NYMEX Natural Gas Future January 2019
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
3.225 |
3.225 |
0.000 |
0.0% |
3.211 |
| High |
3.241 |
3.251 |
0.010 |
0.3% |
3.251 |
| Low |
3.225 |
3.224 |
-0.001 |
0.0% |
3.208 |
| Close |
3.237 |
3.250 |
0.013 |
0.4% |
3.250 |
| Range |
0.016 |
0.027 |
0.011 |
68.8% |
0.043 |
| ATR |
0.021 |
0.022 |
0.000 |
2.0% |
0.000 |
| Volume |
1,762 |
929 |
-833 |
-47.3% |
10,007 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.323 |
3.313 |
3.265 |
|
| R3 |
3.296 |
3.286 |
3.257 |
|
| R2 |
3.269 |
3.269 |
3.255 |
|
| R1 |
3.259 |
3.259 |
3.252 |
3.264 |
| PP |
3.242 |
3.242 |
3.242 |
3.244 |
| S1 |
3.232 |
3.232 |
3.248 |
3.237 |
| S2 |
3.215 |
3.215 |
3.245 |
|
| S3 |
3.188 |
3.205 |
3.243 |
|
| S4 |
3.161 |
3.178 |
3.235 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.365 |
3.351 |
3.274 |
|
| R3 |
3.322 |
3.308 |
3.262 |
|
| R2 |
3.279 |
3.279 |
3.258 |
|
| R1 |
3.265 |
3.265 |
3.254 |
3.272 |
| PP |
3.236 |
3.236 |
3.236 |
3.240 |
| S1 |
3.222 |
3.222 |
3.246 |
3.229 |
| S2 |
3.193 |
3.193 |
3.242 |
|
| S3 |
3.150 |
3.179 |
3.238 |
|
| S4 |
3.107 |
3.136 |
3.226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.251 |
3.208 |
0.043 |
1.3% |
0.018 |
0.6% |
98% |
True |
False |
2,001 |
| 10 |
3.251 |
3.174 |
0.077 |
2.4% |
0.020 |
0.6% |
99% |
True |
False |
1,655 |
| 20 |
3.251 |
3.146 |
0.105 |
3.2% |
0.020 |
0.6% |
99% |
True |
False |
1,191 |
| 40 |
3.251 |
3.086 |
0.165 |
5.1% |
0.019 |
0.6% |
99% |
True |
False |
1,025 |
| 60 |
3.251 |
3.070 |
0.181 |
5.6% |
0.017 |
0.5% |
99% |
True |
False |
950 |
| 80 |
3.251 |
3.070 |
0.181 |
5.6% |
0.017 |
0.5% |
99% |
True |
False |
953 |
| 100 |
3.252 |
3.070 |
0.182 |
5.6% |
0.016 |
0.5% |
99% |
False |
False |
948 |
| 120 |
3.252 |
3.070 |
0.182 |
5.6% |
0.016 |
0.5% |
99% |
False |
False |
896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.366 |
|
2.618 |
3.322 |
|
1.618 |
3.295 |
|
1.000 |
3.278 |
|
0.618 |
3.268 |
|
HIGH |
3.251 |
|
0.618 |
3.241 |
|
0.500 |
3.238 |
|
0.382 |
3.234 |
|
LOW |
3.224 |
|
0.618 |
3.207 |
|
1.000 |
3.197 |
|
1.618 |
3.180 |
|
2.618 |
3.153 |
|
4.250 |
3.109 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.246 |
3.246 |
| PP |
3.242 |
3.242 |
| S1 |
3.238 |
3.238 |
|