NYMEX Natural Gas Future November 2017
Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3.112 |
3.126 |
0.014 |
0.4% |
2.984 |
High |
3.159 |
3.133 |
-0.026 |
-0.8% |
3.159 |
Low |
3.093 |
3.068 |
-0.025 |
-0.8% |
2.972 |
Close |
3.127 |
3.085 |
-0.042 |
-1.3% |
3.085 |
Range |
0.066 |
0.065 |
-0.001 |
-1.5% |
0.187 |
ATR |
0.075 |
0.074 |
-0.001 |
-0.9% |
0.000 |
Volume |
104,949 |
76,196 |
-28,753 |
-27.4% |
501,368 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.290 |
3.253 |
3.121 |
|
R3 |
3.225 |
3.188 |
3.103 |
|
R2 |
3.160 |
3.160 |
3.097 |
|
R1 |
3.123 |
3.123 |
3.091 |
3.109 |
PP |
3.095 |
3.095 |
3.095 |
3.089 |
S1 |
3.058 |
3.058 |
3.079 |
3.044 |
S2 |
3.030 |
3.030 |
3.073 |
|
S3 |
2.965 |
2.993 |
3.067 |
|
S4 |
2.900 |
2.928 |
3.049 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.633 |
3.546 |
3.188 |
|
R3 |
3.446 |
3.359 |
3.136 |
|
R2 |
3.259 |
3.259 |
3.119 |
|
R1 |
3.172 |
3.172 |
3.102 |
3.216 |
PP |
3.072 |
3.072 |
3.072 |
3.094 |
S1 |
2.985 |
2.985 |
3.068 |
3.029 |
S2 |
2.885 |
2.885 |
3.051 |
|
S3 |
2.698 |
2.798 |
3.034 |
|
S4 |
2.511 |
2.611 |
2.982 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.159 |
2.972 |
0.187 |
6.1% |
0.073 |
2.4% |
60% |
False |
False |
100,273 |
10 |
3.159 |
2.957 |
0.202 |
6.5% |
0.075 |
2.4% |
63% |
False |
False |
81,523 |
20 |
3.159 |
2.954 |
0.205 |
6.6% |
0.074 |
2.4% |
64% |
False |
False |
55,475 |
40 |
3.159 |
2.886 |
0.273 |
8.8% |
0.069 |
2.2% |
73% |
False |
False |
43,644 |
60 |
3.200 |
2.886 |
0.314 |
10.2% |
0.071 |
2.3% |
63% |
False |
False |
35,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.409 |
2.618 |
3.303 |
1.618 |
3.238 |
1.000 |
3.198 |
0.618 |
3.173 |
HIGH |
3.133 |
0.618 |
3.108 |
0.500 |
3.101 |
0.382 |
3.093 |
LOW |
3.068 |
0.618 |
3.028 |
1.000 |
3.003 |
1.618 |
2.963 |
2.618 |
2.898 |
4.250 |
2.792 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3.101 |
3.111 |
PP |
3.095 |
3.102 |
S1 |
3.090 |
3.094 |
|