NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.081 |
2.957 |
-0.124 |
-4.0% |
3.049 |
| High |
3.091 |
2.978 |
-0.113 |
-3.7% |
3.166 |
| Low |
2.942 |
2.945 |
0.003 |
0.1% |
2.942 |
| Close |
2.946 |
2.959 |
0.013 |
0.4% |
2.959 |
| Range |
0.149 |
0.033 |
-0.116 |
-77.9% |
0.224 |
| ATR |
0.085 |
0.081 |
-0.004 |
-4.4% |
0.000 |
| Volume |
271,675 |
109,531 |
-162,144 |
-59.7% |
920,659 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.060 |
3.042 |
2.977 |
|
| R3 |
3.027 |
3.009 |
2.968 |
|
| R2 |
2.994 |
2.994 |
2.965 |
|
| R1 |
2.976 |
2.976 |
2.962 |
2.985 |
| PP |
2.961 |
2.961 |
2.961 |
2.965 |
| S1 |
2.943 |
2.943 |
2.956 |
2.952 |
| S2 |
2.928 |
2.928 |
2.953 |
|
| S3 |
2.895 |
2.910 |
2.950 |
|
| S4 |
2.862 |
2.877 |
2.941 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.694 |
3.551 |
3.082 |
|
| R3 |
3.470 |
3.327 |
3.021 |
|
| R2 |
3.246 |
3.246 |
3.000 |
|
| R1 |
3.103 |
3.103 |
2.980 |
3.063 |
| PP |
3.022 |
3.022 |
3.022 |
3.002 |
| S1 |
2.879 |
2.879 |
2.938 |
2.839 |
| S2 |
2.798 |
2.798 |
2.918 |
|
| S3 |
2.574 |
2.655 |
2.897 |
|
| S4 |
2.350 |
2.431 |
2.836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.166 |
2.942 |
0.224 |
7.6% |
0.083 |
2.8% |
8% |
False |
False |
184,131 |
| 10 |
3.166 |
2.899 |
0.267 |
9.0% |
0.080 |
2.7% |
22% |
False |
False |
187,312 |
| 20 |
3.166 |
2.880 |
0.286 |
9.7% |
0.082 |
2.8% |
28% |
False |
False |
168,210 |
| 40 |
3.166 |
2.799 |
0.367 |
12.4% |
0.074 |
2.5% |
44% |
False |
False |
123,571 |
| 60 |
3.166 |
2.799 |
0.367 |
12.4% |
0.077 |
2.6% |
44% |
False |
False |
96,646 |
| 80 |
3.166 |
2.799 |
0.367 |
12.4% |
0.076 |
2.6% |
44% |
False |
False |
82,138 |
| 100 |
3.520 |
2.799 |
0.721 |
24.4% |
0.077 |
2.6% |
22% |
False |
False |
72,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.118 |
|
2.618 |
3.064 |
|
1.618 |
3.031 |
|
1.000 |
3.011 |
|
0.618 |
2.998 |
|
HIGH |
2.978 |
|
0.618 |
2.965 |
|
0.500 |
2.962 |
|
0.382 |
2.958 |
|
LOW |
2.945 |
|
0.618 |
2.925 |
|
1.000 |
2.912 |
|
1.618 |
2.892 |
|
2.618 |
2.859 |
|
4.250 |
2.805 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.962 |
3.045 |
| PP |
2.961 |
3.016 |
| S1 |
2.960 |
2.988 |
|