NYMEX Natural Gas Future December 2017
Trading Metrics calculated at close of trading on 06-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3.125 |
3.079 |
-0.046 |
-1.5% |
3.188 |
High |
3.167 |
3.093 |
-0.074 |
-2.3% |
3.199 |
Low |
3.076 |
3.035 |
-0.041 |
-1.3% |
3.035 |
Close |
3.103 |
3.046 |
-0.057 |
-1.8% |
3.046 |
Range |
0.091 |
0.058 |
-0.033 |
-36.3% |
0.164 |
ATR |
0.072 |
0.072 |
0.000 |
-0.4% |
0.000 |
Volume |
61,729 |
117,375 |
55,646 |
90.1% |
356,995 |
|
Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.232 |
3.197 |
3.078 |
|
R3 |
3.174 |
3.139 |
3.062 |
|
R2 |
3.116 |
3.116 |
3.057 |
|
R1 |
3.081 |
3.081 |
3.051 |
3.070 |
PP |
3.058 |
3.058 |
3.058 |
3.052 |
S1 |
3.023 |
3.023 |
3.041 |
3.012 |
S2 |
3.000 |
3.000 |
3.035 |
|
S3 |
2.942 |
2.965 |
3.030 |
|
S4 |
2.884 |
2.907 |
3.014 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.585 |
3.480 |
3.136 |
|
R3 |
3.421 |
3.316 |
3.091 |
|
R2 |
3.257 |
3.257 |
3.076 |
|
R1 |
3.152 |
3.152 |
3.061 |
3.123 |
PP |
3.093 |
3.093 |
3.093 |
3.079 |
S1 |
2.988 |
2.988 |
3.031 |
2.959 |
S2 |
2.929 |
2.929 |
3.016 |
|
S3 |
2.765 |
2.824 |
3.001 |
|
S4 |
2.601 |
2.660 |
2.956 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.199 |
3.035 |
0.164 |
5.4% |
0.078 |
2.6% |
7% |
False |
True |
71,399 |
10 |
3.242 |
3.035 |
0.207 |
6.8% |
0.070 |
2.3% |
5% |
False |
True |
55,978 |
20 |
3.353 |
3.035 |
0.318 |
10.4% |
0.070 |
2.3% |
3% |
False |
True |
45,184 |
40 |
3.353 |
3.035 |
0.318 |
10.4% |
0.067 |
2.2% |
3% |
False |
True |
33,221 |
60 |
3.353 |
3.035 |
0.318 |
10.4% |
0.065 |
2.1% |
3% |
False |
True |
28,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.340 |
2.618 |
3.245 |
1.618 |
3.187 |
1.000 |
3.151 |
0.618 |
3.129 |
HIGH |
3.093 |
0.618 |
3.071 |
0.500 |
3.064 |
0.382 |
3.057 |
LOW |
3.035 |
0.618 |
2.999 |
1.000 |
2.977 |
1.618 |
2.941 |
2.618 |
2.883 |
4.250 |
2.789 |
|
|
Fisher Pivots for day following 06-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3.064 |
3.101 |
PP |
3.058 |
3.083 |
S1 |
3.052 |
3.064 |
|