NYMEX Natural Gas Future December 2017
Trading Metrics calculated at close of trading on 27-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
3.154 |
3.163 |
0.009 |
0.3% |
3.265 |
High |
3.184 |
3.242 |
0.058 |
1.8% |
3.353 |
Low |
3.138 |
3.160 |
0.022 |
0.7% |
3.160 |
Close |
3.159 |
3.218 |
0.059 |
1.9% |
3.180 |
Range |
0.046 |
0.082 |
0.036 |
78.3% |
0.193 |
ATR |
0.069 |
0.070 |
0.001 |
1.5% |
0.000 |
Volume |
37,952 |
45,845 |
7,893 |
20.8% |
179,194 |
|
Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.453 |
3.417 |
3.263 |
|
R3 |
3.371 |
3.335 |
3.241 |
|
R2 |
3.289 |
3.289 |
3.233 |
|
R1 |
3.253 |
3.253 |
3.226 |
3.271 |
PP |
3.207 |
3.207 |
3.207 |
3.216 |
S1 |
3.171 |
3.171 |
3.210 |
3.189 |
S2 |
3.125 |
3.125 |
3.203 |
|
S3 |
3.043 |
3.089 |
3.195 |
|
S4 |
2.961 |
3.007 |
3.173 |
|
|
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 |
3.293 |
3.138 |
0.155 |
4.8% |
0.071 |
2.2% |
52% |
False |
False |
41,325 |
10 |
3.353 |
3.138 |
0.215 |
6.7% |
0.067 |
2.1% |
37% |
False |
False |
35,076 |
20 |
3.353 |
3.113 |
0.240 |
7.5% |
0.070 |
2.2% |
44% |
False |
False |
32,784 |
40 |
3.353 |
3.050 |
0.303 |
9.4% |
0.064 |
2.0% |
55% |
False |
False |
26,512 |
60 |
3.353 |
3.050 |
0.303 |
9.4% |
0.066 |
2.1% |
55% |
False |
False |
22,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.591 |
2.618 |
3.457 |
1.618 |
3.375 |
1.000 |
3.324 |
0.618 |
3.293 |
HIGH |
3.242 |
0.618 |
3.211 |
0.500 |
3.201 |
0.382 |
3.191 |
LOW |
3.160 |
0.618 |
3.109 |
1.000 |
3.078 |
1.618 |
3.027 |
2.618 |
2.945 |
4.250 |
2.812 |
|
|
Fisher Pivots for day following 27-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
3.212 |
3.209 |
PP |
3.207 |
3.199 |
S1 |
3.201 |
3.190 |
|