NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2.929 |
2.899 |
-0.030 |
-1.0% |
3.001 |
| High |
2.941 |
2.899 |
-0.042 |
-1.4% |
3.017 |
| Low |
2.867 |
2.723 |
-0.144 |
-5.0% |
2.723 |
| Close |
2.890 |
2.752 |
-0.138 |
-4.8% |
2.752 |
| Range |
0.074 |
0.176 |
0.102 |
137.8% |
0.294 |
| ATR |
0.084 |
0.090 |
0.007 |
7.9% |
0.000 |
| Volume |
50,113 |
12,719 |
-37,394 |
-74.6% |
420,298 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.319 |
3.212 |
2.849 |
|
| R3 |
3.143 |
3.036 |
2.800 |
|
| R2 |
2.967 |
2.967 |
2.784 |
|
| R1 |
2.860 |
2.860 |
2.768 |
2.826 |
| PP |
2.791 |
2.791 |
2.791 |
2.774 |
| S1 |
2.684 |
2.684 |
2.736 |
2.650 |
| S2 |
2.615 |
2.615 |
2.720 |
|
| S3 |
2.439 |
2.508 |
2.704 |
|
| S4 |
2.263 |
2.332 |
2.655 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.713 |
3.526 |
2.914 |
|
| R3 |
3.419 |
3.232 |
2.833 |
|
| R2 |
3.125 |
3.125 |
2.806 |
|
| R1 |
2.938 |
2.938 |
2.779 |
2.885 |
| PP |
2.831 |
2.831 |
2.831 |
2.804 |
| S1 |
2.644 |
2.644 |
2.725 |
2.591 |
| S2 |
2.537 |
2.537 |
2.698 |
|
| S3 |
2.243 |
2.350 |
2.671 |
|
| S4 |
1.949 |
2.056 |
2.590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.017 |
2.723 |
0.294 |
10.7% |
0.090 |
3.3% |
10% |
False |
True |
84,059 |
| 10 |
3.026 |
2.723 |
0.303 |
11.0% |
0.093 |
3.4% |
10% |
False |
True |
152,862 |
| 20 |
3.036 |
2.723 |
0.313 |
11.4% |
0.087 |
3.2% |
9% |
False |
True |
179,388 |
| 40 |
3.214 |
2.723 |
0.491 |
17.8% |
0.080 |
2.9% |
6% |
False |
True |
144,293 |
| 60 |
3.214 |
2.723 |
0.491 |
17.8% |
0.076 |
2.8% |
6% |
False |
True |
107,928 |
| 80 |
3.214 |
2.723 |
0.491 |
17.8% |
0.074 |
2.7% |
6% |
False |
True |
86,801 |
| 100 |
3.214 |
2.723 |
0.491 |
17.8% |
0.074 |
2.7% |
6% |
False |
True |
72,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.647 |
|
2.618 |
3.360 |
|
1.618 |
3.184 |
|
1.000 |
3.075 |
|
0.618 |
3.008 |
|
HIGH |
2.899 |
|
0.618 |
2.832 |
|
0.500 |
2.811 |
|
0.382 |
2.790 |
|
LOW |
2.723 |
|
0.618 |
2.614 |
|
1.000 |
2.547 |
|
1.618 |
2.438 |
|
2.618 |
2.262 |
|
4.250 |
1.975 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.811 |
2.861 |
| PP |
2.791 |
2.825 |
| S1 |
2.772 |
2.788 |
|