NYMEX Natural Gas Future October 2017
Trading Metrics calculated at close of trading on 27-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
2.921 |
2.917 |
-0.004 |
-0.1% |
3.049 |
High |
2.955 |
2.989 |
0.034 |
1.2% |
3.166 |
Low |
2.898 |
2.912 |
0.014 |
0.5% |
2.942 |
Close |
2.918 |
2.974 |
0.056 |
1.9% |
2.959 |
Range |
0.057 |
0.077 |
0.020 |
35.1% |
0.224 |
ATR |
0.079 |
0.079 |
0.000 |
-0.2% |
0.000 |
Volume |
54,994 |
14,091 |
-40,903 |
-74.4% |
920,659 |
|
Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.189 |
3.159 |
3.016 |
|
R3 |
3.112 |
3.082 |
2.995 |
|
R2 |
3.035 |
3.035 |
2.988 |
|
R1 |
3.005 |
3.005 |
2.981 |
3.020 |
PP |
2.958 |
2.958 |
2.958 |
2.966 |
S1 |
2.928 |
2.928 |
2.967 |
2.943 |
S2 |
2.881 |
2.881 |
2.960 |
|
S3 |
2.804 |
2.851 |
2.953 |
|
S4 |
2.727 |
2.774 |
2.932 |
|
|
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 |
3.091 |
2.898 |
0.193 |
6.5% |
0.078 |
2.6% |
39% |
False |
False |
104,704 |
10 |
3.166 |
2.898 |
0.268 |
9.0% |
0.076 |
2.6% |
28% |
False |
False |
141,141 |
20 |
3.166 |
2.885 |
0.281 |
9.4% |
0.080 |
2.7% |
32% |
False |
False |
156,290 |
40 |
3.166 |
2.799 |
0.367 |
12.3% |
0.074 |
2.5% |
48% |
False |
False |
122,931 |
60 |
3.166 |
2.799 |
0.367 |
12.3% |
0.076 |
2.5% |
48% |
False |
False |
97,217 |
80 |
3.166 |
2.799 |
0.367 |
12.3% |
0.075 |
2.5% |
48% |
False |
False |
81,999 |
100 |
3.520 |
2.799 |
0.721 |
24.2% |
0.077 |
2.6% |
24% |
False |
False |
73,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.316 |
2.618 |
3.191 |
1.618 |
3.114 |
1.000 |
3.066 |
0.618 |
3.037 |
HIGH |
2.989 |
0.618 |
2.960 |
0.500 |
2.951 |
0.382 |
2.941 |
LOW |
2.912 |
0.618 |
2.864 |
1.000 |
2.835 |
1.618 |
2.787 |
2.618 |
2.710 |
4.250 |
2.585 |
|
|
Fisher Pivots for day following 27-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
2.966 |
2.964 |
PP |
2.958 |
2.954 |
S1 |
2.951 |
2.944 |
|