NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2.882 |
2.906 |
0.024 |
0.8% |
3.018 |
| High |
2.962 |
3.008 |
0.046 |
1.6% |
3.025 |
| Low |
2.876 |
2.895 |
0.019 |
0.7% |
2.856 |
| Close |
2.889 |
2.989 |
0.100 |
3.5% |
2.863 |
| Range |
0.086 |
0.113 |
0.027 |
31.4% |
0.169 |
| ATR |
0.076 |
0.079 |
0.003 |
4.0% |
0.000 |
| Volume |
224,270 |
308,993 |
84,723 |
37.8% |
970,298 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.303 |
3.259 |
3.051 |
|
| R3 |
3.190 |
3.146 |
3.020 |
|
| R2 |
3.077 |
3.077 |
3.010 |
|
| R1 |
3.033 |
3.033 |
2.999 |
3.055 |
| PP |
2.964 |
2.964 |
2.964 |
2.975 |
| S1 |
2.920 |
2.920 |
2.979 |
2.942 |
| S2 |
2.851 |
2.851 |
2.968 |
|
| S3 |
2.738 |
2.807 |
2.958 |
|
| S4 |
2.625 |
2.694 |
2.927 |
|
|
| 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 |
3.008 |
2.827 |
0.181 |
6.1% |
0.076 |
2.6% |
90% |
True |
False |
227,179 |
| 10 |
3.044 |
2.827 |
0.217 |
7.3% |
0.081 |
2.7% |
75% |
False |
False |
199,754 |
| 20 |
3.214 |
2.827 |
0.387 |
12.9% |
0.077 |
2.6% |
42% |
False |
False |
166,224 |
| 40 |
3.214 |
2.827 |
0.387 |
12.9% |
0.076 |
2.5% |
42% |
False |
False |
109,838 |
| 60 |
3.214 |
2.827 |
0.387 |
12.9% |
0.072 |
2.4% |
42% |
False |
False |
83,580 |
| 80 |
3.214 |
2.827 |
0.387 |
12.9% |
0.072 |
2.4% |
42% |
False |
False |
67,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.488 |
|
2.618 |
3.304 |
|
1.618 |
3.191 |
|
1.000 |
3.121 |
|
0.618 |
3.078 |
|
HIGH |
3.008 |
|
0.618 |
2.965 |
|
0.500 |
2.952 |
|
0.382 |
2.938 |
|
LOW |
2.895 |
|
0.618 |
2.825 |
|
1.000 |
2.782 |
|
1.618 |
2.712 |
|
2.618 |
2.599 |
|
4.250 |
2.415 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.977 |
2.966 |
| PP |
2.964 |
2.943 |
| S1 |
2.952 |
2.921 |
|