.156 |
| ATR |
0.070 |
0.073 |
0.003 |
4.2% |
0.000 |
| Volume |
61,117 |
99,466 |
38,349 |
62.7% |
359,604 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.303 |
3.258 |
3.053 |
|
| R3 |
3.192 |
3.147 |
3.023 |
|
| R2 |
3.081 |
3.081 |
3.012 |
|
| R1 |
3.036 |
3.036 |
3.002 |
3.059 |
| PP |
2.970 |
2.970 |
2.970 |
2.981 |
| S1 |
2.925 |
2.925 |
2.982 |
2.948 |
| S2 |
2.859 |
2.859 |
2.972 |
|
| S3 |
2.748 |
2.814 |
2.961 |
|
| S4 |
2.637 |
2.703 |
2.931 |
|
|
| 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 |
3.014 |
2.886 |
0.128 |
4.3% |
0.067 |
2.3% |
83% |
True |
False |
78,788 |
| 10 |
3.042 |
2.819 |
0.223 |
7.5% |
0.072 |
2.4% |
78% |
False |
False |
86,900 |
| 20 |
3.042 |
2.799 |
0.243 |
8.1% |
0.067 |
2.3% |
79% |
False |
False |
69,611 |
| 40 |
3.142 |
2.799 |
0.343 |
11.5% |
0.073 |
2.5% |
56% |
False |
False |
55,210 |
| 60 |
3.355 |
2.799 |
0.556 |
18.6% |
0.075 |
2.5% |
35% |
False |
False |
50,858 |
| 80 |
3.520 |
2.799 |
0.721 |
24.1% |
0.077 |
2.6% |
27% |
False |
False |
46,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.486 |
|
2.618 |
3.305 |
|
1.618 |
3.194 |
|
1.000 |
3.125 |
|
0.618 |
3.083 |
|
HIGH |
3.014 |
|
0.618 |
2.972 |
|
0.500 |
2.959 |
|
0.382 |
2.945 |
|
LOW |
2.903 |
|
0.618 |
2.834 |
|
1.000 |
2.792 |
|
1.618 |
2.723 |
|
2.618 |
2.612 |
|
4.250 |
2.431 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.981 |
2.978 |
| PP |
2.970 |
2.964 |
| S1 |
2.959 |
2.950 |
|