NYMEX Natural Gas Future November 2017
Trading Metrics calculated at close of trading on 29-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3.059 |
3.022 |
-0.037 |
-1.2% |
3.000 |
High |
3.081 |
3.044 |
-0.037 |
-1.2% |
3.089 |
Low |
3.001 |
2.992 |
-0.009 |
-0.3% |
2.974 |
Close |
3.017 |
3.007 |
-0.010 |
-0.3% |
3.007 |
Range |
0.080 |
0.052 |
-0.028 |
-35.0% |
0.115 |
ATR |
0.075 |
0.074 |
-0.002 |
-2.2% |
0.000 |
Volume |
192,444 |
117,984 |
-74,460 |
-38.7% |
764,810 |
|
Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.170 |
3.141 |
3.036 |
|
R3 |
3.118 |
3.089 |
3.021 |
|
R2 |
3.066 |
3.066 |
3.017 |
|
R1 |
3.037 |
3.037 |
3.012 |
3.026 |
PP |
3.014 |
3.014 |
3.014 |
3.009 |
S1 |
2.985 |
2.985 |
3.002 |
2.974 |
S2 |
2.962 |
2.962 |
2.997 |
|
S3 |
2.910 |
2.933 |
2.993 |
|
S4 |
2.858 |
2.881 |
2.978 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.368 |
3.303 |
3.070 |
|
R3 |
3.253 |
3.188 |
3.039 |
|
R2 |
3.138 |
3.138 |
3.028 |
|
R1 |
3.073 |
3.073 |
3.018 |
3.106 |
PP |
3.023 |
3.023 |
3.023 |
3.040 |
S1 |
2.958 |
2.958 |
2.996 |
2.991 |
S2 |
2.908 |
2.908 |
2.986 |
|
S3 |
2.793 |
2.843 |
2.975 |
|
S4 |
2.678 |
2.728 |
2.944 |
|
|
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% |
0.068 |
2.3% |
29% |
False |
False |
152,962 |
10 |
3.214 |
2.974 |
0.240 |
8.0% |
0.073 |
2.4% |
14% |
False |
False |
136,873 |
20 |
3.214 |
2.957 |
0.257 |
8.5% |
0.074 |
2.5% |
19% |
False |
False |
109,198 |
40 |
3.214 |
2.890 |
0.324 |
10.8% |
0.070 |
2.3% |
36% |
False |
False |
72,197 |
60 |
3.214 |
2.886 |
0.328 |
10.9% |
0.070 |
2.3% |
37% |
False |
False |
55,939 |
80 |
3.214 |
2.886 |
0.328 |
10.9% |
0.071 |
2.4% |
37% |
False |
False |
46,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.265 |
2.618 |
3.180 |
1.618 |
3.128 |
1.000 |
3.096 |
0.618 |
3.076 |
HIGH |
3.044 |
0.618 |
3.024 |
0.500 |
3.018 |
0.382 |
3.012 |
LOW |
2.992 |
0.618 |
2.960 |
1.000 |
2.940 |
1.618 |
2.908 |
2.618 |
2.856 |
4.250 |
2.771 |
|
|
Fisher Pivots for day following 29-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3.018 |
3.041 |
PP |
3.014 |
3.029 |
S1 |
3.011 |
3.018 |
|