NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2.956 |
2.974 |
0.018 |
0.6% |
2.929 |
| High |
3.015 |
2.982 |
-0.033 |
-1.1% |
3.035 |
| Low |
2.950 |
2.914 |
-0.036 |
-1.2% |
2.903 |
| Close |
2.982 |
2.924 |
-0.058 |
-1.9% |
2.924 |
| Range |
0.065 |
0.068 |
0.003 |
4.6% |
0.132 |
| ATR |
0.072 |
0.072 |
0.000 |
-0.4% |
0.000 |
| Volume |
111,290 |
108,309 |
-2,981 |
-2.7% |
512,559 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.144 |
3.102 |
2.961 |
|
| R3 |
3.076 |
3.034 |
2.943 |
|
| R2 |
3.008 |
3.008 |
2.936 |
|
| R1 |
2.966 |
2.966 |
2.930 |
2.953 |
| PP |
2.940 |
2.940 |
2.940 |
2.934 |
| S1 |
2.898 |
2.898 |
2.918 |
2.885 |
| S2 |
2.872 |
2.872 |
2.912 |
|
| S3 |
2.804 |
2.830 |
2.905 |
|
| S4 |
2.736 |
2.762 |
2.887 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.350 |
3.269 |
2.997 |
|
| R3 |
3.218 |
3.137 |
2.960 |
|
| R2 |
3.086 |
3.086 |
2.948 |
|
| R1 |
3.005 |
3.005 |
2.936 |
2.980 |
| PP |
2.954 |
2.954 |
2.954 |
2.941 |
| S1 |
2.873 |
2.873 |
2.912 |
2.848 |
| S2 |
2.822 |
2.822 |
2.900 |
|
| S3 |
2.690 |
2.741 |
2.888 |
|
| S4 |
2.558 |
2.609 |
2.851 |
|
|
| 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 |
4.5% |
0.076 |
2.6% |
16% |
False |
False |
102,511 |
| 10 |
3.042 |
2.886 |
0.156 |
5.3% |
0.070 |
2.4% |
24% |
False |
False |
87,216 |
| 20 |
3.042 |
2.799 |
0.243 |
8.3% |
0.068 |
2.3% |
51% |
False |
False |
82,746 |
| 40 |
3.131 |
2.799 |
0.332 |
11.4% |
0.074 |
2.5% |
38% |
False |
False |
62,478 |
| 60 |
3.142 |
2.799 |
0.343 |
11.7% |
0.073 |
2.5% |
36% |
False |
False |
54,086 |
| 80 |
3.520 |
2.799 |
0.721 |
24.7% |
0.076 |
2.6% |
17% |
False |
False |
50,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.271 |
|
2.618 |
3.160 |
|
1.618 |
3.092 |
|
1.000 |
3.050 |
|
0.618 |
3.024 |
|
HIGH |
2.982 |
|
0.618 |
2.956 |
|
0.500 |
2.948 |
|
0.382 |
2.940 |
|
LOW |
2.914 |
|
0.618 |
2.872 |
|
1.000 |
2.846 |
|
1.618 |
2.804 |
|
2.618 |
2.736 |
|
4.250 |
2.625 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.948 |
2.965 |
| PP |
2.940 |
2.951 |
| S1 |
2.932 |
2.938 |
|