NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
3.091 |
3.180 |
0.089 |
2.9% |
3.122 |
| High |
3.128 |
3.198 |
0.070 |
2.2% |
3.182 |
| Low |
3.065 |
3.127 |
0.062 |
2.0% |
3.012 |
| Close |
3.113 |
3.156 |
0.043 |
1.4% |
3.113 |
| Range |
0.063 |
0.071 |
0.008 |
12.7% |
0.170 |
| ATR |
0.073 |
0.074 |
0.001 |
1.1% |
0.000 |
| Volume |
145,050 |
146,583 |
1,533 |
1.1% |
653,943 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.373 |
3.336 |
3.195 |
|
| R3 |
3.302 |
3.265 |
3.176 |
|
| R2 |
3.231 |
3.231 |
3.169 |
|
| R1 |
3.194 |
3.194 |
3.163 |
3.177 |
| PP |
3.160 |
3.160 |
3.160 |
3.152 |
| S1 |
3.123 |
3.123 |
3.149 |
3.106 |
| S2 |
3.089 |
3.089 |
3.143 |
|
| S3 |
3.018 |
3.052 |
3.136 |
|
| S4 |
2.947 |
2.981 |
3.117 |
|
|
| 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 |
3.198 |
3.012 |
0.186 |
5.9% |
0.075 |
2.4% |
77% |
True |
False |
141,194 |
| 10 |
3.198 |
3.012 |
0.186 |
5.9% |
0.072 |
2.3% |
77% |
True |
False |
130,929 |
| 20 |
3.242 |
3.012 |
0.230 |
7.3% |
0.071 |
2.2% |
63% |
False |
False |
97,018 |
| 40 |
3.353 |
3.012 |
0.341 |
10.8% |
0.071 |
2.3% |
42% |
False |
False |
63,683 |
| 60 |
3.353 |
3.012 |
0.341 |
10.8% |
0.067 |
2.1% |
42% |
False |
False |
49,497 |
| 80 |
3.353 |
3.012 |
0.341 |
10.8% |
0.068 |
2.2% |
42% |
False |
False |
40,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.500 |
|
2.618 |
3.384 |
|
1.618 |
3.313 |
|
1.000 |
3.269 |
|
0.618 |
3.242 |
|
HIGH |
3.198 |
|
0.618 |
3.171 |
|
0.500 |
3.163 |
|
0.382 |
3.154 |
|
LOW |
3.127 |
|
0.618 |
3.083 |
|
1.000 |
3.056 |
|
1.618 |
3.012 |
|
2.618 |
2.941 |
|
4.250 |
2.825 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.163 |
3.139 |
| PP |
3.160 |
3.122 |
| S1 |
3.158 |
3.105 |
|