NYMEX Natural Gas Future November 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 |
2.934 |
2.895 |
-0.039 |
-1.3% |
3.018 |
| High |
2.995 |
2.917 |
-0.078 |
-2.6% |
3.025 |
| Low |
2.894 |
2.856 |
-0.038 |
-1.3% |
2.856 |
| Close |
2.923 |
2.863 |
-0.060 |
-2.1% |
2.863 |
| Range |
0.101 |
0.061 |
-0.040 |
-39.6% |
0.169 |
| ATR |
0.079 |
0.078 |
-0.001 |
-1.1% |
0.000 |
| Volume |
180,003 |
226,636 |
46,633 |
25.9% |
970,298 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.062 |
3.023 |
2.897 |
|
| R3 |
3.001 |
2.962 |
2.880 |
|
| R2 |
2.940 |
2.940 |
2.874 |
|
| R1 |
2.901 |
2.901 |
2.869 |
2.890 |
| PP |
2.879 |
2.879 |
2.879 |
2.873 |
| S1 |
2.840 |
2.840 |
2.857 |
2.829 |
| S2 |
2.818 |
2.818 |
2.852 |
|
| S3 |
2.757 |
2.779 |
2.846 |
|
| S4 |
2.696 |
2.718 |
2.829 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.422 |
3.311 |
2.956 |
|
| R3 |
3.253 |
3.142 |
2.909 |
|
| R2 |
3.084 |
3.084 |
2.894 |
|
| R1 |
2.973 |
2.973 |
2.878 |
2.944 |
| PP |
2.915 |
2.915 |
2.915 |
2.900 |
| S1 |
2.804 |
2.804 |
2.848 |
2.775 |
| S2 |
2.746 |
2.746 |
2.832 |
|
| S3 |
2.577 |
2.635 |
2.817 |
|
| S4 |
2.408 |
2.466 |
2.770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.025 |
2.856 |
0.169 |
5.9% |
0.086 |
3.0% |
4% |
False |
True |
194,059 |
| 10 |
3.089 |
2.856 |
0.233 |
8.1% |
0.077 |
2.7% |
3% |
False |
True |
173,510 |
| 20 |
3.214 |
2.856 |
0.358 |
12.5% |
0.076 |
2.7% |
2% |
False |
True |
142,020 |
| 40 |
3.214 |
2.856 |
0.358 |
12.5% |
0.073 |
2.6% |
2% |
False |
True |
90,609 |
| 60 |
3.214 |
2.856 |
0.358 |
12.5% |
0.070 |
2.5% |
2% |
False |
True |
69,805 |
| 80 |
3.214 |
2.856 |
0.358 |
12.5% |
0.072 |
2.5% |
2% |
False |
True |
57,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.176 |
|
2.618 |
3.077 |
|
1.618 |
3.016 |
|
1.000 |
2.978 |
|
0.618 |
2.955 |
|
HIGH |
2.917 |
|
0.618 |
2.894 |
|
0.500 |
2.887 |
|
0.382 |
2.879 |
|
LOW |
2.856 |
|
0.618 |
2.818 |
|
1.000 |
2.795 |
|
1.618 |
2.757 |
|
2.618 |
2.696 |
|
4.250 |
2.597 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.887 |
2.926 |
| PP |
2.879 |
2.905 |
| S1 |
2.871 |
2.884 |
|