NYMEX Natural Gas Future December 2017
Trading Metrics calculated at close of trading on 26-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3.157 |
3.154 |
-0.003 |
-0.1% |
3.265 |
High |
3.207 |
3.184 |
-0.023 |
-0.7% |
3.353 |
Low |
3.143 |
3.138 |
-0.005 |
-0.2% |
3.160 |
Close |
3.151 |
3.159 |
0.008 |
0.3% |
3.180 |
Range |
0.064 |
0.046 |
-0.018 |
-28.1% |
0.193 |
ATR |
0.070 |
0.069 |
-0.002 |
-2.5% |
0.000 |
Volume |
32,218 |
37,952 |
5,734 |
17.8% |
179,194 |
|
Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.298 |
3.275 |
3.184 |
|
R3 |
3.252 |
3.229 |
3.172 |
|
R2 |
3.206 |
3.206 |
3.167 |
|
R1 |
3.183 |
3.183 |
3.163 |
3.195 |
PP |
3.160 |
3.160 |
3.160 |
3.166 |
S1 |
3.137 |
3.137 |
3.155 |
3.149 |
S2 |
3.114 |
3.114 |
3.151 |
|
S3 |
3.068 |
3.091 |
3.146 |
|
S4 |
3.022 |
3.045 |
3.134 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.810 |
3.688 |
3.286 |
|
R3 |
3.617 |
3.495 |
3.233 |
|
R2 |
3.424 |
3.424 |
3.215 |
|
R1 |
3.302 |
3.302 |
3.198 |
3.267 |
PP |
3.231 |
3.231 |
3.231 |
3.213 |
S1 |
3.109 |
3.109 |
3.162 |
3.074 |
S2 |
3.038 |
3.038 |
3.145 |
|
S3 |
2.845 |
2.916 |
3.127 |
|
S4 |
2.652 |
2.723 |
3.074 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.341 |
3.138 |
0.203 |
6.4% |
0.067 |
2.1% |
10% |
False |
True |
37,720 |
10 |
3.353 |
3.138 |
0.215 |
6.8% |
0.065 |
2.1% |
10% |
False |
True |
33,984 |
20 |
3.353 |
3.113 |
0.240 |
7.6% |
0.069 |
2.2% |
19% |
False |
False |
31,367 |
40 |
3.353 |
3.050 |
0.303 |
9.6% |
0.064 |
2.0% |
36% |
False |
False |
26,028 |
60 |
3.353 |
3.050 |
0.303 |
9.6% |
0.067 |
2.1% |
36% |
False |
False |
22,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.380 |
2.618 |
3.304 |
1.618 |
3.258 |
1.000 |
3.230 |
0.618 |
3.212 |
HIGH |
3.184 |
0.618 |
3.166 |
0.500 |
3.161 |
0.382 |
3.156 |
LOW |
3.138 |
0.618 |
3.110 |
1.000 |
3.092 |
1.618 |
3.064 |
2.618 |
3.018 |
4.250 |
2.943 |
|
|
Fisher Pivots for day following 26-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3.161 |
3.173 |
PP |
3.160 |
3.168 |
S1 |
3.160 |
3.164 |
|