NYMEX Natural Gas Future January 2019
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.225 |
3.266 |
0.041 |
1.3% |
3.211 |
| High |
3.251 |
3.277 |
0.026 |
0.8% |
3.251 |
| Low |
3.224 |
3.256 |
0.032 |
1.0% |
3.208 |
| Close |
3.250 |
3.264 |
0.014 |
0.4% |
3.250 |
| Range |
0.027 |
0.021 |
-0.006 |
-22.2% |
0.043 |
| ATR |
0.022 |
0.022 |
0.000 |
1.8% |
0.000 |
| Volume |
929 |
1,552 |
623 |
67.1% |
10,007 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.329 |
3.317 |
3.276 |
|
| R3 |
3.308 |
3.296 |
3.270 |
|
| R2 |
3.287 |
3.287 |
3.268 |
|
| R1 |
3.275 |
3.275 |
3.266 |
3.271 |
| PP |
3.266 |
3.266 |
3.266 |
3.263 |
| S1 |
3.254 |
3.254 |
3.262 |
3.250 |
| S2 |
3.245 |
3.245 |
3.260 |
|
| S3 |
3.224 |
3.233 |
3.258 |
|
| S4 |
3.203 |
3.212 |
3.252 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.365 |
3.351 |
3.274 |
|
| R3 |
3.322 |
3.308 |
3.262 |
|
| R2 |
3.279 |
3.279 |
3.258 |
|
| R1 |
3.265 |
3.265 |
3.254 |
3.272 |
| PP |
3.236 |
3.236 |
3.236 |
3.240 |
| S1 |
3.222 |
3.222 |
3.246 |
3.229 |
| S2 |
3.193 |
3.193 |
3.242 |
|
| S3 |
3.150 |
3.179 |
3.238 |
|
| S4 |
3.107 |
3.136 |
3.226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.277 |
3.216 |
0.061 |
1.9% |
0.020 |
0.6% |
79% |
True |
False |
2,097 |
| 10 |
3.277 |
3.174 |
0.103 |
3.2% |
0.019 |
0.6% |
87% |
True |
False |
1,727 |
| 20 |
3.277 |
3.146 |
0.131 |
4.0% |
0.020 |
0.6% |
90% |
True |
False |
1,264 |
| 40 |
3.277 |
3.086 |
0.191 |
5.9% |
0.019 |
0.6% |
93% |
True |
False |
1,028 |
| 60 |
3.277 |
3.070 |
0.207 |
6.3% |
0.017 |
0.5% |
94% |
True |
False |
969 |
| 80 |
3.277 |
3.070 |
0.207 |
6.3% |
0.017 |
0.5% |
94% |
True |
False |
971 |
| 100 |
3.277 |
3.070 |
0.207 |
6.3% |
0.016 |
0.5% |
94% |
True |
False |
950 |
| 120 |
3.277 |
3.070 |
0.207 |
6.3% |
0.016 |
0.5% |
94% |
True |
False |
907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.366 |
|
2.618 |
3.332 |
|
1.618 |
3.311 |
|
1.000 |
3.298 |
|
0.618 |
3.290 |
|
HIGH |
3.277 |
|
0.618 |
3.269 |
|
0.500 |
3.267 |
|
0.382 |
3.264 |
|
LOW |
3.256 |
|
0.618 |
3.243 |
|
1.000 |
3.235 |
|
1.618 |
3.222 |
|
2.618 |
3.201 |
|
4.250 |
3.167 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.267 |
3.260 |
| PP |
3.266 |
3.255 |
| S1 |
3.265 |
3.251 |
|