NYMEX Natural Gas Future January 2019
| 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 |
3.217 |
3.235 |
0.018 |
0.6% |
3.266 |
| High |
3.224 |
3.240 |
0.016 |
0.5% |
3.277 |
| Low |
3.206 |
3.228 |
0.022 |
0.7% |
3.217 |
| Close |
3.219 |
3.240 |
0.021 |
0.7% |
3.242 |
| Range |
0.018 |
0.012 |
-0.006 |
-33.3% |
0.060 |
| ATR |
0.023 |
0.023 |
0.000 |
-0.6% |
0.000 |
| Volume |
3,151 |
1,063 |
-2,088 |
-66.3% |
5,137 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.272 |
3.268 |
3.247 |
|
| R3 |
3.260 |
3.256 |
3.243 |
|
| R2 |
3.248 |
3.248 |
3.242 |
|
| R1 |
3.244 |
3.244 |
3.241 |
3.246 |
| PP |
3.236 |
3.236 |
3.236 |
3.237 |
| S1 |
3.232 |
3.232 |
3.239 |
3.234 |
| S2 |
3.224 |
3.224 |
3.238 |
|
| S3 |
3.212 |
3.220 |
3.237 |
|
| S4 |
3.200 |
3.208 |
3.233 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.425 |
3.394 |
3.275 |
|
| R3 |
3.365 |
3.334 |
3.259 |
|
| R2 |
3.305 |
3.305 |
3.253 |
|
| R1 |
3.274 |
3.274 |
3.248 |
3.260 |
| PP |
3.245 |
3.245 |
3.245 |
3.238 |
| S1 |
3.214 |
3.214 |
3.237 |
3.200 |
| S2 |
3.185 |
3.185 |
3.231 |
|
| S3 |
3.125 |
3.154 |
3.226 |
|
| S4 |
3.065 |
3.094 |
3.209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.260 |
3.206 |
0.054 |
1.7% |
0.025 |
0.8% |
63% |
False |
False |
1,646 |
| 10 |
3.277 |
3.206 |
0.071 |
2.2% |
0.022 |
0.7% |
48% |
False |
False |
1,362 |
| 20 |
3.277 |
3.158 |
0.119 |
3.7% |
0.021 |
0.6% |
69% |
False |
False |
1,466 |
| 40 |
3.277 |
3.098 |
0.179 |
5.5% |
0.019 |
0.6% |
79% |
False |
False |
1,057 |
| 60 |
3.277 |
3.070 |
0.207 |
6.4% |
0.019 |
0.6% |
82% |
False |
False |
1,038 |
| 80 |
3.277 |
3.070 |
0.207 |
6.4% |
0.018 |
0.5% |
82% |
False |
False |
1,048 |
| 100 |
3.277 |
3.070 |
0.207 |
6.4% |
0.017 |
0.5% |
82% |
False |
False |
993 |
| 120 |
3.277 |
3.070 |
0.207 |
6.4% |
0.016 |
0.5% |
82% |
False |
False |
956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.291 |
|
2.618 |
3.271 |
|
1.618 |
3.259 |
|
1.000 |
3.252 |
|
0.618 |
3.247 |
|
HIGH |
3.240 |
|
0.618 |
3.235 |
|
0.500 |
3.234 |
|
0.382 |
3.233 |
|
LOW |
3.228 |
|
0.618 |
3.221 |
|
1.000 |
3.216 |
|
1.618 |
3.209 |
|
2.618 |
3.197 |
|
4.250 |
3.177 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.238 |
3.235 |
| PP |
3.236 |
3.230 |
| S1 |
3.234 |
3.225 |
|