NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 06-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2.935 |
3.085 |
0.150 |
5.1% |
2.938 |
| High |
2.998 |
3.143 |
0.145 |
4.8% |
3.006 |
| Low |
2.930 |
3.051 |
0.121 |
4.1% |
2.847 |
| Close |
2.984 |
3.134 |
0.150 |
5.0% |
2.984 |
| Range |
0.068 |
0.092 |
0.024 |
35.3% |
0.159 |
| ATR |
0.078 |
0.083 |
0.006 |
7.5% |
0.000 |
| Volume |
143,210 |
267,645 |
124,435 |
86.9% |
837,101 |
|
| Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.385 |
3.352 |
3.185 |
|
| R3 |
3.293 |
3.260 |
3.159 |
|
| R2 |
3.201 |
3.201 |
3.151 |
|
| R1 |
3.168 |
3.168 |
3.142 |
3.185 |
| PP |
3.109 |
3.109 |
3.109 |
3.118 |
| S1 |
3.076 |
3.076 |
3.126 |
3.093 |
| S2 |
3.017 |
3.017 |
3.117 |
|
| S3 |
2.925 |
2.984 |
3.109 |
|
| S4 |
2.833 |
2.892 |
3.083 |
|
|
| 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 |
3.143 |
2.847 |
0.296 |
9.4% |
0.088 |
2.8% |
97% |
True |
False |
196,131 |
| 10 |
3.165 |
2.847 |
0.318 |
10.1% |
0.081 |
2.6% |
90% |
False |
False |
172,382 |
| 20 |
3.198 |
2.847 |
0.351 |
11.2% |
0.077 |
2.4% |
82% |
False |
False |
151,655 |
| 40 |
3.353 |
2.847 |
0.506 |
16.1% |
0.073 |
2.3% |
57% |
False |
False |
100,206 |
| 60 |
3.353 |
2.847 |
0.506 |
16.1% |
0.071 |
2.3% |
57% |
False |
False |
74,015 |
| 80 |
3.353 |
2.847 |
0.506 |
16.1% |
0.068 |
2.2% |
57% |
False |
False |
60,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.534 |
|
2.618 |
3.384 |
|
1.618 |
3.292 |
|
1.000 |
3.235 |
|
0.618 |
3.200 |
|
HIGH |
3.143 |
|
0.618 |
3.108 |
|
0.500 |
3.097 |
|
0.382 |
3.086 |
|
LOW |
3.051 |
|
0.618 |
2.994 |
|
1.000 |
2.959 |
|
1.618 |
2.902 |
|
2.618 |
2.810 |
|
4.250 |
2.660 |
|
|
| Fisher Pivots for day following 06-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.122 |
3.093 |
| PP |
3.109 |
3.053 |
| S1 |
3.097 |
3.012 |
|