NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2.836 |
2.882 |
0.046 |
1.6% |
3.018 |
| High |
2.896 |
2.962 |
0.066 |
2.3% |
3.025 |
| Low |
2.833 |
2.876 |
0.043 |
1.5% |
2.856 |
| Close |
2.891 |
2.889 |
-0.002 |
-0.1% |
2.863 |
| Range |
0.063 |
0.086 |
0.023 |
36.5% |
0.169 |
| ATR |
0.076 |
0.076 |
0.001 |
1.0% |
0.000 |
| Volume |
201,266 |
224,270 |
23,004 |
11.4% |
970,298 |
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.167 |
3.114 |
2.936 |
|
| R3 |
3.081 |
3.028 |
2.913 |
|
| R2 |
2.995 |
2.995 |
2.905 |
|
| R1 |
2.942 |
2.942 |
2.897 |
2.969 |
| PP |
2.909 |
2.909 |
2.909 |
2.922 |
| S1 |
2.856 |
2.856 |
2.881 |
2.883 |
| S2 |
2.823 |
2.823 |
2.873 |
|
| S3 |
2.737 |
2.770 |
2.865 |
|
| S4 |
2.651 |
2.684 |
2.842 |
|
|
| 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 |
2.995 |
2.827 |
0.168 |
5.8% |
0.074 |
2.6% |
37% |
False |
False |
201,381 |
| 10 |
3.081 |
2.827 |
0.254 |
8.8% |
0.077 |
2.7% |
24% |
False |
False |
188,099 |
| 20 |
3.214 |
2.827 |
0.387 |
13.4% |
0.075 |
2.6% |
16% |
False |
False |
156,022 |
| 40 |
3.214 |
2.827 |
0.387 |
13.4% |
0.074 |
2.6% |
16% |
False |
False |
102,751 |
| 60 |
3.214 |
2.827 |
0.387 |
13.4% |
0.071 |
2.4% |
16% |
False |
False |
78,714 |
| 80 |
3.214 |
2.827 |
0.387 |
13.4% |
0.071 |
2.5% |
16% |
False |
False |
64,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.328 |
|
2.618 |
3.187 |
|
1.618 |
3.101 |
|
1.000 |
3.048 |
|
0.618 |
3.015 |
|
HIGH |
2.962 |
|
0.618 |
2.929 |
|
0.500 |
2.919 |
|
0.382 |
2.909 |
|
LOW |
2.876 |
|
0.618 |
2.823 |
|
1.000 |
2.790 |
|
1.618 |
2.737 |
|
2.618 |
2.651 |
|
4.250 |
2.511 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.919 |
2.895 |
| PP |
2.909 |
2.893 |
| S1 |
2.899 |
2.891 |
|