NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.026 |
3.000 |
-0.026 |
-0.9% |
3.110 |
| High |
3.037 |
3.049 |
0.012 |
0.4% |
3.214 |
| Low |
3.008 |
2.979 |
-0.029 |
-1.0% |
3.003 |
| Close |
3.021 |
2.988 |
-0.033 |
-1.1% |
3.021 |
| Range |
0.029 |
0.070 |
0.041 |
141.4% |
0.211 |
| ATR |
0.076 |
0.076 |
0.000 |
-0.6% |
0.000 |
| Volume |
112,482 |
125,717 |
13,235 |
11.8% |
603,928 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.215 |
3.172 |
3.027 |
|
| R3 |
3.145 |
3.102 |
3.007 |
|
| R2 |
3.075 |
3.075 |
3.001 |
|
| R1 |
3.032 |
3.032 |
2.994 |
3.019 |
| PP |
3.005 |
3.005 |
3.005 |
2.999 |
| S1 |
2.962 |
2.962 |
2.982 |
2.949 |
| S2 |
2.935 |
2.935 |
2.975 |
|
| S3 |
2.865 |
2.892 |
2.969 |
|
| S4 |
2.795 |
2.822 |
2.950 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.712 |
3.578 |
3.137 |
|
| R3 |
3.501 |
3.367 |
3.079 |
|
| R2 |
3.290 |
3.290 |
3.060 |
|
| R1 |
3.156 |
3.156 |
3.040 |
3.118 |
| PP |
3.079 |
3.079 |
3.079 |
3.060 |
| S1 |
2.945 |
2.945 |
3.002 |
2.907 |
| S2 |
2.868 |
2.868 |
2.982 |
|
| S3 |
2.657 |
2.734 |
2.963 |
|
| S4 |
2.446 |
2.523 |
2.905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.214 |
2.979 |
0.235 |
7.9% |
0.072 |
2.4% |
4% |
False |
True |
124,493 |
| 10 |
3.214 |
2.979 |
0.235 |
7.9% |
0.077 |
2.6% |
4% |
False |
True |
113,727 |
| 20 |
3.214 |
2.954 |
0.260 |
8.7% |
0.077 |
2.6% |
13% |
False |
False |
83,521 |
| 40 |
3.214 |
2.886 |
0.328 |
11.0% |
0.070 |
2.4% |
31% |
False |
False |
58,944 |
| 60 |
3.214 |
2.886 |
0.328 |
11.0% |
0.072 |
2.4% |
31% |
False |
False |
46,516 |
| 80 |
3.214 |
2.886 |
0.328 |
11.0% |
0.071 |
2.4% |
31% |
False |
False |
38,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.347 |
|
2.618 |
3.232 |
|
1.618 |
3.162 |
|
1.000 |
3.119 |
|
0.618 |
3.092 |
|
HIGH |
3.049 |
|
0.618 |
3.022 |
|
0.500 |
3.014 |
|
0.382 |
3.006 |
|
LOW |
2.979 |
|
0.618 |
2.936 |
|
1.000 |
2.909 |
|
1.618 |
2.866 |
|
2.618 |
2.796 |
|
4.250 |
2.682 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.014 |
3.064 |
| PP |
3.005 |
3.039 |
| S1 |
2.997 |
3.013 |
|