NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.059 |
3.065 |
0.006 |
0.2% |
2.910 |
| High |
3.106 |
3.074 |
-0.032 |
-1.0% |
3.106 |
| Low |
3.036 |
3.006 |
-0.030 |
-1.0% |
2.899 |
| Close |
3.070 |
3.024 |
-0.046 |
-1.5% |
3.024 |
| Range |
0.070 |
0.068 |
-0.002 |
-2.9% |
0.207 |
| ATR |
0.080 |
0.079 |
-0.001 |
-1.0% |
0.000 |
| Volume |
204,316 |
144,121 |
-60,195 |
-29.5% |
952,466 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.239 |
3.199 |
3.061 |
|
| R3 |
3.171 |
3.131 |
3.043 |
|
| R2 |
3.103 |
3.103 |
3.036 |
|
| R1 |
3.063 |
3.063 |
3.030 |
3.049 |
| PP |
3.035 |
3.035 |
3.035 |
3.028 |
| S1 |
2.995 |
2.995 |
3.018 |
2.981 |
| S2 |
2.967 |
2.967 |
3.012 |
|
| S3 |
2.899 |
2.927 |
3.005 |
|
| S4 |
2.831 |
2.859 |
2.987 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.631 |
3.534 |
3.138 |
|
| R3 |
3.424 |
3.327 |
3.081 |
|
| R2 |
3.217 |
3.217 |
3.062 |
|
| R1 |
3.120 |
3.120 |
3.043 |
3.169 |
| PP |
3.010 |
3.010 |
3.010 |
3.034 |
| S1 |
2.913 |
2.913 |
3.005 |
2.962 |
| S2 |
2.803 |
2.803 |
2.986 |
|
| S3 |
2.596 |
2.706 |
2.967 |
|
| S4 |
2.389 |
2.499 |
2.910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.106 |
2.899 |
0.207 |
6.8% |
0.076 |
2.5% |
60% |
False |
False |
190,493 |
| 10 |
3.106 |
2.885 |
0.221 |
7.3% |
0.079 |
2.6% |
63% |
False |
False |
185,974 |
| 20 |
3.106 |
2.880 |
0.226 |
7.5% |
0.079 |
2.6% |
64% |
False |
False |
145,446 |
| 40 |
3.106 |
2.799 |
0.307 |
10.2% |
0.074 |
2.4% |
73% |
False |
False |
106,213 |
| 60 |
3.142 |
2.799 |
0.343 |
11.3% |
0.075 |
2.5% |
66% |
False |
False |
83,473 |
| 80 |
3.391 |
2.799 |
0.592 |
19.6% |
0.076 |
2.5% |
38% |
False |
False |
73,295 |
| 100 |
3.520 |
2.799 |
0.721 |
23.8% |
0.077 |
2.5% |
31% |
False |
False |
65,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.363 |
|
2.618 |
3.252 |
|
1.618 |
3.184 |
|
1.000 |
3.142 |
|
0.618 |
3.116 |
|
HIGH |
3.074 |
|
0.618 |
3.048 |
|
0.500 |
3.040 |
|
0.382 |
3.032 |
|
LOW |
3.006 |
|
0.618 |
2.964 |
|
1.000 |
2.938 |
|
1.618 |
2.896 |
|
2.618 |
2.828 |
|
4.250 |
2.717 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.040 |
3.051 |
| PP |
3.035 |
3.042 |
| S1 |
3.029 |
3.033 |
|