NYMEX Natural Gas Future January 2019
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.235 |
3.229 |
-0.006 |
-0.2% |
3.266 |
| High |
3.240 |
3.242 |
0.002 |
0.1% |
3.277 |
| Low |
3.228 |
3.220 |
-0.008 |
-0.2% |
3.217 |
| Close |
3.240 |
3.235 |
-0.005 |
-0.2% |
3.242 |
| Range |
0.012 |
0.022 |
0.010 |
83.3% |
0.060 |
| ATR |
0.023 |
0.023 |
0.000 |
-0.2% |
0.000 |
| Volume |
1,063 |
1,442 |
379 |
35.7% |
5,137 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.298 |
3.289 |
3.247 |
|
| R3 |
3.276 |
3.267 |
3.241 |
|
| R2 |
3.254 |
3.254 |
3.239 |
|
| R1 |
3.245 |
3.245 |
3.237 |
3.250 |
| PP |
3.232 |
3.232 |
3.232 |
3.235 |
| S1 |
3.223 |
3.223 |
3.233 |
3.228 |
| S2 |
3.210 |
3.210 |
3.231 |
|
| S3 |
3.188 |
3.201 |
3.229 |
|
| S4 |
3.166 |
3.179 |
3.223 |
|
|
| 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 |
3.244 |
3.206 |
0.038 |
1.2% |
0.021 |
0.6% |
76% |
False |
False |
1,558 |
| 10 |
3.277 |
3.206 |
0.071 |
2.2% |
0.022 |
0.7% |
41% |
False |
False |
1,330 |
| 20 |
3.277 |
3.158 |
0.119 |
3.7% |
0.021 |
0.7% |
65% |
False |
False |
1,522 |
| 40 |
3.277 |
3.128 |
0.149 |
4.6% |
0.019 |
0.6% |
72% |
False |
False |
1,080 |
| 60 |
3.277 |
3.070 |
0.207 |
6.4% |
0.018 |
0.6% |
80% |
False |
False |
1,033 |
| 80 |
3.277 |
3.070 |
0.207 |
6.4% |
0.018 |
0.5% |
80% |
False |
False |
1,061 |
| 100 |
3.277 |
3.070 |
0.207 |
6.4% |
0.017 |
0.5% |
80% |
False |
False |
1,002 |
| 120 |
3.277 |
3.070 |
0.207 |
6.4% |
0.016 |
0.5% |
80% |
False |
False |
961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.336 |
|
2.618 |
3.300 |
|
1.618 |
3.278 |
|
1.000 |
3.264 |
|
0.618 |
3.256 |
|
HIGH |
3.242 |
|
0.618 |
3.234 |
|
0.500 |
3.231 |
|
0.382 |
3.228 |
|
LOW |
3.220 |
|
0.618 |
3.206 |
|
1.000 |
3.198 |
|
1.618 |
3.184 |
|
2.618 |
3.162 |
|
4.250 |
3.127 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.234 |
3.231 |
| PP |
3.232 |
3.228 |
| S1 |
3.231 |
3.224 |
|