NYMEX Natural Gas Future November 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 |
3.021 |
3.086 |
0.065 |
2.2% |
3.023 |
High |
3.108 |
3.152 |
0.044 |
1.4% |
3.152 |
Low |
2.983 |
3.066 |
0.083 |
2.8% |
2.954 |
Close |
3.102 |
3.136 |
0.034 |
1.1% |
3.136 |
Range |
0.125 |
0.086 |
-0.039 |
-31.2% |
0.198 |
ATR |
0.072 |
0.073 |
0.001 |
1.4% |
0.000 |
Volume |
30,985 |
61,261 |
30,276 |
97.7% |
186,811 |
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.376 |
3.342 |
3.183 |
|
R3 |
3.290 |
3.256 |
3.160 |
|
R2 |
3.204 |
3.204 |
3.152 |
|
R1 |
3.170 |
3.170 |
3.144 |
3.187 |
PP |
3.118 |
3.118 |
3.118 |
3.127 |
S1 |
3.084 |
3.084 |
3.128 |
3.101 |
S2 |
3.032 |
3.032 |
3.120 |
|
S3 |
2.946 |
2.998 |
3.112 |
|
S4 |
2.860 |
2.912 |
3.089 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.675 |
3.603 |
3.245 |
|
R3 |
3.477 |
3.405 |
3.190 |
|
R2 |
3.279 |
3.279 |
3.172 |
|
R1 |
3.207 |
3.207 |
3.154 |
3.243 |
PP |
3.081 |
3.081 |
3.081 |
3.099 |
S1 |
3.009 |
3.009 |
3.118 |
3.045 |
S2 |
2.883 |
2.883 |
3.100 |
|
S3 |
2.685 |
2.811 |
3.082 |
|
S4 |
2.487 |
2.613 |
3.027 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.152 |
2.954 |
0.198 |
6.3% |
0.086 |
2.7% |
92% |
True |
False |
37,362 |
10 |
3.152 |
2.954 |
0.198 |
6.3% |
0.078 |
2.5% |
92% |
True |
False |
32,658 |
20 |
3.152 |
2.899 |
0.253 |
8.1% |
0.069 |
2.2% |
94% |
True |
False |
37,176 |
40 |
3.198 |
2.886 |
0.312 |
9.9% |
0.068 |
2.2% |
80% |
False |
False |
30,516 |
60 |
3.200 |
2.886 |
0.314 |
10.0% |
0.070 |
2.2% |
80% |
False |
False |
25,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.518 |
2.618 |
3.377 |
1.618 |
3.291 |
1.000 |
3.238 |
0.618 |
3.205 |
HIGH |
3.152 |
0.618 |
3.119 |
0.500 |
3.109 |
0.382 |
3.099 |
LOW |
3.066 |
0.618 |
3.013 |
1.000 |
2.980 |
1.618 |
2.927 |
2.618 |
2.841 |
4.250 |
2.701 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3.127 |
3.113 |
PP |
3.118 |
3.090 |
S1 |
3.109 |
3.068 |
|