NYMEX Natural Gas Future December 2017
Trading Metrics calculated at close of trading on 21-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3.315 |
3.283 |
-0.032 |
-1.0% |
3.140 |
High |
3.341 |
3.293 |
-0.048 |
-1.4% |
3.302 |
Low |
3.280 |
3.160 |
-0.120 |
-3.7% |
3.128 |
Close |
3.291 |
3.163 |
-0.128 |
-3.9% |
3.236 |
Range |
0.061 |
0.133 |
0.072 |
118.0% |
0.174 |
ATR |
0.069 |
0.074 |
0.005 |
6.6% |
0.000 |
Volume |
27,822 |
58,460 |
30,638 |
110.1% |
164,712 |
|
Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.604 |
3.517 |
3.236 |
|
R3 |
3.471 |
3.384 |
3.200 |
|
R2 |
3.338 |
3.338 |
3.187 |
|
R1 |
3.251 |
3.251 |
3.175 |
3.228 |
PP |
3.205 |
3.205 |
3.205 |
3.194 |
S1 |
3.118 |
3.118 |
3.151 |
3.095 |
S2 |
3.072 |
3.072 |
3.139 |
|
S3 |
2.939 |
2.985 |
3.126 |
|
S4 |
2.806 |
2.852 |
3.090 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.744 |
3.664 |
3.332 |
|
R3 |
3.570 |
3.490 |
3.284 |
|
R2 |
3.396 |
3.396 |
3.268 |
|
R1 |
3.316 |
3.316 |
3.252 |
3.356 |
PP |
3.222 |
3.222 |
3.222 |
3.242 |
S1 |
3.142 |
3.142 |
3.220 |
3.182 |
S2 |
3.048 |
3.048 |
3.204 |
|
S3 |
2.874 |
2.968 |
3.188 |
|
S4 |
2.700 |
2.794 |
3.140 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.353 |
3.160 |
0.193 |
6.1% |
0.076 |
2.4% |
2% |
False |
True |
33,421 |
10 |
3.353 |
3.113 |
0.240 |
7.6% |
0.075 |
2.4% |
21% |
False |
False |
35,290 |
20 |
3.353 |
3.100 |
0.253 |
8.0% |
0.073 |
2.3% |
25% |
False |
False |
28,319 |
40 |
3.353 |
3.050 |
0.303 |
9.6% |
0.066 |
2.1% |
37% |
False |
False |
24,766 |
60 |
3.353 |
3.050 |
0.303 |
9.6% |
0.068 |
2.1% |
37% |
False |
False |
20,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.858 |
2.618 |
3.641 |
1.618 |
3.508 |
1.000 |
3.426 |
0.618 |
3.375 |
HIGH |
3.293 |
0.618 |
3.242 |
0.500 |
3.227 |
0.382 |
3.211 |
LOW |
3.160 |
0.618 |
3.078 |
1.000 |
3.027 |
1.618 |
2.945 |
2.618 |
2.812 |
4.250 |
2.595 |
|
|
Fisher Pivots for day following 21-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3.227 |
3.257 |
PP |
3.205 |
3.225 |
S1 |
3.184 |
3.194 |
|