NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.171 |
3.141 |
-0.030 |
-0.9% |
2.984 |
| High |
3.203 |
3.149 |
-0.054 |
-1.7% |
3.159 |
| Low |
3.136 |
3.003 |
-0.133 |
-4.2% |
2.972 |
| Close |
3.149 |
3.007 |
-0.142 |
-4.5% |
3.085 |
| Range |
0.067 |
0.146 |
0.079 |
117.9% |
0.187 |
| ATR |
0.075 |
0.080 |
0.005 |
6.8% |
0.000 |
| Volume |
101,252 |
191,146 |
89,894 |
88.8% |
501,368 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.491 |
3.395 |
3.087 |
|
| R3 |
3.345 |
3.249 |
3.047 |
|
| R2 |
3.199 |
3.199 |
3.034 |
|
| R1 |
3.103 |
3.103 |
3.020 |
3.078 |
| PP |
3.053 |
3.053 |
3.053 |
3.041 |
| S1 |
2.957 |
2.957 |
2.994 |
2.932 |
| S2 |
2.907 |
2.907 |
2.980 |
|
| S3 |
2.761 |
2.811 |
2.967 |
|
| S4 |
2.615 |
2.665 |
2.927 |
|
|
| 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 |
3.003 |
0.211 |
7.0% |
0.084 |
2.8% |
2% |
False |
True |
113,528 |
| 10 |
3.214 |
2.957 |
0.257 |
8.5% |
0.081 |
2.7% |
19% |
False |
False |
108,646 |
| 20 |
3.214 |
2.954 |
0.260 |
8.6% |
0.079 |
2.6% |
20% |
False |
False |
73,947 |
| 40 |
3.214 |
2.886 |
0.328 |
10.9% |
0.071 |
2.4% |
37% |
False |
False |
53,921 |
| 60 |
3.214 |
2.886 |
0.328 |
10.9% |
0.073 |
2.4% |
37% |
False |
False |
43,126 |
| 80 |
3.269 |
2.886 |
0.383 |
12.7% |
0.072 |
2.4% |
32% |
False |
False |
36,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.770 |
|
2.618 |
3.531 |
|
1.618 |
3.385 |
|
1.000 |
3.295 |
|
0.618 |
3.239 |
|
HIGH |
3.149 |
|
0.618 |
3.093 |
|
0.500 |
3.076 |
|
0.382 |
3.059 |
|
LOW |
3.003 |
|
0.618 |
2.913 |
|
1.000 |
2.857 |
|
1.618 |
2.767 |
|
2.618 |
2.621 |
|
4.250 |
2.383 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.076 |
3.109 |
| PP |
3.053 |
3.075 |
| S1 |
3.030 |
3.041 |
|