NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2.991 |
2.929 |
-0.062 |
-2.1% |
2.960 |
| High |
2.999 |
2.941 |
-0.058 |
-1.9% |
3.026 |
| Low |
2.913 |
2.867 |
-0.046 |
-1.6% |
2.773 |
| Close |
2.919 |
2.890 |
-0.029 |
-1.0% |
2.915 |
| Range |
0.086 |
0.074 |
-0.012 |
-14.0% |
0.253 |
| ATR |
0.084 |
0.084 |
-0.001 |
-0.9% |
0.000 |
| Volume |
65,776 |
50,113 |
-15,663 |
-23.8% |
1,108,326 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.121 |
3.080 |
2.931 |
|
| R3 |
3.047 |
3.006 |
2.910 |
|
| R2 |
2.973 |
2.973 |
2.904 |
|
| R1 |
2.932 |
2.932 |
2.897 |
2.916 |
| PP |
2.899 |
2.899 |
2.899 |
2.891 |
| S1 |
2.858 |
2.858 |
2.883 |
2.842 |
| S2 |
2.825 |
2.825 |
2.876 |
|
| S3 |
2.751 |
2.784 |
2.870 |
|
| S4 |
2.677 |
2.710 |
2.849 |
|
|
| 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 |
3.017 |
2.856 |
0.161 |
5.6% |
0.071 |
2.5% |
21% |
False |
False |
126,523 |
| 10 |
3.036 |
2.773 |
0.263 |
9.1% |
0.081 |
2.8% |
44% |
False |
False |
169,549 |
| 20 |
3.044 |
2.773 |
0.271 |
9.4% |
0.081 |
2.8% |
43% |
False |
False |
184,651 |
| 40 |
3.214 |
2.773 |
0.441 |
15.3% |
0.079 |
2.7% |
27% |
False |
False |
144,750 |
| 60 |
3.214 |
2.773 |
0.441 |
15.3% |
0.074 |
2.5% |
27% |
False |
False |
108,133 |
| 80 |
3.214 |
2.773 |
0.441 |
15.3% |
0.072 |
2.5% |
27% |
False |
False |
86,893 |
| 100 |
3.214 |
2.773 |
0.441 |
15.3% |
0.073 |
2.5% |
27% |
False |
False |
72,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.256 |
|
2.618 |
3.135 |
|
1.618 |
3.061 |
|
1.000 |
3.015 |
|
0.618 |
2.987 |
|
HIGH |
2.941 |
|
0.618 |
2.913 |
|
0.500 |
2.904 |
|
0.382 |
2.895 |
|
LOW |
2.867 |
|
0.618 |
2.821 |
|
1.000 |
2.793 |
|
1.618 |
2.747 |
|
2.618 |
2.673 |
|
4.250 |
2.553 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.904 |
2.936 |
| PP |
2.899 |
2.920 |
| S1 |
2.895 |
2.905 |
|