NYMEX Natural Gas Future October 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.118 |
3.081 |
-0.037 |
-1.2% |
2.910 |
| High |
3.148 |
3.091 |
-0.057 |
-1.8% |
3.106 |
| Low |
3.077 |
2.942 |
-0.135 |
-4.4% |
2.899 |
| Close |
3.094 |
2.946 |
-0.148 |
-4.8% |
3.024 |
| Range |
0.071 |
0.149 |
0.078 |
109.9% |
0.207 |
| ATR |
0.080 |
0.085 |
0.005 |
6.4% |
0.000 |
| Volume |
172,959 |
271,675 |
98,716 |
57.1% |
952,466 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.440 |
3.342 |
3.028 |
|
| R3 |
3.291 |
3.193 |
2.987 |
|
| R2 |
3.142 |
3.142 |
2.973 |
|
| R1 |
3.044 |
3.044 |
2.960 |
3.019 |
| PP |
2.993 |
2.993 |
2.993 |
2.980 |
| S1 |
2.895 |
2.895 |
2.932 |
2.870 |
| S2 |
2.844 |
2.844 |
2.919 |
|
| S3 |
2.695 |
2.746 |
2.905 |
|
| S4 |
2.546 |
2.597 |
2.864 |
|
|
| 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 |
2.942 |
0.224 |
7.6% |
0.090 |
3.1% |
2% |
False |
True |
191,049 |
| 10 |
3.166 |
2.885 |
0.281 |
9.5% |
0.085 |
2.9% |
22% |
False |
False |
196,843 |
| 20 |
3.166 |
2.880 |
0.286 |
9.7% |
0.083 |
2.8% |
23% |
False |
False |
168,298 |
| 40 |
3.166 |
2.799 |
0.367 |
12.5% |
0.076 |
2.6% |
40% |
False |
False |
122,109 |
| 60 |
3.166 |
2.799 |
0.367 |
12.5% |
0.077 |
2.6% |
40% |
False |
False |
95,344 |
| 80 |
3.209 |
2.799 |
0.410 |
13.9% |
0.077 |
2.6% |
36% |
False |
False |
81,469 |
| 100 |
3.520 |
2.799 |
0.721 |
24.5% |
0.078 |
2.6% |
20% |
False |
False |
72,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.724 |
|
2.618 |
3.481 |
|
1.618 |
3.332 |
|
1.000 |
3.240 |
|
0.618 |
3.183 |
|
HIGH |
3.091 |
|
0.618 |
3.034 |
|
0.500 |
3.017 |
|
0.382 |
2.999 |
|
LOW |
2.942 |
|
0.618 |
2.850 |
|
1.000 |
2.793 |
|
1.618 |
2.701 |
|
2.618 |
2.552 |
|
4.250 |
2.309 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.017 |
3.054 |
| PP |
2.993 |
3.018 |
| S1 |
2.970 |
2.982 |
|