NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2.910 |
2.950 |
0.040 |
1.4% |
3.013 |
| High |
2.953 |
3.043 |
0.090 |
3.0% |
3.059 |
| Low |
2.899 |
2.936 |
0.037 |
1.3% |
2.885 |
| Close |
2.950 |
3.001 |
0.051 |
1.7% |
2.890 |
| Range |
0.054 |
0.107 |
0.053 |
98.1% |
0.174 |
| ATR |
0.078 |
0.080 |
0.002 |
2.6% |
0.000 |
| Volume |
164,090 |
248,747 |
84,657 |
51.6% |
666,213 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.314 |
3.265 |
3.060 |
|
| R3 |
3.207 |
3.158 |
3.030 |
|
| R2 |
3.100 |
3.100 |
3.021 |
|
| R1 |
3.051 |
3.051 |
3.011 |
3.076 |
| PP |
2.993 |
2.993 |
2.993 |
3.006 |
| S1 |
2.944 |
2.944 |
2.991 |
2.969 |
| S2 |
2.886 |
2.886 |
2.981 |
|
| S3 |
2.779 |
2.837 |
2.972 |
|
| S4 |
2.672 |
2.730 |
2.942 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.467 |
3.352 |
2.986 |
|
| R3 |
3.293 |
3.178 |
2.938 |
|
| R2 |
3.119 |
3.119 |
2.922 |
|
| R1 |
3.004 |
3.004 |
2.906 |
2.975 |
| PP |
2.945 |
2.945 |
2.945 |
2.930 |
| S1 |
2.830 |
2.830 |
2.874 |
2.801 |
| S2 |
2.771 |
2.771 |
2.858 |
|
| S3 |
2.597 |
2.656 |
2.842 |
|
| S4 |
2.423 |
2.482 |
2.794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.043 |
2.885 |
0.158 |
5.3% |
0.077 |
2.6% |
73% |
True |
False |
179,971 |
| 10 |
3.088 |
2.885 |
0.203 |
6.8% |
0.081 |
2.7% |
57% |
False |
False |
162,979 |
| 20 |
3.088 |
2.880 |
0.208 |
6.9% |
0.077 |
2.6% |
58% |
False |
False |
130,132 |
| 40 |
3.131 |
2.799 |
0.332 |
11.1% |
0.073 |
2.4% |
61% |
False |
False |
95,420 |
| 60 |
3.142 |
2.799 |
0.343 |
11.4% |
0.074 |
2.5% |
59% |
False |
False |
76,011 |
| 80 |
3.459 |
2.799 |
0.660 |
22.0% |
0.076 |
2.5% |
31% |
False |
False |
67,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.498 |
|
2.618 |
3.323 |
|
1.618 |
3.216 |
|
1.000 |
3.150 |
|
0.618 |
3.109 |
|
HIGH |
3.043 |
|
0.618 |
3.002 |
|
0.500 |
2.990 |
|
0.382 |
2.977 |
|
LOW |
2.936 |
|
0.618 |
2.870 |
|
1.000 |
2.829 |
|
1.618 |
2.763 |
|
2.618 |
2.656 |
|
4.250 |
2.481 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.997 |
2.989 |
| PP |
2.993 |
2.976 |
| S1 |
2.990 |
2.964 |
|