NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.049 |
3.151 |
0.102 |
3.3% |
2.910 |
| High |
3.157 |
3.166 |
0.009 |
0.3% |
3.106 |
| Low |
3.049 |
3.112 |
0.063 |
2.1% |
2.899 |
| Close |
3.146 |
3.122 |
-0.024 |
-0.8% |
3.024 |
| Range |
0.108 |
0.054 |
-0.054 |
-50.0% |
0.207 |
| ATR |
0.083 |
0.081 |
-0.002 |
-2.5% |
0.000 |
| Volume |
209,884 |
156,610 |
-53,274 |
-25.4% |
952,466 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.263 |
3.152 |
|
| R3 |
3.241 |
3.209 |
3.137 |
|
| R2 |
3.187 |
3.187 |
3.132 |
|
| R1 |
3.155 |
3.155 |
3.127 |
3.144 |
| PP |
3.133 |
3.133 |
3.133 |
3.128 |
| S1 |
3.101 |
3.101 |
3.117 |
3.090 |
| S2 |
3.079 |
3.079 |
3.112 |
|
| S3 |
3.025 |
3.047 |
3.107 |
|
| S4 |
2.971 |
2.993 |
3.092 |
|
|
| 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 |
3.166 |
2.995 |
0.171 |
5.5% |
0.077 |
2.5% |
74% |
True |
False |
181,224 |
| 10 |
3.166 |
2.885 |
0.281 |
9.0% |
0.077 |
2.5% |
84% |
True |
False |
180,598 |
| 20 |
3.166 |
2.880 |
0.286 |
9.2% |
0.079 |
2.5% |
85% |
True |
False |
155,741 |
| 40 |
3.166 |
2.799 |
0.367 |
11.8% |
0.073 |
2.3% |
88% |
True |
False |
112,676 |
| 60 |
3.166 |
2.799 |
0.367 |
11.8% |
0.075 |
2.4% |
88% |
True |
False |
88,720 |
| 80 |
3.355 |
2.799 |
0.556 |
17.8% |
0.076 |
2.4% |
58% |
False |
False |
77,079 |
| 100 |
3.520 |
2.799 |
0.721 |
23.1% |
0.077 |
2.5% |
45% |
False |
False |
68,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.396 |
|
2.618 |
3.307 |
|
1.618 |
3.253 |
|
1.000 |
3.220 |
|
0.618 |
3.199 |
|
HIGH |
3.166 |
|
0.618 |
3.145 |
|
0.500 |
3.139 |
|
0.382 |
3.133 |
|
LOW |
3.112 |
|
0.618 |
3.079 |
|
1.000 |
3.058 |
|
1.618 |
3.025 |
|
2.618 |
2.971 |
|
4.250 |
2.883 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.139 |
3.110 |
| PP |
3.133 |
3.098 |
| S1 |
3.128 |
3.086 |
|