NYMEX Natural Gas Future November 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 |
3.062 |
3.112 |
0.050 |
1.6% |
3.093 |
| High |
3.137 |
3.159 |
0.022 |
0.7% |
3.129 |
| Low |
3.062 |
3.093 |
0.031 |
1.0% |
2.957 |
| Close |
3.118 |
3.127 |
0.009 |
0.3% |
2.965 |
| Range |
0.075 |
0.066 |
-0.009 |
-12.0% |
0.172 |
| ATR |
0.075 |
0.075 |
-0.001 |
-0.9% |
0.000 |
| Volume |
108,524 |
104,949 |
-3,575 |
-3.3% |
252,607 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.324 |
3.292 |
3.163 |
|
| R3 |
3.258 |
3.226 |
3.145 |
|
| R2 |
3.192 |
3.192 |
3.139 |
|
| R1 |
3.160 |
3.160 |
3.133 |
3.176 |
| PP |
3.126 |
3.126 |
3.126 |
3.135 |
| S1 |
3.094 |
3.094 |
3.121 |
3.110 |
| S2 |
3.060 |
3.060 |
3.115 |
|
| S3 |
2.994 |
3.028 |
3.109 |
|
| S4 |
2.928 |
2.962 |
3.091 |
|
|
| 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 |
3.159 |
2.957 |
0.202 |
6.5% |
0.078 |
2.5% |
84% |
True |
False |
103,765 |
| 10 |
3.159 |
2.957 |
0.202 |
6.5% |
0.081 |
2.6% |
84% |
True |
False |
77,002 |
| 20 |
3.159 |
2.954 |
0.205 |
6.6% |
0.075 |
2.4% |
84% |
True |
False |
53,451 |
| 40 |
3.198 |
2.886 |
0.312 |
10.0% |
0.070 |
2.2% |
77% |
False |
False |
42,258 |
| 60 |
3.200 |
2.886 |
0.314 |
10.0% |
0.070 |
2.3% |
77% |
False |
False |
34,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.440 |
|
2.618 |
3.332 |
|
1.618 |
3.266 |
|
1.000 |
3.225 |
|
0.618 |
3.200 |
|
HIGH |
3.159 |
|
0.618 |
3.134 |
|
0.500 |
3.126 |
|
0.382 |
3.118 |
|
LOW |
3.093 |
|
0.618 |
3.052 |
|
1.000 |
3.027 |
|
1.618 |
2.986 |
|
2.618 |
2.920 |
|
4.250 |
2.813 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.127 |
3.112 |
| PP |
3.126 |
3.096 |
| S1 |
3.126 |
3.081 |
|