NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2.905 |
2.934 |
0.029 |
1.0% |
3.000 |
| High |
2.977 |
2.995 |
0.018 |
0.6% |
3.089 |
| Low |
2.898 |
2.894 |
-0.004 |
-0.1% |
2.974 |
| Close |
2.940 |
2.923 |
-0.017 |
-0.6% |
3.007 |
| Range |
0.079 |
0.101 |
0.022 |
27.8% |
0.115 |
| ATR |
0.077 |
0.079 |
0.002 |
2.2% |
0.000 |
| Volume |
160,561 |
180,003 |
19,442 |
12.1% |
764,810 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.183 |
2.979 |
|
| R3 |
3.139 |
3.082 |
2.951 |
|
| R2 |
3.038 |
3.038 |
2.942 |
|
| R1 |
2.981 |
2.981 |
2.932 |
2.959 |
| PP |
2.937 |
2.937 |
2.937 |
2.927 |
| S1 |
2.880 |
2.880 |
2.914 |
2.858 |
| S2 |
2.836 |
2.836 |
2.904 |
|
| S3 |
2.735 |
2.779 |
2.895 |
|
| S4 |
2.634 |
2.678 |
2.867 |
|
|
| 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 |
3.044 |
2.880 |
0.164 |
5.6% |
0.085 |
2.9% |
26% |
False |
False |
172,329 |
| 10 |
3.089 |
2.880 |
0.209 |
7.2% |
0.074 |
2.5% |
21% |
False |
False |
162,095 |
| 20 |
3.214 |
2.880 |
0.334 |
11.4% |
0.078 |
2.7% |
13% |
False |
False |
135,371 |
| 40 |
3.214 |
2.880 |
0.334 |
11.4% |
0.074 |
2.5% |
13% |
False |
False |
86,704 |
| 60 |
3.214 |
2.880 |
0.334 |
11.4% |
0.070 |
2.4% |
13% |
False |
False |
66,549 |
| 80 |
3.214 |
2.880 |
0.334 |
11.4% |
0.072 |
2.5% |
13% |
False |
False |
54,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.424 |
|
2.618 |
3.259 |
|
1.618 |
3.158 |
|
1.000 |
3.096 |
|
0.618 |
3.057 |
|
HIGH |
2.995 |
|
0.618 |
2.956 |
|
0.500 |
2.945 |
|
0.382 |
2.933 |
|
LOW |
2.894 |
|
0.618 |
2.832 |
|
1.000 |
2.793 |
|
1.618 |
2.731 |
|
2.618 |
2.630 |
|
4.250 |
2.465 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.945 |
2.938 |
| PP |
2.937 |
2.933 |
| S1 |
2.930 |
2.928 |
|