NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2.984 |
3.021 |
0.037 |
1.2% |
3.093 |
| High |
3.022 |
3.110 |
0.088 |
2.9% |
3.129 |
| Low |
2.972 |
3.002 |
0.030 |
1.0% |
2.957 |
| Close |
3.019 |
3.067 |
0.048 |
1.6% |
2.965 |
| Range |
0.050 |
0.108 |
0.058 |
116.0% |
0.172 |
| ATR |
0.073 |
0.075 |
0.003 |
3.4% |
0.000 |
| Volume |
93,737 |
117,962 |
24,225 |
25.8% |
252,607 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.384 |
3.333 |
3.126 |
|
| R3 |
3.276 |
3.225 |
3.097 |
|
| R2 |
3.168 |
3.168 |
3.087 |
|
| R1 |
3.117 |
3.117 |
3.077 |
3.143 |
| PP |
3.060 |
3.060 |
3.060 |
3.072 |
| S1 |
3.009 |
3.009 |
3.057 |
3.035 |
| S2 |
2.952 |
2.952 |
3.047 |
|
| S3 |
2.844 |
2.901 |
3.037 |
|
| S4 |
2.736 |
2.793 |
3.008 |
|
|
| 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 |
3.110 |
2.957 |
0.153 |
5.0% |
0.073 |
2.4% |
72% |
True |
False |
81,453 |
| 10 |
3.152 |
2.957 |
0.195 |
6.4% |
0.078 |
2.5% |
56% |
False |
False |
61,340 |
| 20 |
3.152 |
2.954 |
0.198 |
6.5% |
0.072 |
2.4% |
57% |
False |
False |
45,477 |
| 40 |
3.198 |
2.886 |
0.312 |
10.2% |
0.068 |
2.2% |
58% |
False |
False |
37,803 |
| 60 |
3.200 |
2.886 |
0.314 |
10.2% |
0.070 |
2.3% |
58% |
False |
False |
31,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.569 |
|
2.618 |
3.393 |
|
1.618 |
3.285 |
|
1.000 |
3.218 |
|
0.618 |
3.177 |
|
HIGH |
3.110 |
|
0.618 |
3.069 |
|
0.500 |
3.056 |
|
0.382 |
3.043 |
|
LOW |
3.002 |
|
0.618 |
2.935 |
|
1.000 |
2.894 |
|
1.618 |
2.827 |
|
2.618 |
2.719 |
|
4.250 |
2.543 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.063 |
3.056 |
| PP |
3.060 |
3.045 |
| S1 |
3.056 |
3.034 |
|