NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
3.018 |
2.925 |
-0.093 |
-3.1% |
3.000 |
| High |
3.025 |
2.935 |
-0.090 |
-3.0% |
3.089 |
| Low |
2.889 |
2.880 |
-0.009 |
-0.3% |
2.974 |
| Close |
2.916 |
2.895 |
-0.021 |
-0.7% |
3.007 |
| Range |
0.136 |
0.055 |
-0.081 |
-59.6% |
0.115 |
| ATR |
0.078 |
0.077 |
-0.002 |
-2.1% |
0.000 |
| Volume |
251,481 |
151,617 |
-99,864 |
-39.7% |
764,810 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.068 |
3.037 |
2.925 |
|
| R3 |
3.013 |
2.982 |
2.910 |
|
| R2 |
2.958 |
2.958 |
2.905 |
|
| R1 |
2.927 |
2.927 |
2.900 |
2.915 |
| PP |
2.903 |
2.903 |
2.903 |
2.898 |
| S1 |
2.872 |
2.872 |
2.890 |
2.860 |
| S2 |
2.848 |
2.848 |
2.885 |
|
| S3 |
2.793 |
2.817 |
2.880 |
|
| S4 |
2.738 |
2.762 |
2.865 |
|
|
| 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 |
3.089 |
2.880 |
0.209 |
7.2% |
0.082 |
2.8% |
7% |
False |
True |
181,893 |
| 10 |
3.203 |
2.880 |
0.323 |
11.2% |
0.078 |
2.7% |
5% |
False |
True |
157,278 |
| 20 |
3.214 |
2.880 |
0.334 |
11.5% |
0.075 |
2.6% |
4% |
False |
True |
123,438 |
| 40 |
3.214 |
2.880 |
0.334 |
11.5% |
0.073 |
2.5% |
4% |
False |
True |
80,526 |
| 60 |
3.214 |
2.880 |
0.334 |
11.5% |
0.070 |
2.4% |
4% |
False |
True |
62,032 |
| 80 |
3.214 |
2.880 |
0.334 |
11.5% |
0.072 |
2.5% |
4% |
False |
True |
50,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.169 |
|
2.618 |
3.079 |
|
1.618 |
3.024 |
|
1.000 |
2.990 |
|
0.618 |
2.969 |
|
HIGH |
2.935 |
|
0.618 |
2.914 |
|
0.500 |
2.908 |
|
0.382 |
2.901 |
|
LOW |
2.880 |
|
0.618 |
2.846 |
|
1.000 |
2.825 |
|
1.618 |
2.791 |
|
2.618 |
2.736 |
|
4.250 |
2.646 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.908 |
2.962 |
| PP |
2.903 |
2.940 |
| S1 |
2.899 |
2.917 |
|