NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2.868 |
2.886 |
0.018 |
0.6% |
2.960 |
| High |
2.910 |
2.940 |
0.030 |
1.0% |
3.026 |
| Low |
2.773 |
2.856 |
0.083 |
3.0% |
2.773 |
| Close |
2.873 |
2.915 |
0.042 |
1.5% |
2.915 |
| Range |
0.137 |
0.084 |
-0.053 |
-38.7% |
0.253 |
| ATR |
0.086 |
0.086 |
0.000 |
-0.2% |
0.000 |
| Volume |
295,772 |
225,039 |
-70,733 |
-23.9% |
1,108,326 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.156 |
3.119 |
2.961 |
|
| R3 |
3.072 |
3.035 |
2.938 |
|
| R2 |
2.988 |
2.988 |
2.930 |
|
| R1 |
2.951 |
2.951 |
2.923 |
2.970 |
| PP |
2.904 |
2.904 |
2.904 |
2.913 |
| S1 |
2.867 |
2.867 |
2.907 |
2.886 |
| S2 |
2.820 |
2.820 |
2.900 |
|
| S3 |
2.736 |
2.783 |
2.892 |
|
| S4 |
2.652 |
2.699 |
2.869 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.664 |
3.542 |
3.054 |
|
| R3 |
3.411 |
3.289 |
2.985 |
|
| R2 |
3.158 |
3.158 |
2.961 |
|
| R1 |
3.036 |
3.036 |
2.938 |
2.971 |
| PP |
2.905 |
2.905 |
2.905 |
2.872 |
| S1 |
2.783 |
2.783 |
2.892 |
2.718 |
| S2 |
2.652 |
2.652 |
2.869 |
|
| S3 |
2.399 |
2.530 |
2.845 |
|
| S4 |
2.146 |
2.277 |
2.776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.026 |
2.773 |
0.253 |
8.7% |
0.097 |
3.3% |
56% |
False |
False |
221,665 |
| 10 |
3.036 |
2.773 |
0.263 |
9.0% |
0.086 |
2.9% |
54% |
False |
False |
219,717 |
| 20 |
3.089 |
2.773 |
0.316 |
10.8% |
0.082 |
2.8% |
45% |
False |
False |
196,614 |
| 40 |
3.214 |
2.773 |
0.441 |
15.1% |
0.079 |
2.7% |
32% |
False |
False |
137,485 |
| 60 |
3.214 |
2.773 |
0.441 |
15.1% |
0.074 |
2.5% |
32% |
False |
False |
103,021 |
| 80 |
3.214 |
2.773 |
0.441 |
15.1% |
0.074 |
2.6% |
32% |
False |
False |
82,698 |
| 100 |
3.227 |
2.773 |
0.454 |
15.6% |
0.073 |
2.5% |
31% |
False |
False |
69,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.297 |
|
2.618 |
3.160 |
|
1.618 |
3.076 |
|
1.000 |
3.024 |
|
0.618 |
2.992 |
|
HIGH |
2.940 |
|
0.618 |
2.908 |
|
0.500 |
2.898 |
|
0.382 |
2.888 |
|
LOW |
2.856 |
|
0.618 |
2.804 |
|
1.000 |
2.772 |
|
1.618 |
2.720 |
|
2.618 |
2.636 |
|
4.250 |
2.499 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.909 |
2.896 |
| PP |
2.904 |
2.876 |
| S1 |
2.898 |
2.857 |
|