NYMEX Natural Gas Future October 2017
Trading Metrics calculated at close of trading on 18-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3.065 |
3.049 |
-0.016 |
-0.5% |
2.910 |
High |
3.074 |
3.157 |
0.083 |
2.7% |
3.106 |
Low |
3.006 |
3.049 |
0.043 |
1.4% |
2.899 |
Close |
3.024 |
3.146 |
0.122 |
4.0% |
3.024 |
Range |
0.068 |
0.108 |
0.040 |
58.8% |
0.207 |
ATR |
0.079 |
0.083 |
0.004 |
4.9% |
0.000 |
Volume |
144,121 |
209,884 |
65,763 |
45.6% |
952,466 |
|
Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.441 |
3.402 |
3.205 |
|
R3 |
3.333 |
3.294 |
3.176 |
|
R2 |
3.225 |
3.225 |
3.166 |
|
R1 |
3.186 |
3.186 |
3.156 |
3.206 |
PP |
3.117 |
3.117 |
3.117 |
3.127 |
S1 |
3.078 |
3.078 |
3.136 |
3.098 |
S2 |
3.009 |
3.009 |
3.126 |
|
S3 |
2.901 |
2.970 |
3.116 |
|
S4 |
2.793 |
2.862 |
3.087 |
|
|
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 |
3.157 |
2.936 |
0.221 |
7.0% |
0.087 |
2.8% |
95% |
True |
False |
199,652 |
10 |
3.157 |
2.885 |
0.272 |
8.6% |
0.081 |
2.6% |
96% |
True |
False |
182,856 |
20 |
3.157 |
2.880 |
0.277 |
8.8% |
0.082 |
2.6% |
96% |
True |
False |
152,884 |
40 |
3.157 |
2.799 |
0.358 |
11.4% |
0.074 |
2.3% |
97% |
True |
False |
110,177 |
60 |
3.157 |
2.799 |
0.358 |
11.4% |
0.075 |
2.4% |
97% |
True |
False |
86,465 |
80 |
3.391 |
2.799 |
0.592 |
18.8% |
0.077 |
2.4% |
59% |
False |
False |
75,572 |
100 |
3.520 |
2.799 |
0.721 |
22.9% |
0.077 |
2.5% |
48% |
False |
False |
66,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.616 |
2.618 |
3.440 |
1.618 |
3.332 |
1.000 |
3.265 |
0.618 |
3.224 |
HIGH |
3.157 |
0.618 |
3.116 |
0.500 |
3.103 |
0.382 |
3.090 |
LOW |
3.049 |
0.618 |
2.982 |
1.000 |
2.941 |
1.618 |
2.874 |
2.618 |
2.766 |
4.250 |
2.590 |
|
|
Fisher Pivots for day following 18-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3.132 |
3.125 |
PP |
3.117 |
3.103 |
S1 |
3.103 |
3.082 |
|