NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2.996 |
3.059 |
0.063 |
2.1% |
3.013 |
| High |
3.078 |
3.106 |
0.028 |
0.9% |
3.059 |
| Low |
2.995 |
3.036 |
0.041 |
1.4% |
2.885 |
| Close |
3.058 |
3.070 |
0.012 |
0.4% |
2.890 |
| Range |
0.083 |
0.070 |
-0.013 |
-15.7% |
0.174 |
| ATR |
0.080 |
0.080 |
-0.001 |
-0.9% |
0.000 |
| Volume |
191,192 |
204,316 |
13,124 |
6.9% |
666,213 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.281 |
3.245 |
3.109 |
|
| R3 |
3.211 |
3.175 |
3.089 |
|
| R2 |
3.141 |
3.141 |
3.083 |
|
| R1 |
3.105 |
3.105 |
3.076 |
3.123 |
| PP |
3.071 |
3.071 |
3.071 |
3.080 |
| S1 |
3.035 |
3.035 |
3.064 |
3.053 |
| S2 |
3.001 |
3.001 |
3.057 |
|
| S3 |
2.931 |
2.965 |
3.051 |
|
| S4 |
2.861 |
2.895 |
3.032 |
|
|
| 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 |
3.106 |
2.885 |
0.221 |
7.2% |
0.081 |
2.6% |
84% |
True |
False |
202,637 |
| 10 |
3.106 |
2.885 |
0.221 |
7.2% |
0.086 |
2.8% |
84% |
True |
False |
181,212 |
| 20 |
3.106 |
2.880 |
0.226 |
7.4% |
0.080 |
2.6% |
84% |
True |
False |
142,730 |
| 40 |
3.131 |
2.799 |
0.332 |
10.8% |
0.074 |
2.4% |
82% |
False |
False |
103,684 |
| 60 |
3.142 |
2.799 |
0.343 |
11.2% |
0.075 |
2.4% |
79% |
False |
False |
81,497 |
| 80 |
3.459 |
2.799 |
0.660 |
21.5% |
0.077 |
2.5% |
41% |
False |
False |
71,985 |
| 100 |
3.520 |
2.799 |
0.721 |
23.5% |
0.077 |
2.5% |
38% |
False |
False |
63,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.404 |
|
2.618 |
3.289 |
|
1.618 |
3.219 |
|
1.000 |
3.176 |
|
0.618 |
3.149 |
|
HIGH |
3.106 |
|
0.618 |
3.079 |
|
0.500 |
3.071 |
|
0.382 |
3.063 |
|
LOW |
3.036 |
|
0.618 |
2.993 |
|
1.000 |
2.966 |
|
1.618 |
2.923 |
|
2.618 |
2.853 |
|
4.250 |
2.739 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.071 |
3.054 |
| PP |
3.071 |
3.037 |
| S1 |
3.070 |
3.021 |
|