NYMEX Natural Gas Future December 2017
Trading Metrics calculated at close of trading on 20-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3.081 |
3.091 |
0.010 |
0.3% |
3.122 |
High |
3.111 |
3.128 |
0.017 |
0.5% |
3.182 |
Low |
3.012 |
3.065 |
0.053 |
1.8% |
3.012 |
Close |
3.086 |
3.113 |
0.027 |
0.9% |
3.113 |
Range |
0.099 |
0.063 |
-0.036 |
-36.4% |
0.170 |
ATR |
0.074 |
0.073 |
-0.001 |
-1.1% |
0.000 |
Volume |
185,879 |
145,050 |
-40,829 |
-22.0% |
653,943 |
|
Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.291 |
3.265 |
3.148 |
|
R3 |
3.228 |
3.202 |
3.130 |
|
R2 |
3.165 |
3.165 |
3.125 |
|
R1 |
3.139 |
3.139 |
3.119 |
3.152 |
PP |
3.102 |
3.102 |
3.102 |
3.109 |
S1 |
3.076 |
3.076 |
3.107 |
3.089 |
S2 |
3.039 |
3.039 |
3.101 |
|
S3 |
2.976 |
3.013 |
3.096 |
|
S4 |
2.913 |
2.950 |
3.078 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.612 |
3.533 |
3.207 |
|
R3 |
3.442 |
3.363 |
3.160 |
|
R2 |
3.272 |
3.272 |
3.144 |
|
R1 |
3.193 |
3.193 |
3.129 |
3.148 |
PP |
3.102 |
3.102 |
3.102 |
3.080 |
S1 |
3.023 |
3.023 |
3.097 |
2.978 |
S2 |
2.932 |
2.932 |
3.082 |
|
S3 |
2.762 |
2.853 |
3.066 |
|
S4 |
2.592 |
2.683 |
3.020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.182 |
3.012 |
0.170 |
5.5% |
0.075 |
2.4% |
59% |
False |
False |
130,788 |
10 |
3.185 |
3.012 |
0.173 |
5.6% |
0.070 |
2.3% |
58% |
False |
False |
126,621 |
20 |
3.242 |
3.012 |
0.230 |
7.4% |
0.070 |
2.3% |
44% |
False |
False |
91,299 |
40 |
3.353 |
3.012 |
0.341 |
11.0% |
0.071 |
2.3% |
30% |
False |
False |
60,291 |
60 |
3.353 |
3.012 |
0.341 |
11.0% |
0.067 |
2.1% |
30% |
False |
False |
47,200 |
80 |
3.353 |
3.012 |
0.341 |
11.0% |
0.068 |
2.2% |
30% |
False |
False |
38,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.396 |
2.618 |
3.293 |
1.618 |
3.230 |
1.000 |
3.191 |
0.618 |
3.167 |
HIGH |
3.128 |
0.618 |
3.104 |
0.500 |
3.097 |
0.382 |
3.089 |
LOW |
3.065 |
0.618 |
3.026 |
1.000 |
3.002 |
1.618 |
2.963 |
2.618 |
2.900 |
4.250 |
2.797 |
|
|
Fisher Pivots for day following 20-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3.108 |
3.099 |
PP |
3.102 |
3.084 |
S1 |
3.097 |
3.070 |
|