NYMEX Natural Gas Future January 2019
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.261 |
3.258 |
-0.003 |
-0.1% |
3.211 |
| High |
3.267 |
3.260 |
-0.007 |
-0.2% |
3.251 |
| Low |
3.257 |
3.217 |
-0.040 |
-1.2% |
3.208 |
| Close |
3.266 |
3.223 |
-0.043 |
-1.3% |
3.250 |
| Range |
0.010 |
0.043 |
0.033 |
330.0% |
0.043 |
| ATR |
0.021 |
0.023 |
0.002 |
9.8% |
0.000 |
| Volume |
311 |
1,882 |
1,571 |
505.1% |
10,007 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.362 |
3.336 |
3.247 |
|
| R3 |
3.319 |
3.293 |
3.235 |
|
| R2 |
3.276 |
3.276 |
3.231 |
|
| R1 |
3.250 |
3.250 |
3.227 |
3.242 |
| PP |
3.233 |
3.233 |
3.233 |
3.229 |
| S1 |
3.207 |
3.207 |
3.219 |
3.199 |
| S2 |
3.190 |
3.190 |
3.215 |
|
| S3 |
3.147 |
3.164 |
3.211 |
|
| S4 |
3.104 |
3.121 |
3.199 |
|
|
| 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 |
3.217 |
0.060 |
1.9% |
0.023 |
0.7% |
10% |
False |
True |
1,102 |
| 10 |
3.277 |
3.184 |
0.093 |
2.9% |
0.020 |
0.6% |
42% |
False |
False |
1,605 |
| 20 |
3.277 |
3.146 |
0.131 |
4.1% |
0.020 |
0.6% |
59% |
False |
False |
1,242 |
| 40 |
3.277 |
3.086 |
0.191 |
5.9% |
0.019 |
0.6% |
72% |
False |
False |
993 |
| 60 |
3.277 |
3.070 |
0.207 |
6.4% |
0.018 |
0.6% |
74% |
False |
False |
990 |
| 80 |
3.277 |
3.070 |
0.207 |
6.4% |
0.017 |
0.5% |
74% |
False |
False |
996 |
| 100 |
3.277 |
3.070 |
0.207 |
6.4% |
0.016 |
0.5% |
74% |
False |
False |
966 |
| 120 |
3.277 |
3.070 |
0.207 |
6.4% |
0.016 |
0.5% |
74% |
False |
False |
918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.443 |
|
2.618 |
3.373 |
|
1.618 |
3.330 |
|
1.000 |
3.303 |
|
0.618 |
3.287 |
|
HIGH |
3.260 |
|
0.618 |
3.244 |
|
0.500 |
3.239 |
|
0.382 |
3.233 |
|
LOW |
3.217 |
|
0.618 |
3.190 |
|
1.000 |
3.174 |
|
1.618 |
3.147 |
|
2.618 |
3.104 |
|
4.250 |
3.034 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.239 |
3.243 |
| PP |
3.233 |
3.236 |
| S1 |
3.228 |
3.230 |
|