NYMEX Natural Gas Future December 2017
Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3.072 |
3.070 |
-0.002 |
-0.1% |
3.200 |
High |
3.134 |
3.089 |
-0.045 |
-1.4% |
3.231 |
Low |
3.059 |
3.026 |
-0.033 |
-1.1% |
3.046 |
Close |
3.097 |
3.047 |
-0.050 |
-1.6% |
3.097 |
Range |
0.075 |
0.063 |
-0.012 |
-16.0% |
0.185 |
ATR |
0.083 |
0.082 |
-0.001 |
-1.0% |
0.000 |
Volume |
191,293 |
160,174 |
-31,119 |
-16.3% |
999,449 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.243 |
3.208 |
3.082 |
|
R3 |
3.180 |
3.145 |
3.064 |
|
R2 |
3.117 |
3.117 |
3.059 |
|
R1 |
3.082 |
3.082 |
3.053 |
3.068 |
PP |
3.054 |
3.054 |
3.054 |
3.047 |
S1 |
3.019 |
3.019 |
3.041 |
3.005 |
S2 |
2.991 |
2.991 |
3.035 |
|
S3 |
2.928 |
2.956 |
3.030 |
|
S4 |
2.865 |
2.893 |
3.012 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.680 |
3.573 |
3.199 |
|
R3 |
3.495 |
3.388 |
3.148 |
|
R2 |
3.310 |
3.310 |
3.131 |
|
R1 |
3.203 |
3.203 |
3.114 |
3.164 |
PP |
3.125 |
3.125 |
3.125 |
3.105 |
S1 |
3.018 |
3.018 |
3.080 |
2.979 |
S2 |
2.940 |
2.940 |
3.063 |
|
S3 |
2.755 |
2.833 |
3.046 |
|
S4 |
2.570 |
2.648 |
2.995 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.153 |
3.026 |
0.127 |
4.2% |
0.078 |
2.5% |
17% |
False |
True |
190,205 |
10 |
3.231 |
3.026 |
0.205 |
6.7% |
0.077 |
2.5% |
10% |
False |
True |
204,492 |
20 |
3.231 |
2.847 |
0.384 |
12.6% |
0.079 |
2.6% |
52% |
False |
False |
188,437 |
40 |
3.242 |
2.847 |
0.395 |
13.0% |
0.075 |
2.5% |
51% |
False |
False |
142,727 |
60 |
3.353 |
2.847 |
0.506 |
16.6% |
0.074 |
2.4% |
40% |
False |
False |
105,268 |
80 |
3.353 |
2.847 |
0.506 |
16.6% |
0.070 |
2.3% |
40% |
False |
False |
84,232 |
100 |
3.353 |
2.847 |
0.506 |
16.6% |
0.070 |
2.3% |
40% |
False |
False |
70,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.357 |
2.618 |
3.254 |
1.618 |
3.191 |
1.000 |
3.152 |
0.618 |
3.128 |
HIGH |
3.089 |
0.618 |
3.065 |
0.500 |
3.058 |
0.382 |
3.050 |
LOW |
3.026 |
0.618 |
2.987 |
1.000 |
2.963 |
1.618 |
2.924 |
2.618 |
2.861 |
4.250 |
2.758 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3.058 |
3.080 |
PP |
3.054 |
3.069 |
S1 |
3.051 |
3.058 |
|