NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 03-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2.900 |
2.935 |
0.035 |
1.2% |
2.938 |
| High |
2.957 |
2.998 |
0.041 |
1.4% |
3.006 |
| Low |
2.881 |
2.930 |
0.049 |
1.7% |
2.847 |
| Close |
2.935 |
2.984 |
0.049 |
1.7% |
2.984 |
| Range |
0.076 |
0.068 |
-0.008 |
-10.5% |
0.159 |
| ATR |
0.078 |
0.078 |
-0.001 |
-0.9% |
0.000 |
| Volume |
184,935 |
143,210 |
-41,725 |
-22.6% |
837,101 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.175 |
3.147 |
3.021 |
|
| R3 |
3.107 |
3.079 |
3.003 |
|
| R2 |
3.039 |
3.039 |
2.996 |
|
| R1 |
3.011 |
3.011 |
2.990 |
3.025 |
| PP |
2.971 |
2.971 |
2.971 |
2.978 |
| S1 |
2.943 |
2.943 |
2.978 |
2.957 |
| S2 |
2.903 |
2.903 |
2.972 |
|
| S3 |
2.835 |
2.875 |
2.965 |
|
| S4 |
2.767 |
2.807 |
2.947 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.423 |
3.362 |
3.071 |
|
| R3 |
3.264 |
3.203 |
3.028 |
|
| R2 |
3.105 |
3.105 |
3.013 |
|
| R1 |
3.044 |
3.044 |
2.999 |
3.075 |
| PP |
2.946 |
2.946 |
2.946 |
2.961 |
| S1 |
2.885 |
2.885 |
2.969 |
2.916 |
| S2 |
2.787 |
2.787 |
2.955 |
|
| S3 |
2.628 |
2.726 |
2.940 |
|
| S4 |
2.469 |
2.567 |
2.897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.006 |
2.847 |
0.159 |
5.3% |
0.084 |
2.8% |
86% |
False |
False |
167,420 |
| 10 |
3.198 |
2.847 |
0.351 |
11.8% |
0.079 |
2.7% |
39% |
False |
False |
160,275 |
| 20 |
3.198 |
2.847 |
0.351 |
11.8% |
0.075 |
2.5% |
39% |
False |
False |
143,448 |
| 40 |
3.353 |
2.847 |
0.506 |
17.0% |
0.072 |
2.4% |
27% |
False |
False |
94,316 |
| 60 |
3.353 |
2.847 |
0.506 |
17.0% |
0.070 |
2.3% |
27% |
False |
False |
69,963 |
| 80 |
3.353 |
2.847 |
0.506 |
17.0% |
0.068 |
2.3% |
27% |
False |
False |
57,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.287 |
|
2.618 |
3.176 |
|
1.618 |
3.108 |
|
1.000 |
3.066 |
|
0.618 |
3.040 |
|
HIGH |
2.998 |
|
0.618 |
2.972 |
|
0.500 |
2.964 |
|
0.382 |
2.956 |
|
LOW |
2.930 |
|
0.618 |
2.888 |
|
1.000 |
2.862 |
|
1.618 |
2.820 |
|
2.618 |
2.752 |
|
4.250 |
2.641 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.977 |
2.964 |
| PP |
2.971 |
2.943 |
| S1 |
2.964 |
2.923 |
|