NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
2.996 |
0.046 |
1.6% |
3.013 |
| High |
3.043 |
3.078 |
0.035 |
1.2% |
3.059 |
| Low |
2.936 |
2.995 |
0.059 |
2.0% |
2.885 |
| Close |
3.001 |
3.058 |
0.057 |
1.9% |
2.890 |
| Range |
0.107 |
0.083 |
-0.024 |
-22.4% |
0.174 |
| ATR |
0.080 |
0.080 |
0.000 |
0.3% |
0.000 |
| Volume |
248,747 |
191,192 |
-57,555 |
-23.1% |
666,213 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.293 |
3.258 |
3.104 |
|
| R3 |
3.210 |
3.175 |
3.081 |
|
| R2 |
3.127 |
3.127 |
3.073 |
|
| R1 |
3.092 |
3.092 |
3.066 |
3.110 |
| PP |
3.044 |
3.044 |
3.044 |
3.052 |
| S1 |
3.009 |
3.009 |
3.050 |
3.027 |
| S2 |
2.961 |
2.961 |
3.043 |
|
| S3 |
2.878 |
2.926 |
3.035 |
|
| S4 |
2.795 |
2.843 |
3.012 |
|
|
| 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 |
3.078 |
2.885 |
0.193 |
6.3% |
0.079 |
2.6% |
90% |
True |
False |
189,199 |
| 10 |
3.088 |
2.885 |
0.203 |
6.6% |
0.084 |
2.7% |
85% |
False |
False |
171,439 |
| 20 |
3.088 |
2.880 |
0.208 |
6.8% |
0.079 |
2.6% |
86% |
False |
False |
136,680 |
| 40 |
3.131 |
2.799 |
0.332 |
10.9% |
0.073 |
2.4% |
78% |
False |
False |
99,342 |
| 60 |
3.142 |
2.799 |
0.343 |
11.2% |
0.074 |
2.4% |
76% |
False |
False |
78,508 |
| 80 |
3.459 |
2.799 |
0.660 |
21.6% |
0.077 |
2.5% |
39% |
False |
False |
69,779 |
| 100 |
3.520 |
2.799 |
0.721 |
23.6% |
0.077 |
2.5% |
36% |
False |
False |
62,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.431 |
|
2.618 |
3.295 |
|
1.618 |
3.212 |
|
1.000 |
3.161 |
|
0.618 |
3.129 |
|
HIGH |
3.078 |
|
0.618 |
3.046 |
|
0.500 |
3.037 |
|
0.382 |
3.027 |
|
LOW |
2.995 |
|
0.618 |
2.944 |
|
1.000 |
2.912 |
|
1.618 |
2.861 |
|
2.618 |
2.778 |
|
4.250 |
2.642 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.051 |
3.035 |
| PP |
3.044 |
3.012 |
| S1 |
3.037 |
2.989 |
|