NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
3.078 |
3.087 |
0.009 |
0.3% |
3.085 |
| High |
3.153 |
3.110 |
-0.043 |
-1.4% |
3.224 |
| Low |
3.052 |
3.046 |
-0.006 |
-0.2% |
3.051 |
| Close |
3.080 |
3.053 |
-0.027 |
-0.9% |
3.213 |
| Range |
0.101 |
0.064 |
-0.037 |
-36.6% |
0.173 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.7% |
0.000 |
| Volume |
192,702 |
186,922 |
-5,780 |
-3.0% |
1,152,943 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.262 |
3.221 |
3.088 |
|
| R3 |
3.198 |
3.157 |
3.071 |
|
| R2 |
3.134 |
3.134 |
3.065 |
|
| R1 |
3.093 |
3.093 |
3.059 |
3.082 |
| PP |
3.070 |
3.070 |
3.070 |
3.064 |
| S1 |
3.029 |
3.029 |
3.047 |
3.018 |
| S2 |
3.006 |
3.006 |
3.041 |
|
| S3 |
2.942 |
2.965 |
3.035 |
|
| S4 |
2.878 |
2.901 |
3.018 |
|
|
| 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 |
3.046 |
0.185 |
6.1% |
0.081 |
2.7% |
4% |
False |
True |
197,580 |
| 10 |
3.231 |
2.930 |
0.301 |
9.9% |
0.080 |
2.6% |
41% |
False |
False |
210,430 |
| 20 |
3.231 |
2.847 |
0.384 |
12.6% |
0.079 |
2.6% |
54% |
False |
False |
185,445 |
| 40 |
3.242 |
2.847 |
0.395 |
12.9% |
0.074 |
2.4% |
52% |
False |
False |
135,550 |
| 60 |
3.353 |
2.847 |
0.506 |
16.6% |
0.074 |
2.4% |
41% |
False |
False |
99,806 |
| 80 |
3.353 |
2.847 |
0.506 |
16.6% |
0.070 |
2.3% |
41% |
False |
False |
80,158 |
| 100 |
3.353 |
2.847 |
0.506 |
16.6% |
0.070 |
2.3% |
41% |
False |
False |
66,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.382 |
|
2.618 |
3.278 |
|
1.618 |
3.214 |
|
1.000 |
3.174 |
|
0.618 |
3.150 |
|
HIGH |
3.110 |
|
0.618 |
3.086 |
|
0.500 |
3.078 |
|
0.382 |
3.070 |
|
LOW |
3.046 |
|
0.618 |
3.006 |
|
1.000 |
2.982 |
|
1.618 |
2.942 |
|
2.618 |
2.878 |
|
4.250 |
2.774 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.078 |
3.100 |
| PP |
3.070 |
3.084 |
| S1 |
3.061 |
3.069 |
|