NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.992 |
2.961 |
-0.031 |
-1.0% |
3.030 |
| High |
3.035 |
2.985 |
-0.050 |
-1.6% |
3.042 |
| Low |
2.953 |
2.929 |
-0.024 |
-0.8% |
2.886 |
| Close |
2.968 |
2.960 |
-0.008 |
-0.3% |
2.930 |
| Range |
0.082 |
0.056 |
-0.026 |
-31.7% |
0.156 |
| ATR |
0.074 |
0.072 |
-0.001 |
-1.7% |
0.000 |
| Volume |
119,611 |
73,883 |
-45,728 |
-38.2% |
359,604 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.126 |
3.099 |
2.991 |
|
| R3 |
3.070 |
3.043 |
2.975 |
|
| R2 |
3.014 |
3.014 |
2.970 |
|
| R1 |
2.987 |
2.987 |
2.965 |
2.973 |
| PP |
2.958 |
2.958 |
2.958 |
2.951 |
| S1 |
2.931 |
2.931 |
2.955 |
2.917 |
| S2 |
2.902 |
2.902 |
2.950 |
|
| S3 |
2.846 |
2.875 |
2.945 |
|
| S4 |
2.790 |
2.819 |
2.929 |
|
|
| 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 |
3.035 |
2.886 |
0.149 |
5.0% |
0.076 |
2.6% |
50% |
False |
False |
88,776 |
| 10 |
3.042 |
2.886 |
0.156 |
5.3% |
0.071 |
2.4% |
47% |
False |
False |
88,098 |
| 20 |
3.042 |
2.799 |
0.243 |
8.2% |
0.068 |
2.3% |
66% |
False |
False |
75,919 |
| 40 |
3.142 |
2.799 |
0.343 |
11.6% |
0.074 |
2.5% |
47% |
False |
False |
58,868 |
| 60 |
3.209 |
2.799 |
0.410 |
13.9% |
0.075 |
2.5% |
39% |
False |
False |
52,526 |
| 80 |
3.520 |
2.799 |
0.721 |
24.4% |
0.076 |
2.6% |
22% |
False |
False |
47,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.223 |
|
2.618 |
3.132 |
|
1.618 |
3.076 |
|
1.000 |
3.041 |
|
0.618 |
3.020 |
|
HIGH |
2.985 |
|
0.618 |
2.964 |
|
0.500 |
2.957 |
|
0.382 |
2.950 |
|
LOW |
2.929 |
|
0.618 |
2.894 |
|
1.000 |
2.873 |
|
1.618 |
2.838 |
|
2.618 |
2.782 |
|
4.250 |
2.691 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.959 |
2.969 |
| PP |
2.958 |
2.966 |
| S1 |
2.957 |
2.963 |
|