NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.196 |
3.171 |
-0.025 |
-0.8% |
2.984 |
| High |
3.214 |
3.203 |
-0.011 |
-0.3% |
3.159 |
| Low |
3.168 |
3.136 |
-0.032 |
-1.0% |
2.972 |
| Close |
3.175 |
3.149 |
-0.026 |
-0.8% |
3.085 |
| Range |
0.046 |
0.067 |
0.021 |
45.7% |
0.187 |
| ATR |
0.075 |
0.075 |
-0.001 |
-0.8% |
0.000 |
| Volume |
91,870 |
101,252 |
9,382 |
10.2% |
501,368 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.364 |
3.323 |
3.186 |
|
| R3 |
3.297 |
3.256 |
3.167 |
|
| R2 |
3.230 |
3.230 |
3.161 |
|
| R1 |
3.189 |
3.189 |
3.155 |
3.176 |
| PP |
3.163 |
3.163 |
3.163 |
3.156 |
| S1 |
3.122 |
3.122 |
3.143 |
3.109 |
| S2 |
3.096 |
3.096 |
3.137 |
|
| S3 |
3.029 |
3.055 |
3.131 |
|
| S4 |
2.962 |
2.988 |
3.112 |
|
|
| 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 |
3.214 |
3.068 |
0.146 |
4.6% |
0.068 |
2.2% |
55% |
False |
False |
96,289 |
| 10 |
3.214 |
2.957 |
0.257 |
8.2% |
0.072 |
2.3% |
75% |
False |
False |
94,186 |
| 20 |
3.214 |
2.954 |
0.260 |
8.3% |
0.074 |
2.3% |
75% |
False |
False |
65,506 |
| 40 |
3.214 |
2.886 |
0.328 |
10.4% |
0.069 |
2.2% |
80% |
False |
False |
49,537 |
| 60 |
3.214 |
2.886 |
0.328 |
10.4% |
0.071 |
2.2% |
80% |
False |
False |
40,176 |
| 80 |
3.341 |
2.886 |
0.455 |
14.4% |
0.072 |
2.3% |
58% |
False |
False |
34,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.488 |
|
2.618 |
3.378 |
|
1.618 |
3.311 |
|
1.000 |
3.270 |
|
0.618 |
3.244 |
|
HIGH |
3.203 |
|
0.618 |
3.177 |
|
0.500 |
3.170 |
|
0.382 |
3.162 |
|
LOW |
3.136 |
|
0.618 |
3.095 |
|
1.000 |
3.069 |
|
1.618 |
3.028 |
|
2.618 |
2.961 |
|
4.250 |
2.851 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.170 |
3.162 |
| PP |
3.163 |
3.158 |
| S1 |
3.156 |
3.153 |
|