NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2.886 |
3.001 |
0.115 |
4.0% |
2.960 |
| High |
2.940 |
3.017 |
0.077 |
2.6% |
3.026 |
| Low |
2.856 |
2.948 |
0.092 |
3.2% |
2.773 |
| Close |
2.915 |
2.991 |
0.076 |
2.6% |
2.915 |
| Range |
0.084 |
0.069 |
-0.015 |
-17.9% |
0.253 |
| ATR |
0.086 |
0.087 |
0.001 |
1.3% |
0.000 |
| Volume |
225,039 |
178,926 |
-46,113 |
-20.5% |
1,108,326 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.192 |
3.161 |
3.029 |
|
| R3 |
3.123 |
3.092 |
3.010 |
|
| R2 |
3.054 |
3.054 |
3.004 |
|
| R1 |
3.023 |
3.023 |
2.997 |
3.004 |
| PP |
2.985 |
2.985 |
2.985 |
2.976 |
| S1 |
2.954 |
2.954 |
2.985 |
2.935 |
| S2 |
2.916 |
2.916 |
2.978 |
|
| S3 |
2.847 |
2.885 |
2.972 |
|
| S4 |
2.778 |
2.816 |
2.953 |
|
|
| 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 |
8.5% |
0.097 |
3.2% |
86% |
False |
False |
221,538 |
| 10 |
3.036 |
2.773 |
0.263 |
8.8% |
0.087 |
2.9% |
83% |
False |
False |
220,137 |
| 20 |
3.089 |
2.773 |
0.316 |
10.6% |
0.082 |
2.7% |
69% |
False |
False |
199,274 |
| 40 |
3.214 |
2.773 |
0.441 |
14.7% |
0.079 |
2.7% |
49% |
False |
False |
141,398 |
| 60 |
3.214 |
2.773 |
0.441 |
14.7% |
0.074 |
2.5% |
49% |
False |
False |
105,720 |
| 80 |
3.214 |
2.773 |
0.441 |
14.7% |
0.074 |
2.5% |
49% |
False |
False |
84,706 |
| 100 |
3.214 |
2.773 |
0.441 |
14.7% |
0.073 |
2.4% |
49% |
False |
False |
70,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.310 |
|
2.618 |
3.198 |
|
1.618 |
3.129 |
|
1.000 |
3.086 |
|
0.618 |
3.060 |
|
HIGH |
3.017 |
|
0.618 |
2.991 |
|
0.500 |
2.983 |
|
0.382 |
2.974 |
|
LOW |
2.948 |
|
0.618 |
2.905 |
|
1.000 |
2.879 |
|
1.618 |
2.836 |
|
2.618 |
2.767 |
|
4.250 |
2.655 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.988 |
2.959 |
| PP |
2.985 |
2.927 |
| S1 |
2.983 |
2.895 |
|