NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.027 |
3.013 |
-0.014 |
-0.5% |
2.950 |
| High |
3.088 |
3.059 |
-0.029 |
-0.9% |
3.088 |
| Low |
2.998 |
2.965 |
-0.033 |
-1.1% |
2.880 |
| Close |
3.070 |
2.972 |
-0.098 |
-3.2% |
3.070 |
| Range |
0.090 |
0.094 |
0.004 |
4.4% |
0.208 |
| ATR |
0.078 |
0.080 |
0.002 |
2.5% |
0.000 |
| Volume |
241,062 |
179,193 |
-61,869 |
-25.7% |
716,570 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.281 |
3.220 |
3.024 |
|
| R3 |
3.187 |
3.126 |
2.998 |
|
| R2 |
3.093 |
3.093 |
2.989 |
|
| R1 |
3.032 |
3.032 |
2.981 |
3.016 |
| PP |
2.999 |
2.999 |
2.999 |
2.990 |
| S1 |
2.938 |
2.938 |
2.963 |
2.922 |
| S2 |
2.905 |
2.905 |
2.955 |
|
| S3 |
2.811 |
2.844 |
2.946 |
|
| S4 |
2.717 |
2.750 |
2.920 |
|
|
| 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 |
2.908 |
0.180 |
6.1% |
0.086 |
2.9% |
36% |
False |
False |
145,987 |
| 10 |
3.088 |
2.880 |
0.208 |
7.0% |
0.082 |
2.8% |
44% |
False |
False |
130,885 |
| 20 |
3.088 |
2.819 |
0.269 |
9.1% |
0.077 |
2.6% |
57% |
False |
False |
108,893 |
| 40 |
3.131 |
2.799 |
0.332 |
11.2% |
0.073 |
2.5% |
52% |
False |
False |
79,127 |
| 60 |
3.142 |
2.799 |
0.343 |
11.5% |
0.075 |
2.5% |
50% |
False |
False |
64,647 |
| 80 |
3.520 |
2.799 |
0.721 |
24.3% |
0.076 |
2.6% |
24% |
False |
False |
58,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.459 |
|
2.618 |
3.305 |
|
1.618 |
3.211 |
|
1.000 |
3.153 |
|
0.618 |
3.117 |
|
HIGH |
3.059 |
|
0.618 |
3.023 |
|
0.500 |
3.012 |
|
0.382 |
3.001 |
|
LOW |
2.965 |
|
0.618 |
2.907 |
|
1.000 |
2.871 |
|
1.618 |
2.813 |
|
2.618 |
2.719 |
|
4.250 |
2.566 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.012 |
2.998 |
| PP |
2.999 |
2.989 |
| S1 |
2.985 |
2.981 |
|