NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2.925 |
2.905 |
-0.020 |
-0.7% |
3.000 |
| High |
2.935 |
2.977 |
0.042 |
1.4% |
3.089 |
| Low |
2.880 |
2.898 |
0.018 |
0.6% |
2.974 |
| Close |
2.895 |
2.940 |
0.045 |
1.6% |
3.007 |
| Range |
0.055 |
0.079 |
0.024 |
43.6% |
0.115 |
| ATR |
0.077 |
0.077 |
0.000 |
0.5% |
0.000 |
| Volume |
151,617 |
160,561 |
8,944 |
5.9% |
764,810 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.175 |
3.137 |
2.983 |
|
| R3 |
3.096 |
3.058 |
2.962 |
|
| R2 |
3.017 |
3.017 |
2.954 |
|
| R1 |
2.979 |
2.979 |
2.947 |
2.998 |
| PP |
2.938 |
2.938 |
2.938 |
2.948 |
| S1 |
2.900 |
2.900 |
2.933 |
2.919 |
| S2 |
2.859 |
2.859 |
2.926 |
|
| S3 |
2.780 |
2.821 |
2.918 |
|
| S4 |
2.701 |
2.742 |
2.897 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.368 |
3.303 |
3.070 |
|
| R3 |
3.253 |
3.188 |
3.039 |
|
| R2 |
3.138 |
3.138 |
3.028 |
|
| R1 |
3.073 |
3.073 |
3.018 |
3.106 |
| PP |
3.023 |
3.023 |
3.023 |
3.040 |
| S1 |
2.958 |
2.958 |
2.996 |
2.991 |
| S2 |
2.908 |
2.908 |
2.986 |
|
| S3 |
2.793 |
2.843 |
2.975 |
|
| S4 |
2.678 |
2.728 |
2.944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.081 |
2.880 |
0.201 |
6.8% |
0.080 |
2.7% |
30% |
False |
False |
174,817 |
| 10 |
3.149 |
2.880 |
0.269 |
9.1% |
0.079 |
2.7% |
22% |
False |
False |
163,209 |
| 20 |
3.214 |
2.880 |
0.334 |
11.4% |
0.075 |
2.6% |
18% |
False |
False |
128,697 |
| 40 |
3.214 |
2.880 |
0.334 |
11.4% |
0.074 |
2.5% |
18% |
False |
False |
83,523 |
| 60 |
3.214 |
2.880 |
0.334 |
11.4% |
0.070 |
2.4% |
18% |
False |
False |
64,147 |
| 80 |
3.214 |
2.880 |
0.334 |
11.4% |
0.072 |
2.4% |
18% |
False |
False |
52,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.313 |
|
2.618 |
3.184 |
|
1.618 |
3.105 |
|
1.000 |
3.056 |
|
0.618 |
3.026 |
|
HIGH |
2.977 |
|
0.618 |
2.947 |
|
0.500 |
2.938 |
|
0.382 |
2.928 |
|
LOW |
2.898 |
|
0.618 |
2.849 |
|
1.000 |
2.819 |
|
1.618 |
2.770 |
|
2.618 |
2.691 |
|
4.250 |
2.562 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.939 |
2.953 |
| PP |
2.938 |
2.948 |
| S1 |
2.938 |
2.944 |
|