NYMEX Natural Gas Future November 2017
Trading Metrics calculated at close of trading on 28-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3.005 |
3.059 |
0.054 |
1.8% |
3.110 |
High |
3.089 |
3.081 |
-0.008 |
-0.3% |
3.214 |
Low |
3.000 |
3.001 |
0.001 |
0.0% |
3.003 |
Close |
3.061 |
3.017 |
-0.044 |
-1.4% |
3.021 |
Range |
0.089 |
0.080 |
-0.009 |
-10.1% |
0.211 |
ATR |
0.075 |
0.075 |
0.000 |
0.5% |
0.000 |
Volume |
195,939 |
192,444 |
-3,495 |
-1.8% |
603,928 |
|
Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.273 |
3.225 |
3.061 |
|
R3 |
3.193 |
3.145 |
3.039 |
|
R2 |
3.113 |
3.113 |
3.032 |
|
R1 |
3.065 |
3.065 |
3.024 |
3.049 |
PP |
3.033 |
3.033 |
3.033 |
3.025 |
S1 |
2.985 |
2.985 |
3.010 |
2.969 |
S2 |
2.953 |
2.953 |
3.002 |
|
S3 |
2.873 |
2.905 |
2.995 |
|
S4 |
2.793 |
2.825 |
2.973 |
|
|
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 |
3.089 |
2.974 |
0.115 |
3.8% |
0.064 |
2.1% |
37% |
False |
False |
151,861 |
10 |
3.214 |
2.974 |
0.240 |
8.0% |
0.074 |
2.5% |
18% |
False |
False |
132,695 |
20 |
3.214 |
2.957 |
0.257 |
8.5% |
0.078 |
2.6% |
23% |
False |
False |
104,848 |
40 |
3.214 |
2.890 |
0.324 |
10.7% |
0.070 |
2.3% |
39% |
False |
False |
69,873 |
60 |
3.214 |
2.886 |
0.328 |
10.9% |
0.070 |
2.3% |
40% |
False |
False |
54,307 |
80 |
3.214 |
2.886 |
0.328 |
10.9% |
0.071 |
2.3% |
40% |
False |
False |
44,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.421 |
2.618 |
3.290 |
1.618 |
3.210 |
1.000 |
3.161 |
0.618 |
3.130 |
HIGH |
3.081 |
0.618 |
3.050 |
0.500 |
3.041 |
0.382 |
3.032 |
LOW |
3.001 |
0.618 |
2.952 |
1.000 |
2.921 |
1.618 |
2.872 |
2.618 |
2.792 |
4.250 |
2.661 |
|
|
Fisher Pivots for day following 28-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3.041 |
3.032 |
PP |
3.033 |
3.027 |
S1 |
3.025 |
3.022 |
|