NYMEX Natural Gas Future December 2017
Trading Metrics calculated at close of trading on 04-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3.110 |
3.097 |
-0.013 |
-0.4% |
3.157 |
High |
3.119 |
3.159 |
0.040 |
1.3% |
3.242 |
Low |
3.068 |
3.089 |
0.021 |
0.7% |
3.138 |
Close |
3.085 |
3.122 |
0.037 |
1.2% |
3.181 |
Range |
0.051 |
0.070 |
0.019 |
37.3% |
0.104 |
ATR |
0.070 |
0.071 |
0.000 |
0.4% |
0.000 |
Volume |
54,991 |
54,292 |
-699 |
-1.3% |
202,790 |
|
Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.333 |
3.298 |
3.161 |
|
R3 |
3.263 |
3.228 |
3.141 |
|
R2 |
3.193 |
3.193 |
3.135 |
|
R1 |
3.158 |
3.158 |
3.128 |
3.176 |
PP |
3.123 |
3.123 |
3.123 |
3.132 |
S1 |
3.088 |
3.088 |
3.116 |
3.106 |
S2 |
3.053 |
3.053 |
3.109 |
|
S3 |
2.983 |
3.018 |
3.103 |
|
S4 |
2.913 |
2.948 |
3.084 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.499 |
3.444 |
3.238 |
|
R3 |
3.395 |
3.340 |
3.210 |
|
R2 |
3.291 |
3.291 |
3.200 |
|
R1 |
3.236 |
3.236 |
3.191 |
3.264 |
PP |
3.187 |
3.187 |
3.187 |
3.201 |
S1 |
3.132 |
3.132 |
3.171 |
3.160 |
S2 |
3.083 |
3.083 |
3.162 |
|
S3 |
2.979 |
3.028 |
3.152 |
|
S4 |
2.875 |
2.924 |
3.124 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.239 |
3.068 |
0.171 |
5.5% |
0.072 |
2.3% |
32% |
False |
False |
52,933 |
10 |
3.293 |
3.068 |
0.225 |
7.2% |
0.072 |
2.3% |
24% |
False |
False |
47,129 |
20 |
3.353 |
3.068 |
0.285 |
9.1% |
0.069 |
2.2% |
19% |
False |
False |
39,562 |
40 |
3.353 |
3.068 |
0.285 |
9.1% |
0.068 |
2.2% |
19% |
False |
False |
30,480 |
60 |
3.353 |
3.050 |
0.303 |
9.7% |
0.065 |
2.1% |
24% |
False |
False |
25,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.457 |
2.618 |
3.342 |
1.618 |
3.272 |
1.000 |
3.229 |
0.618 |
3.202 |
HIGH |
3.159 |
0.618 |
3.132 |
0.500 |
3.124 |
0.382 |
3.116 |
LOW |
3.089 |
0.618 |
3.046 |
1.000 |
3.019 |
1.618 |
2.976 |
2.618 |
2.906 |
4.250 |
2.792 |
|
|
Fisher Pivots for day following 04-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3.124 |
3.134 |
PP |
3.123 |
3.130 |
S1 |
3.123 |
3.126 |
|