NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2.932 |
2.921 |
-0.011 |
-0.4% |
3.049 |
| High |
2.986 |
2.955 |
-0.031 |
-1.0% |
3.166 |
| Low |
2.911 |
2.898 |
-0.013 |
-0.4% |
2.942 |
| Close |
2.919 |
2.918 |
-0.001 |
0.0% |
2.959 |
| Range |
0.075 |
0.057 |
-0.018 |
-24.0% |
0.224 |
| ATR |
0.081 |
0.079 |
-0.002 |
-2.1% |
0.000 |
| Volume |
73,229 |
54,994 |
-18,235 |
-24.9% |
920,659 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.095 |
3.063 |
2.949 |
|
| R3 |
3.038 |
3.006 |
2.934 |
|
| R2 |
2.981 |
2.981 |
2.928 |
|
| R1 |
2.949 |
2.949 |
2.923 |
2.937 |
| PP |
2.924 |
2.924 |
2.924 |
2.917 |
| S1 |
2.892 |
2.892 |
2.913 |
2.880 |
| S2 |
2.867 |
2.867 |
2.908 |
|
| S3 |
2.810 |
2.835 |
2.902 |
|
| S4 |
2.753 |
2.778 |
2.887 |
|
|
| 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 |
3.148 |
2.898 |
0.250 |
8.6% |
0.077 |
2.6% |
8% |
False |
True |
136,477 |
| 10 |
3.166 |
2.898 |
0.268 |
9.2% |
0.077 |
2.6% |
7% |
False |
True |
158,851 |
| 20 |
3.166 |
2.885 |
0.281 |
9.6% |
0.079 |
2.7% |
12% |
False |
False |
160,915 |
| 40 |
3.166 |
2.799 |
0.367 |
12.6% |
0.074 |
2.5% |
32% |
False |
False |
124,172 |
| 60 |
3.166 |
2.799 |
0.367 |
12.6% |
0.076 |
2.6% |
32% |
False |
False |
97,478 |
| 80 |
3.166 |
2.799 |
0.367 |
12.6% |
0.075 |
2.6% |
32% |
False |
False |
82,377 |
| 100 |
3.520 |
2.799 |
0.721 |
24.7% |
0.077 |
2.7% |
17% |
False |
False |
73,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.197 |
|
2.618 |
3.104 |
|
1.618 |
3.047 |
|
1.000 |
3.012 |
|
0.618 |
2.990 |
|
HIGH |
2.955 |
|
0.618 |
2.933 |
|
0.500 |
2.927 |
|
0.382 |
2.920 |
|
LOW |
2.898 |
|
0.618 |
2.863 |
|
1.000 |
2.841 |
|
1.618 |
2.806 |
|
2.618 |
2.749 |
|
4.250 |
2.656 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.927 |
2.942 |
| PP |
2.924 |
2.934 |
| S1 |
2.921 |
2.926 |
|