NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2.957 |
2.932 |
-0.025 |
-0.8% |
3.049 |
| High |
2.978 |
2.986 |
0.008 |
0.3% |
3.166 |
| Low |
2.945 |
2.911 |
-0.034 |
-1.2% |
2.942 |
| Close |
2.959 |
2.919 |
-0.040 |
-1.4% |
2.959 |
| Range |
0.033 |
0.075 |
0.042 |
127.3% |
0.224 |
| ATR |
0.081 |
0.081 |
0.000 |
-0.6% |
0.000 |
| Volume |
109,531 |
73,229 |
-36,302 |
-33.1% |
920,659 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.164 |
3.116 |
2.960 |
|
| R3 |
3.089 |
3.041 |
2.940 |
|
| R2 |
3.014 |
3.014 |
2.933 |
|
| R1 |
2.966 |
2.966 |
2.926 |
2.953 |
| PP |
2.939 |
2.939 |
2.939 |
2.932 |
| S1 |
2.891 |
2.891 |
2.912 |
2.878 |
| S2 |
2.864 |
2.864 |
2.905 |
|
| S3 |
2.789 |
2.816 |
2.898 |
|
| S4 |
2.714 |
2.741 |
2.878 |
|
|
| 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 |
2.911 |
0.255 |
8.7% |
0.076 |
2.6% |
3% |
False |
True |
156,800 |
| 10 |
3.166 |
2.911 |
0.255 |
8.7% |
0.082 |
2.8% |
3% |
False |
True |
178,226 |
| 20 |
3.166 |
2.880 |
0.286 |
9.8% |
0.082 |
2.8% |
14% |
False |
False |
166,456 |
| 40 |
3.166 |
2.799 |
0.367 |
12.6% |
0.075 |
2.6% |
33% |
False |
False |
124,601 |
| 60 |
3.166 |
2.799 |
0.367 |
12.6% |
0.076 |
2.6% |
33% |
False |
False |
97,138 |
| 80 |
3.166 |
2.799 |
0.367 |
12.6% |
0.076 |
2.6% |
33% |
False |
False |
82,178 |
| 100 |
3.520 |
2.799 |
0.721 |
24.7% |
0.078 |
2.7% |
17% |
False |
False |
73,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.305 |
|
2.618 |
3.182 |
|
1.618 |
3.107 |
|
1.000 |
3.061 |
|
0.618 |
3.032 |
|
HIGH |
2.986 |
|
0.618 |
2.957 |
|
0.500 |
2.949 |
|
0.382 |
2.940 |
|
LOW |
2.911 |
|
0.618 |
2.865 |
|
1.000 |
2.836 |
|
1.618 |
2.790 |
|
2.618 |
2.715 |
|
4.250 |
2.592 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.949 |
3.001 |
| PP |
2.939 |
2.974 |
| S1 |
2.929 |
2.946 |
|