NYMEX Natural Gas Future December 2017
Trading Metrics calculated at close of trading on 11-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3.022 |
3.066 |
0.044 |
1.5% |
3.188 |
High |
3.073 |
3.133 |
0.060 |
2.0% |
3.199 |
Low |
3.014 |
3.057 |
0.043 |
1.4% |
3.035 |
Close |
3.071 |
3.066 |
-0.005 |
-0.2% |
3.046 |
Range |
0.059 |
0.076 |
0.017 |
28.8% |
0.164 |
ATR |
0.070 |
0.070 |
0.000 |
0.6% |
0.000 |
Volume |
122,979 |
126,067 |
3,088 |
2.5% |
356,995 |
|
Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.313 |
3.266 |
3.108 |
|
R3 |
3.237 |
3.190 |
3.087 |
|
R2 |
3.161 |
3.161 |
3.080 |
|
R1 |
3.114 |
3.114 |
3.073 |
3.104 |
PP |
3.085 |
3.085 |
3.085 |
3.081 |
S1 |
3.038 |
3.038 |
3.059 |
3.028 |
S2 |
3.009 |
3.009 |
3.052 |
|
S3 |
2.933 |
2.962 |
3.045 |
|
S4 |
2.857 |
2.886 |
3.024 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.585 |
3.480 |
3.136 |
|
R3 |
3.421 |
3.316 |
3.091 |
|
R2 |
3.257 |
3.257 |
3.076 |
|
R1 |
3.152 |
3.152 |
3.061 |
3.123 |
PP |
3.093 |
3.093 |
3.093 |
3.079 |
S1 |
2.988 |
2.988 |
3.031 |
2.959 |
S2 |
2.929 |
2.929 |
3.016 |
|
S3 |
2.765 |
2.824 |
3.001 |
|
S4 |
2.601 |
2.660 |
2.956 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.167 |
3.013 |
0.154 |
5.0% |
0.068 |
2.2% |
34% |
False |
False |
106,331 |
10 |
3.239 |
3.013 |
0.226 |
7.4% |
0.070 |
2.3% |
23% |
False |
False |
79,632 |
20 |
3.353 |
3.013 |
0.340 |
11.1% |
0.068 |
2.2% |
16% |
False |
False |
57,354 |
40 |
3.353 |
3.013 |
0.340 |
11.1% |
0.069 |
2.2% |
16% |
False |
False |
40,459 |
60 |
3.353 |
3.013 |
0.340 |
11.1% |
0.065 |
2.1% |
16% |
False |
False |
33,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.456 |
2.618 |
3.332 |
1.618 |
3.256 |
1.000 |
3.209 |
0.618 |
3.180 |
HIGH |
3.133 |
0.618 |
3.104 |
0.500 |
3.095 |
0.382 |
3.086 |
LOW |
3.057 |
0.618 |
3.010 |
1.000 |
2.981 |
1.618 |
2.934 |
2.618 |
2.858 |
4.250 |
2.734 |
|
|
Fisher Pivots for day following 11-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3.095 |
3.073 |
PP |
3.085 |
3.071 |
S1 |
3.076 |
3.068 |
|