NYMEX Natural Gas Future December 2017
Trading Metrics calculated at close of trading on 05-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3.097 |
3.125 |
0.028 |
0.9% |
3.157 |
High |
3.159 |
3.167 |
0.008 |
0.3% |
3.242 |
Low |
3.089 |
3.076 |
-0.013 |
-0.4% |
3.138 |
Close |
3.122 |
3.103 |
-0.019 |
-0.6% |
3.181 |
Range |
0.070 |
0.091 |
0.021 |
30.0% |
0.104 |
ATR |
0.071 |
0.072 |
0.001 |
2.1% |
0.000 |
Volume |
54,292 |
61,729 |
7,437 |
13.7% |
202,790 |
|
Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.388 |
3.337 |
3.153 |
|
R3 |
3.297 |
3.246 |
3.128 |
|
R2 |
3.206 |
3.206 |
3.120 |
|
R1 |
3.155 |
3.155 |
3.111 |
3.135 |
PP |
3.115 |
3.115 |
3.115 |
3.106 |
S1 |
3.064 |
3.064 |
3.095 |
3.044 |
S2 |
3.024 |
3.024 |
3.086 |
|
S3 |
2.933 |
2.973 |
3.078 |
|
S4 |
2.842 |
2.882 |
3.053 |
|
|
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 |
3.210 |
3.068 |
0.142 |
4.6% |
0.076 |
2.5% |
25% |
False |
False |
55,435 |
10 |
3.242 |
3.068 |
0.174 |
5.6% |
0.068 |
2.2% |
20% |
False |
False |
47,456 |
20 |
3.353 |
3.068 |
0.285 |
9.2% |
0.071 |
2.3% |
12% |
False |
False |
41,373 |
40 |
3.353 |
3.068 |
0.285 |
9.2% |
0.068 |
2.2% |
12% |
False |
False |
31,339 |
60 |
3.353 |
3.050 |
0.303 |
9.8% |
0.065 |
2.1% |
17% |
False |
False |
26,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.554 |
2.618 |
3.405 |
1.618 |
3.314 |
1.000 |
3.258 |
0.618 |
3.223 |
HIGH |
3.167 |
0.618 |
3.132 |
0.500 |
3.122 |
0.382 |
3.111 |
LOW |
3.076 |
0.618 |
3.020 |
1.000 |
2.985 |
1.618 |
2.929 |
2.618 |
2.838 |
4.250 |
2.689 |
|
|
Fisher Pivots for day following 05-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3.122 |
3.118 |
PP |
3.115 |
3.113 |
S1 |
3.109 |
3.108 |
|