NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.045 |
2.984 |
-0.061 |
-2.0% |
3.093 |
| High |
3.048 |
3.022 |
-0.026 |
-0.9% |
3.129 |
| Low |
2.957 |
2.972 |
0.015 |
0.5% |
2.957 |
| Close |
2.965 |
3.019 |
0.054 |
1.8% |
2.965 |
| Range |
0.091 |
0.050 |
-0.041 |
-45.1% |
0.172 |
| ATR |
0.074 |
0.073 |
-0.001 |
-1.7% |
0.000 |
| Volume |
93,654 |
93,737 |
83 |
0.1% |
252,607 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.154 |
3.137 |
3.047 |
|
| R3 |
3.104 |
3.087 |
3.033 |
|
| R2 |
3.054 |
3.054 |
3.028 |
|
| R1 |
3.037 |
3.037 |
3.024 |
3.046 |
| PP |
3.004 |
3.004 |
3.004 |
3.009 |
| S1 |
2.987 |
2.987 |
3.014 |
2.996 |
| S2 |
2.954 |
2.954 |
3.010 |
|
| S3 |
2.904 |
2.937 |
3.005 |
|
| S4 |
2.854 |
2.887 |
2.992 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.533 |
3.421 |
3.060 |
|
| R3 |
3.361 |
3.249 |
3.012 |
|
| R2 |
3.189 |
3.189 |
2.997 |
|
| R1 |
3.077 |
3.077 |
2.981 |
3.047 |
| PP |
3.017 |
3.017 |
3.017 |
3.002 |
| S1 |
2.905 |
2.905 |
2.949 |
2.875 |
| S2 |
2.845 |
2.845 |
2.933 |
|
| S3 |
2.673 |
2.733 |
2.918 |
|
| S4 |
2.501 |
2.561 |
2.870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.129 |
2.957 |
0.172 |
5.7% |
0.070 |
2.3% |
36% |
False |
False |
69,268 |
| 10 |
3.152 |
2.954 |
0.198 |
6.6% |
0.078 |
2.6% |
33% |
False |
False |
53,315 |
| 20 |
3.152 |
2.954 |
0.198 |
6.6% |
0.071 |
2.4% |
33% |
False |
False |
41,379 |
| 40 |
3.198 |
2.886 |
0.312 |
10.3% |
0.067 |
2.2% |
43% |
False |
False |
35,264 |
| 60 |
3.200 |
2.886 |
0.314 |
10.4% |
0.069 |
2.3% |
42% |
False |
False |
30,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.235 |
|
2.618 |
3.153 |
|
1.618 |
3.103 |
|
1.000 |
3.072 |
|
0.618 |
3.053 |
|
HIGH |
3.022 |
|
0.618 |
3.003 |
|
0.500 |
2.997 |
|
0.382 |
2.991 |
|
LOW |
2.972 |
|
0.618 |
2.941 |
|
1.000 |
2.922 |
|
1.618 |
2.891 |
|
2.618 |
2.841 |
|
4.250 |
2.760 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.012 |
3.026 |
| PP |
3.004 |
3.024 |
| S1 |
2.997 |
3.021 |
|