NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.961 |
2.956 |
-0.005 |
-0.2% |
3.030 |
| High |
2.985 |
3.015 |
0.030 |
1.0% |
3.042 |
| Low |
2.929 |
2.950 |
0.021 |
0.7% |
2.886 |
| Close |
2.960 |
2.982 |
0.022 |
0.7% |
2.930 |
| Range |
0.056 |
0.065 |
0.009 |
16.1% |
0.156 |
| ATR |
0.072 |
0.072 |
-0.001 |
-0.7% |
0.000 |
| Volume |
73,883 |
111,290 |
37,407 |
50.6% |
359,604 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.177 |
3.145 |
3.018 |
|
| R3 |
3.112 |
3.080 |
3.000 |
|
| R2 |
3.047 |
3.047 |
2.994 |
|
| R1 |
3.015 |
3.015 |
2.988 |
3.031 |
| PP |
2.982 |
2.982 |
2.982 |
2.991 |
| S1 |
2.950 |
2.950 |
2.976 |
2.966 |
| S2 |
2.917 |
2.917 |
2.970 |
|
| S3 |
2.852 |
2.885 |
2.964 |
|
| S4 |
2.787 |
2.820 |
2.946 |
|
|
| 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 |
2.903 |
0.132 |
4.4% |
0.071 |
2.4% |
60% |
False |
False |
93,073 |
| 10 |
3.042 |
2.886 |
0.156 |
5.2% |
0.066 |
2.2% |
62% |
False |
False |
85,466 |
| 20 |
3.042 |
2.799 |
0.243 |
8.1% |
0.067 |
2.3% |
75% |
False |
False |
78,932 |
| 40 |
3.142 |
2.799 |
0.343 |
11.5% |
0.074 |
2.5% |
53% |
False |
False |
60,864 |
| 60 |
3.165 |
2.799 |
0.366 |
12.3% |
0.074 |
2.5% |
50% |
False |
False |
53,447 |
| 80 |
3.520 |
2.799 |
0.721 |
24.2% |
0.076 |
2.6% |
25% |
False |
False |
48,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.291 |
|
2.618 |
3.185 |
|
1.618 |
3.120 |
|
1.000 |
3.080 |
|
0.618 |
3.055 |
|
HIGH |
3.015 |
|
0.618 |
2.990 |
|
0.500 |
2.983 |
|
0.382 |
2.975 |
|
LOW |
2.950 |
|
0.618 |
2.910 |
|
1.000 |
2.885 |
|
1.618 |
2.845 |
|
2.618 |
2.780 |
|
4.250 |
2.674 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.983 |
2.982 |
| PP |
2.982 |
2.982 |
| S1 |
2.982 |
2.982 |
|