NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2.938 |
2.988 |
0.050 |
1.7% |
3.180 |
| High |
3.006 |
3.005 |
-0.001 |
0.0% |
3.198 |
| Low |
2.936 |
2.882 |
-0.054 |
-1.8% |
2.946 |
| Close |
2.966 |
2.896 |
-0.070 |
-2.4% |
2.964 |
| Range |
0.070 |
0.123 |
0.053 |
75.7% |
0.252 |
| ATR |
0.075 |
0.078 |
0.003 |
4.6% |
0.000 |
| Volume |
124,090 |
194,986 |
70,896 |
57.1% |
765,658 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.297 |
3.219 |
2.964 |
|
| R3 |
3.174 |
3.096 |
2.930 |
|
| R2 |
3.051 |
3.051 |
2.919 |
|
| R1 |
2.973 |
2.973 |
2.907 |
2.951 |
| PP |
2.928 |
2.928 |
2.928 |
2.916 |
| S1 |
2.850 |
2.850 |
2.885 |
2.828 |
| S2 |
2.805 |
2.805 |
2.873 |
|
| S3 |
2.682 |
2.727 |
2.862 |
|
| S4 |
2.559 |
2.604 |
2.828 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.792 |
3.630 |
3.103 |
|
| R3 |
3.540 |
3.378 |
3.033 |
|
| R2 |
3.288 |
3.288 |
3.010 |
|
| R1 |
3.126 |
3.126 |
2.987 |
3.081 |
| PP |
3.036 |
3.036 |
3.036 |
3.014 |
| S1 |
2.874 |
2.874 |
2.941 |
2.829 |
| S2 |
2.784 |
2.784 |
2.918 |
|
| S3 |
2.532 |
2.622 |
2.895 |
|
| S4 |
2.280 |
2.370 |
2.825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.156 |
2.882 |
0.274 |
9.5% |
0.090 |
3.1% |
5% |
False |
True |
166,584 |
| 10 |
3.198 |
2.882 |
0.316 |
10.9% |
0.078 |
2.7% |
4% |
False |
True |
153,028 |
| 20 |
3.198 |
2.882 |
0.316 |
10.9% |
0.074 |
2.6% |
4% |
False |
True |
129,217 |
| 40 |
3.353 |
2.882 |
0.471 |
16.3% |
0.072 |
2.5% |
3% |
False |
True |
83,776 |
| 60 |
3.353 |
2.882 |
0.471 |
16.3% |
0.070 |
2.4% |
3% |
False |
True |
62,933 |
| 80 |
3.353 |
2.882 |
0.471 |
16.3% |
0.068 |
2.3% |
3% |
False |
True |
51,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.528 |
|
2.618 |
3.327 |
|
1.618 |
3.204 |
|
1.000 |
3.128 |
|
0.618 |
3.081 |
|
HIGH |
3.005 |
|
0.618 |
2.958 |
|
0.500 |
2.944 |
|
0.382 |
2.929 |
|
LOW |
2.882 |
|
0.618 |
2.806 |
|
1.000 |
2.759 |
|
1.618 |
2.683 |
|
2.618 |
2.560 |
|
4.250 |
2.359 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.944 |
2.968 |
| PP |
2.928 |
2.944 |
| S1 |
2.912 |
2.920 |
|