NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2.972 |
2.910 |
-0.062 |
-2.1% |
3.013 |
| High |
2.975 |
2.953 |
-0.022 |
-0.7% |
3.059 |
| Low |
2.885 |
2.899 |
0.014 |
0.5% |
2.885 |
| Close |
2.890 |
2.950 |
0.060 |
2.1% |
2.890 |
| Range |
0.090 |
0.054 |
-0.036 |
-40.0% |
0.174 |
| ATR |
0.079 |
0.078 |
-0.001 |
-1.5% |
0.000 |
| Volume |
204,842 |
164,090 |
-40,752 |
-19.9% |
666,213 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.077 |
2.980 |
|
| R3 |
3.042 |
3.023 |
2.965 |
|
| R2 |
2.988 |
2.988 |
2.960 |
|
| R1 |
2.969 |
2.969 |
2.955 |
2.979 |
| PP |
2.934 |
2.934 |
2.934 |
2.939 |
| S1 |
2.915 |
2.915 |
2.945 |
2.925 |
| S2 |
2.880 |
2.880 |
2.940 |
|
| S3 |
2.826 |
2.861 |
2.935 |
|
| S4 |
2.772 |
2.807 |
2.920 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.467 |
3.352 |
2.986 |
|
| R3 |
3.293 |
3.178 |
2.938 |
|
| R2 |
3.119 |
3.119 |
2.922 |
|
| R1 |
3.004 |
3.004 |
2.906 |
2.975 |
| PP |
2.945 |
2.945 |
2.945 |
2.930 |
| S1 |
2.830 |
2.830 |
2.874 |
2.801 |
| S2 |
2.771 |
2.771 |
2.858 |
|
| S3 |
2.597 |
2.656 |
2.842 |
|
| S4 |
2.423 |
2.482 |
2.794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.059 |
2.885 |
0.174 |
5.9% |
0.074 |
2.5% |
37% |
False |
False |
166,060 |
| 10 |
3.088 |
2.880 |
0.208 |
7.1% |
0.082 |
2.8% |
34% |
False |
False |
154,687 |
| 20 |
3.088 |
2.880 |
0.208 |
7.1% |
0.076 |
2.6% |
34% |
False |
False |
120,951 |
| 40 |
3.131 |
2.799 |
0.332 |
11.3% |
0.072 |
2.4% |
45% |
False |
False |
90,047 |
| 60 |
3.142 |
2.799 |
0.343 |
11.6% |
0.074 |
2.5% |
44% |
False |
False |
72,301 |
| 80 |
3.459 |
2.799 |
0.660 |
22.4% |
0.076 |
2.6% |
23% |
False |
False |
64,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.183 |
|
2.618 |
3.094 |
|
1.618 |
3.040 |
|
1.000 |
3.007 |
|
0.618 |
2.986 |
|
HIGH |
2.953 |
|
0.618 |
2.932 |
|
0.500 |
2.926 |
|
0.382 |
2.920 |
|
LOW |
2.899 |
|
0.618 |
2.866 |
|
1.000 |
2.845 |
|
1.618 |
2.812 |
|
2.618 |
2.758 |
|
4.250 |
2.670 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.942 |
2.958 |
| PP |
2.934 |
2.955 |
| S1 |
2.926 |
2.953 |
|