NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
3.141 |
3.078 |
-0.063 |
-2.0% |
3.085 |
| High |
3.149 |
3.153 |
0.004 |
0.1% |
3.224 |
| Low |
3.064 |
3.052 |
-0.012 |
-0.4% |
3.051 |
| Close |
3.102 |
3.080 |
-0.022 |
-0.7% |
3.213 |
| Range |
0.085 |
0.101 |
0.016 |
18.8% |
0.173 |
| ATR |
0.083 |
0.084 |
0.001 |
1.5% |
0.000 |
| Volume |
219,937 |
192,702 |
-27,235 |
-12.4% |
1,152,943 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.398 |
3.340 |
3.136 |
|
| R3 |
3.297 |
3.239 |
3.108 |
|
| R2 |
3.196 |
3.196 |
3.099 |
|
| R1 |
3.138 |
3.138 |
3.089 |
3.167 |
| PP |
3.095 |
3.095 |
3.095 |
3.110 |
| S1 |
3.037 |
3.037 |
3.071 |
3.066 |
| S2 |
2.994 |
2.994 |
3.061 |
|
| S3 |
2.893 |
2.936 |
3.052 |
|
| S4 |
2.792 |
2.835 |
3.024 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.682 |
3.620 |
3.308 |
|
| R3 |
3.509 |
3.447 |
3.261 |
|
| R2 |
3.336 |
3.336 |
3.245 |
|
| R1 |
3.274 |
3.274 |
3.229 |
3.305 |
| PP |
3.163 |
3.163 |
3.163 |
3.178 |
| S1 |
3.101 |
3.101 |
3.197 |
3.132 |
| S2 |
2.990 |
2.990 |
3.181 |
|
| S3 |
2.817 |
2.928 |
3.165 |
|
| S4 |
2.644 |
2.755 |
3.118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.231 |
3.052 |
0.179 |
5.8% |
0.082 |
2.6% |
16% |
False |
True |
209,741 |
| 10 |
3.231 |
2.881 |
0.350 |
11.4% |
0.081 |
2.6% |
57% |
False |
False |
210,232 |
| 20 |
3.231 |
2.847 |
0.384 |
12.5% |
0.081 |
2.6% |
61% |
False |
False |
185,393 |
| 40 |
3.293 |
2.847 |
0.446 |
14.5% |
0.076 |
2.5% |
52% |
False |
False |
132,338 |
| 60 |
3.353 |
2.847 |
0.506 |
16.4% |
0.073 |
2.4% |
46% |
False |
False |
96,910 |
| 80 |
3.353 |
2.847 |
0.506 |
16.4% |
0.070 |
2.3% |
46% |
False |
False |
77,960 |
| 100 |
3.353 |
2.847 |
0.506 |
16.4% |
0.070 |
2.3% |
46% |
False |
False |
65,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.582 |
|
2.618 |
3.417 |
|
1.618 |
3.316 |
|
1.000 |
3.254 |
|
0.618 |
3.215 |
|
HIGH |
3.153 |
|
0.618 |
3.114 |
|
0.500 |
3.103 |
|
0.382 |
3.091 |
|
LOW |
3.052 |
|
0.618 |
2.990 |
|
1.000 |
2.951 |
|
1.618 |
2.889 |
|
2.618 |
2.788 |
|
4.250 |
2.623 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.103 |
3.142 |
| PP |
3.095 |
3.121 |
| S1 |
3.088 |
3.101 |
|