NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 01-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2.988 |
2.906 |
-0.082 |
-2.7% |
3.180 |
| High |
3.005 |
2.929 |
-0.076 |
-2.5% |
3.198 |
| Low |
2.882 |
2.847 |
-0.035 |
-1.2% |
2.946 |
| Close |
2.896 |
2.893 |
-0.003 |
-0.1% |
2.964 |
| Range |
0.123 |
0.082 |
-0.041 |
-33.3% |
0.252 |
| ATR |
0.078 |
0.078 |
0.000 |
0.4% |
0.000 |
| Volume |
194,986 |
189,880 |
-5,106 |
-2.6% |
765,658 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.136 |
3.096 |
2.938 |
|
| R3 |
3.054 |
3.014 |
2.916 |
|
| R2 |
2.972 |
2.972 |
2.908 |
|
| R1 |
2.932 |
2.932 |
2.901 |
2.911 |
| PP |
2.890 |
2.890 |
2.890 |
2.879 |
| S1 |
2.850 |
2.850 |
2.885 |
2.829 |
| S2 |
2.808 |
2.808 |
2.878 |
|
| S3 |
2.726 |
2.768 |
2.870 |
|
| S4 |
2.644 |
2.686 |
2.848 |
|
|
| 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 |
3.103 |
2.847 |
0.256 |
8.8% |
0.090 |
3.1% |
18% |
False |
True |
181,449 |
| 10 |
3.198 |
2.847 |
0.351 |
12.1% |
0.081 |
2.8% |
13% |
False |
True |
160,554 |
| 20 |
3.198 |
2.847 |
0.351 |
12.1% |
0.075 |
2.6% |
13% |
False |
True |
135,996 |
| 40 |
3.353 |
2.847 |
0.506 |
17.5% |
0.072 |
2.5% |
9% |
False |
True |
87,779 |
| 60 |
3.353 |
2.847 |
0.506 |
17.5% |
0.071 |
2.4% |
9% |
False |
True |
65,652 |
| 80 |
3.353 |
2.847 |
0.506 |
17.5% |
0.067 |
2.3% |
9% |
False |
True |
53,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.278 |
|
2.618 |
3.144 |
|
1.618 |
3.062 |
|
1.000 |
3.011 |
|
0.618 |
2.980 |
|
HIGH |
2.929 |
|
0.618 |
2.898 |
|
0.500 |
2.888 |
|
0.382 |
2.878 |
|
LOW |
2.847 |
|
0.618 |
2.796 |
|
1.000 |
2.765 |
|
1.618 |
2.714 |
|
2.618 |
2.632 |
|
4.250 |
2.499 |
|
|
| Fisher Pivots for day following 01-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.891 |
2.927 |
| PP |
2.890 |
2.915 |
| S1 |
2.888 |
2.904 |
|