NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2.995 |
3.005 |
0.010 |
0.3% |
3.110 |
| High |
3.025 |
3.089 |
0.064 |
2.1% |
3.214 |
| Low |
2.974 |
3.000 |
0.026 |
0.9% |
3.003 |
| Close |
3.000 |
3.061 |
0.061 |
2.0% |
3.021 |
| Range |
0.051 |
0.089 |
0.038 |
74.5% |
0.211 |
| ATR |
0.074 |
0.075 |
0.001 |
1.4% |
0.000 |
| Volume |
132,726 |
195,939 |
63,213 |
47.6% |
603,928 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.317 |
3.278 |
3.110 |
|
| R3 |
3.228 |
3.189 |
3.085 |
|
| R2 |
3.139 |
3.139 |
3.077 |
|
| R1 |
3.100 |
3.100 |
3.069 |
3.120 |
| PP |
3.050 |
3.050 |
3.050 |
3.060 |
| S1 |
3.011 |
3.011 |
3.053 |
3.031 |
| S2 |
2.961 |
2.961 |
3.045 |
|
| S3 |
2.872 |
2.922 |
3.037 |
|
| S4 |
2.783 |
2.833 |
3.012 |
|
|
| 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 |
3.149 |
2.974 |
0.175 |
5.7% |
0.077 |
2.5% |
50% |
False |
False |
151,602 |
| 10 |
3.214 |
2.974 |
0.240 |
7.8% |
0.073 |
2.4% |
36% |
False |
False |
123,945 |
| 20 |
3.214 |
2.957 |
0.257 |
8.4% |
0.076 |
2.5% |
40% |
False |
False |
96,647 |
| 40 |
3.214 |
2.890 |
0.324 |
10.6% |
0.069 |
2.3% |
53% |
False |
False |
65,622 |
| 60 |
3.214 |
2.886 |
0.328 |
10.7% |
0.071 |
2.3% |
53% |
False |
False |
51,495 |
| 80 |
3.214 |
2.886 |
0.328 |
10.7% |
0.071 |
2.3% |
53% |
False |
False |
42,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.467 |
|
2.618 |
3.322 |
|
1.618 |
3.233 |
|
1.000 |
3.178 |
|
0.618 |
3.144 |
|
HIGH |
3.089 |
|
0.618 |
3.055 |
|
0.500 |
3.045 |
|
0.382 |
3.034 |
|
LOW |
3.000 |
|
0.618 |
2.945 |
|
1.000 |
2.911 |
|
1.618 |
2.856 |
|
2.618 |
2.767 |
|
4.250 |
2.622 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.056 |
3.051 |
| PP |
3.050 |
3.041 |
| S1 |
3.045 |
3.032 |
|