NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
3.022 |
3.018 |
-0.004 |
-0.1% |
3.000 |
| High |
3.044 |
3.025 |
-0.019 |
-0.6% |
3.089 |
| Low |
2.992 |
2.889 |
-0.103 |
-3.4% |
2.974 |
| Close |
3.007 |
2.916 |
-0.091 |
-3.0% |
3.007 |
| Range |
0.052 |
0.136 |
0.084 |
161.5% |
0.115 |
| ATR |
0.074 |
0.078 |
0.004 |
6.0% |
0.000 |
| Volume |
117,984 |
251,481 |
133,497 |
113.1% |
764,810 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.270 |
2.991 |
|
| R3 |
3.215 |
3.134 |
2.953 |
|
| R2 |
3.079 |
3.079 |
2.941 |
|
| R1 |
2.998 |
2.998 |
2.928 |
2.971 |
| PP |
2.943 |
2.943 |
2.943 |
2.930 |
| S1 |
2.862 |
2.862 |
2.904 |
2.835 |
| S2 |
2.807 |
2.807 |
2.891 |
|
| S3 |
2.671 |
2.726 |
2.879 |
|
| S4 |
2.535 |
2.590 |
2.841 |
|
|
| 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 |
2.889 |
0.200 |
6.9% |
0.082 |
2.8% |
14% |
False |
True |
178,114 |
| 10 |
3.214 |
2.889 |
0.325 |
11.1% |
0.077 |
2.6% |
8% |
False |
True |
151,304 |
| 20 |
3.214 |
2.889 |
0.325 |
11.1% |
0.076 |
2.6% |
8% |
False |
True |
118,709 |
| 40 |
3.214 |
2.889 |
0.325 |
11.1% |
0.073 |
2.5% |
8% |
False |
True |
77,943 |
| 60 |
3.214 |
2.886 |
0.328 |
11.2% |
0.071 |
2.4% |
9% |
False |
False |
59,914 |
| 80 |
3.214 |
2.886 |
0.328 |
11.2% |
0.071 |
2.4% |
9% |
False |
False |
49,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.603 |
|
2.618 |
3.381 |
|
1.618 |
3.245 |
|
1.000 |
3.161 |
|
0.618 |
3.109 |
|
HIGH |
3.025 |
|
0.618 |
2.973 |
|
0.500 |
2.957 |
|
0.382 |
2.941 |
|
LOW |
2.889 |
|
0.618 |
2.805 |
|
1.000 |
2.753 |
|
1.618 |
2.669 |
|
2.618 |
2.533 |
|
4.250 |
2.311 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.957 |
2.985 |
| PP |
2.943 |
2.962 |
| S1 |
2.930 |
2.939 |
|