NYMEX Natural Gas Future January 2019
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.198 |
3.211 |
0.013 |
0.4% |
3.196 |
| High |
3.198 |
3.222 |
0.024 |
0.8% |
3.207 |
| Low |
3.184 |
3.208 |
0.024 |
0.8% |
3.174 |
| Close |
3.192 |
3.222 |
0.030 |
0.9% |
3.192 |
| Range |
0.014 |
0.014 |
0.000 |
0.0% |
0.033 |
| ATR |
0.021 |
0.022 |
0.001 |
3.0% |
0.000 |
| Volume |
1,467 |
1,071 |
-396 |
-27.0% |
5,711 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.259 |
3.255 |
3.230 |
|
| R3 |
3.245 |
3.241 |
3.226 |
|
| R2 |
3.231 |
3.231 |
3.225 |
|
| R1 |
3.227 |
3.227 |
3.223 |
3.229 |
| PP |
3.217 |
3.217 |
3.217 |
3.219 |
| S1 |
3.213 |
3.213 |
3.221 |
3.215 |
| S2 |
3.203 |
3.203 |
3.219 |
|
| S3 |
3.189 |
3.199 |
3.218 |
|
| S4 |
3.175 |
3.185 |
3.214 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.290 |
3.274 |
3.210 |
|
| R3 |
3.257 |
3.241 |
3.201 |
|
| R2 |
3.224 |
3.224 |
3.198 |
|
| R1 |
3.208 |
3.208 |
3.195 |
3.200 |
| PP |
3.191 |
3.191 |
3.191 |
3.187 |
| S1 |
3.175 |
3.175 |
3.189 |
3.167 |
| S2 |
3.158 |
3.158 |
3.186 |
|
| S3 |
3.125 |
3.142 |
3.183 |
|
| S4 |
3.092 |
3.109 |
3.174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.222 |
3.174 |
0.048 |
1.5% |
0.018 |
0.6% |
100% |
True |
False |
1,356 |
| 10 |
3.222 |
3.149 |
0.073 |
2.3% |
0.021 |
0.6% |
100% |
True |
False |
1,014 |
| 20 |
3.222 |
3.143 |
0.079 |
2.5% |
0.018 |
0.6% |
100% |
True |
False |
851 |
| 40 |
3.222 |
3.086 |
0.136 |
4.2% |
0.018 |
0.6% |
100% |
True |
False |
853 |
| 60 |
3.222 |
3.070 |
0.152 |
4.7% |
0.017 |
0.5% |
100% |
True |
False |
867 |
| 80 |
3.225 |
3.070 |
0.155 |
4.8% |
0.016 |
0.5% |
98% |
False |
False |
866 |
| 100 |
3.252 |
3.070 |
0.182 |
5.6% |
0.016 |
0.5% |
84% |
False |
False |
892 |
| 120 |
3.252 |
3.070 |
0.182 |
5.6% |
0.015 |
0.5% |
84% |
False |
False |
836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.282 |
|
2.618 |
3.259 |
|
1.618 |
3.245 |
|
1.000 |
3.236 |
|
0.618 |
3.231 |
|
HIGH |
3.222 |
|
0.618 |
3.217 |
|
0.500 |
3.215 |
|
0.382 |
3.213 |
|
LOW |
3.208 |
|
0.618 |
3.199 |
|
1.000 |
3.194 |
|
1.618 |
3.185 |
|
2.618 |
3.171 |
|
4.250 |
3.149 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.220 |
3.216 |
| PP |
3.217 |
3.209 |
| S1 |
3.215 |
3.203 |
|