NYMEX Natural Gas Future October 2017
Trading Metrics calculated at close of trading on 01-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
2.945 |
3.027 |
0.082 |
2.8% |
2.950 |
High |
3.045 |
3.088 |
0.043 |
1.4% |
3.088 |
Low |
2.908 |
2.998 |
0.090 |
3.1% |
2.880 |
Close |
3.040 |
3.070 |
0.030 |
1.0% |
3.070 |
Range |
0.137 |
0.090 |
-0.047 |
-34.3% |
0.208 |
ATR |
0.077 |
0.078 |
0.001 |
1.2% |
0.000 |
Volume |
96,502 |
241,062 |
144,560 |
149.8% |
716,570 |
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.322 |
3.286 |
3.120 |
|
R3 |
3.232 |
3.196 |
3.095 |
|
R2 |
3.142 |
3.142 |
3.087 |
|
R1 |
3.106 |
3.106 |
3.078 |
3.124 |
PP |
3.052 |
3.052 |
3.052 |
3.061 |
S1 |
3.016 |
3.016 |
3.062 |
3.034 |
S2 |
2.962 |
2.962 |
3.054 |
|
S3 |
2.872 |
2.926 |
3.045 |
|
S4 |
2.782 |
2.836 |
3.021 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.637 |
3.561 |
3.184 |
|
R3 |
3.429 |
3.353 |
3.127 |
|
R2 |
3.221 |
3.221 |
3.108 |
|
R1 |
3.145 |
3.145 |
3.089 |
3.183 |
PP |
3.013 |
3.013 |
3.013 |
3.032 |
S1 |
2.937 |
2.937 |
3.051 |
2.975 |
S2 |
2.805 |
2.805 |
3.032 |
|
S3 |
2.597 |
2.729 |
3.013 |
|
S4 |
2.389 |
2.521 |
2.956 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.088 |
2.880 |
0.208 |
6.8% |
0.091 |
3.0% |
91% |
True |
False |
143,314 |
10 |
3.088 |
2.880 |
0.208 |
6.8% |
0.084 |
2.7% |
91% |
True |
False |
122,912 |
20 |
3.088 |
2.805 |
0.283 |
9.2% |
0.074 |
2.4% |
94% |
True |
False |
104,585 |
40 |
3.131 |
2.799 |
0.332 |
10.8% |
0.072 |
2.4% |
82% |
False |
False |
75,811 |
60 |
3.142 |
2.799 |
0.343 |
11.2% |
0.074 |
2.4% |
79% |
False |
False |
62,409 |
80 |
3.520 |
2.799 |
0.721 |
23.5% |
0.076 |
2.5% |
38% |
False |
False |
57,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.471 |
2.618 |
3.324 |
1.618 |
3.234 |
1.000 |
3.178 |
0.618 |
3.144 |
HIGH |
3.088 |
0.618 |
3.054 |
0.500 |
3.043 |
0.382 |
3.032 |
LOW |
2.998 |
0.618 |
2.942 |
1.000 |
2.908 |
1.618 |
2.852 |
2.618 |
2.762 |
4.250 |
2.616 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3.061 |
3.046 |
PP |
3.052 |
3.022 |
S1 |
3.043 |
2.998 |
|