NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.151 |
3.118 |
-0.033 |
-1.0% |
2.910 |
| High |
3.166 |
3.148 |
-0.018 |
-0.6% |
3.106 |
| Low |
3.112 |
3.077 |
-0.035 |
-1.1% |
2.899 |
| Close |
3.122 |
3.094 |
-0.028 |
-0.9% |
3.024 |
| Range |
0.054 |
0.071 |
0.017 |
31.5% |
0.207 |
| ATR |
0.081 |
0.080 |
-0.001 |
-0.9% |
0.000 |
| Volume |
156,610 |
172,959 |
16,349 |
10.4% |
952,466 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.319 |
3.278 |
3.133 |
|
| R3 |
3.248 |
3.207 |
3.114 |
|
| R2 |
3.177 |
3.177 |
3.107 |
|
| R1 |
3.136 |
3.136 |
3.101 |
3.121 |
| PP |
3.106 |
3.106 |
3.106 |
3.099 |
| S1 |
3.065 |
3.065 |
3.087 |
3.050 |
| S2 |
3.035 |
3.035 |
3.081 |
|
| S3 |
2.964 |
2.994 |
3.074 |
|
| S4 |
2.893 |
2.923 |
3.055 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.631 |
3.534 |
3.138 |
|
| R3 |
3.424 |
3.327 |
3.081 |
|
| R2 |
3.217 |
3.217 |
3.062 |
|
| R1 |
3.120 |
3.120 |
3.043 |
3.169 |
| PP |
3.010 |
3.010 |
3.010 |
3.034 |
| S1 |
2.913 |
2.913 |
3.005 |
2.962 |
| S2 |
2.803 |
2.803 |
2.986 |
|
| S3 |
2.596 |
2.706 |
2.967 |
|
| S4 |
2.389 |
2.499 |
2.910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.166 |
3.006 |
0.160 |
5.2% |
0.074 |
2.4% |
55% |
False |
False |
177,578 |
| 10 |
3.166 |
2.885 |
0.281 |
9.1% |
0.077 |
2.5% |
74% |
False |
False |
183,388 |
| 20 |
3.166 |
2.880 |
0.286 |
9.2% |
0.079 |
2.5% |
75% |
False |
False |
158,409 |
| 40 |
3.166 |
2.799 |
0.367 |
11.9% |
0.074 |
2.4% |
80% |
False |
False |
116,196 |
| 60 |
3.166 |
2.799 |
0.367 |
11.9% |
0.075 |
2.4% |
80% |
False |
False |
91,201 |
| 80 |
3.284 |
2.799 |
0.485 |
15.7% |
0.076 |
2.5% |
61% |
False |
False |
78,786 |
| 100 |
3.520 |
2.799 |
0.721 |
23.3% |
0.077 |
2.5% |
41% |
False |
False |
69,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.450 |
|
2.618 |
3.334 |
|
1.618 |
3.263 |
|
1.000 |
3.219 |
|
0.618 |
3.192 |
|
HIGH |
3.148 |
|
0.618 |
3.121 |
|
0.500 |
3.113 |
|
0.382 |
3.104 |
|
LOW |
3.077 |
|
0.618 |
3.033 |
|
1.000 |
3.006 |
|
1.618 |
2.962 |
|
2.618 |
2.891 |
|
4.250 |
2.775 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.113 |
3.108 |
| PP |
3.106 |
3.103 |
| S1 |
3.100 |
3.099 |
|