NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.000 |
2.995 |
-0.005 |
-0.2% |
3.110 |
| High |
3.049 |
3.025 |
-0.024 |
-0.8% |
3.214 |
| Low |
2.979 |
2.974 |
-0.005 |
-0.2% |
3.003 |
| Close |
2.988 |
3.000 |
0.012 |
0.4% |
3.021 |
| Range |
0.070 |
0.051 |
-0.019 |
-27.1% |
0.211 |
| ATR |
0.076 |
0.074 |
-0.002 |
-2.3% |
0.000 |
| Volume |
125,717 |
132,726 |
7,009 |
5.6% |
603,928 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.153 |
3.127 |
3.028 |
|
| R3 |
3.102 |
3.076 |
3.014 |
|
| R2 |
3.051 |
3.051 |
3.009 |
|
| R1 |
3.025 |
3.025 |
3.005 |
3.038 |
| PP |
3.000 |
3.000 |
3.000 |
3.006 |
| S1 |
2.974 |
2.974 |
2.995 |
2.987 |
| S2 |
2.949 |
2.949 |
2.991 |
|
| S3 |
2.898 |
2.923 |
2.986 |
|
| S4 |
2.847 |
2.872 |
2.972 |
|
|
| 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 |
3.203 |
2.974 |
0.229 |
7.6% |
0.073 |
2.4% |
11% |
False |
True |
132,664 |
| 10 |
3.214 |
2.974 |
0.240 |
8.0% |
0.071 |
2.4% |
11% |
False |
True |
115,204 |
| 20 |
3.214 |
2.957 |
0.257 |
8.6% |
0.074 |
2.5% |
17% |
False |
False |
88,272 |
| 40 |
3.214 |
2.886 |
0.328 |
10.9% |
0.069 |
2.3% |
35% |
False |
False |
61,527 |
| 60 |
3.214 |
2.886 |
0.328 |
10.9% |
0.072 |
2.4% |
35% |
False |
False |
48,457 |
| 80 |
3.214 |
2.886 |
0.328 |
10.9% |
0.071 |
2.4% |
35% |
False |
False |
40,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.242 |
|
2.618 |
3.159 |
|
1.618 |
3.108 |
|
1.000 |
3.076 |
|
0.618 |
3.057 |
|
HIGH |
3.025 |
|
0.618 |
3.006 |
|
0.500 |
3.000 |
|
0.382 |
2.993 |
|
LOW |
2.974 |
|
0.618 |
2.942 |
|
1.000 |
2.923 |
|
1.618 |
2.891 |
|
2.618 |
2.840 |
|
4.250 |
2.757 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.000 |
3.012 |
| PP |
3.000 |
3.008 |
| S1 |
3.000 |
3.004 |
|