NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.141 |
3.026 |
-0.115 |
-3.7% |
3.110 |
| High |
3.149 |
3.037 |
-0.112 |
-3.6% |
3.214 |
| Low |
3.003 |
3.008 |
0.005 |
0.2% |
3.003 |
| Close |
3.007 |
3.021 |
0.014 |
0.5% |
3.021 |
| Range |
0.146 |
0.029 |
-0.117 |
-80.1% |
0.211 |
| ATR |
0.080 |
0.076 |
-0.004 |
-4.5% |
0.000 |
| Volume |
191,146 |
112,482 |
-78,664 |
-41.2% |
603,928 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.109 |
3.094 |
3.037 |
|
| R3 |
3.080 |
3.065 |
3.029 |
|
| R2 |
3.051 |
3.051 |
3.026 |
|
| R1 |
3.036 |
3.036 |
3.024 |
3.029 |
| PP |
3.022 |
3.022 |
3.022 |
3.019 |
| S1 |
3.007 |
3.007 |
3.018 |
3.000 |
| S2 |
2.993 |
2.993 |
3.016 |
|
| S3 |
2.964 |
2.978 |
3.013 |
|
| S4 |
2.935 |
2.949 |
3.005 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.712 |
3.578 |
3.137 |
|
| R3 |
3.501 |
3.367 |
3.079 |
|
| R2 |
3.290 |
3.290 |
3.060 |
|
| R1 |
3.156 |
3.156 |
3.040 |
3.118 |
| PP |
3.079 |
3.079 |
3.079 |
3.060 |
| S1 |
2.945 |
2.945 |
3.002 |
2.907 |
| S2 |
2.868 |
2.868 |
2.982 |
|
| S3 |
2.657 |
2.734 |
2.963 |
|
| S4 |
2.446 |
2.523 |
2.905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.214 |
3.003 |
0.211 |
7.0% |
0.077 |
2.5% |
9% |
False |
False |
120,785 |
| 10 |
3.214 |
2.972 |
0.242 |
8.0% |
0.075 |
2.5% |
20% |
False |
False |
110,529 |
| 20 |
3.214 |
2.954 |
0.260 |
8.6% |
0.077 |
2.6% |
26% |
False |
False |
78,357 |
| 40 |
3.214 |
2.886 |
0.328 |
10.9% |
0.070 |
2.3% |
41% |
False |
False |
56,225 |
| 60 |
3.214 |
2.886 |
0.328 |
10.9% |
0.072 |
2.4% |
41% |
False |
False |
44,726 |
| 80 |
3.227 |
2.886 |
0.341 |
11.3% |
0.071 |
2.4% |
40% |
False |
False |
37,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.160 |
|
2.618 |
3.113 |
|
1.618 |
3.084 |
|
1.000 |
3.066 |
|
0.618 |
3.055 |
|
HIGH |
3.037 |
|
0.618 |
3.026 |
|
0.500 |
3.023 |
|
0.382 |
3.019 |
|
LOW |
3.008 |
|
0.618 |
2.990 |
|
1.000 |
2.979 |
|
1.618 |
2.961 |
|
2.618 |
2.932 |
|
4.250 |
2.885 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.023 |
3.103 |
| PP |
3.022 |
3.076 |
| S1 |
3.022 |
3.048 |
|