NYMEX Natural Gas Future December 2017
Trading Metrics calculated at close of trading on 12-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3.066 |
3.081 |
0.015 |
0.5% |
3.188 |
High |
3.133 |
3.165 |
0.032 |
1.0% |
3.199 |
Low |
3.057 |
3.068 |
0.011 |
0.4% |
3.035 |
Close |
3.066 |
3.144 |
0.078 |
2.5% |
3.046 |
Range |
0.076 |
0.097 |
0.021 |
27.6% |
0.164 |
ATR |
0.070 |
0.072 |
0.002 |
2.9% |
0.000 |
Volume |
126,067 |
169,519 |
43,452 |
34.5% |
356,995 |
|
Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.417 |
3.377 |
3.197 |
|
R3 |
3.320 |
3.280 |
3.171 |
|
R2 |
3.223 |
3.223 |
3.162 |
|
R1 |
3.183 |
3.183 |
3.153 |
3.203 |
PP |
3.126 |
3.126 |
3.126 |
3.136 |
S1 |
3.086 |
3.086 |
3.135 |
3.106 |
S2 |
3.029 |
3.029 |
3.126 |
|
S3 |
2.932 |
2.989 |
3.117 |
|
S4 |
2.835 |
2.892 |
3.091 |
|
|
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 |
3.165 |
3.013 |
0.152 |
4.8% |
0.069 |
2.2% |
86% |
True |
False |
127,889 |
10 |
3.210 |
3.013 |
0.197 |
6.3% |
0.073 |
2.3% |
66% |
False |
False |
91,662 |
20 |
3.353 |
3.013 |
0.340 |
10.8% |
0.070 |
2.2% |
39% |
False |
False |
64,055 |
40 |
3.353 |
3.013 |
0.340 |
10.8% |
0.070 |
2.2% |
39% |
False |
False |
44,268 |
60 |
3.353 |
3.013 |
0.340 |
10.8% |
0.067 |
2.1% |
39% |
False |
False |
36,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.577 |
2.618 |
3.419 |
1.618 |
3.322 |
1.000 |
3.262 |
0.618 |
3.225 |
HIGH |
3.165 |
0.618 |
3.128 |
0.500 |
3.117 |
0.382 |
3.105 |
LOW |
3.068 |
0.618 |
3.008 |
1.000 |
2.971 |
1.618 |
2.911 |
2.618 |
2.814 |
4.250 |
2.656 |
|
|
Fisher Pivots for day following 12-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3.135 |
3.126 |
PP |
3.126 |
3.108 |
S1 |
3.117 |
3.090 |
|