NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
3.013 |
2.961 |
-0.052 |
-1.7% |
3.070 |
| High |
3.027 |
2.986 |
-0.041 |
-1.4% |
3.089 |
| Low |
2.955 |
2.797 |
-0.158 |
-5.3% |
2.797 |
| Close |
2.968 |
2.813 |
-0.155 |
-5.2% |
2.813 |
| Range |
0.072 |
0.189 |
0.117 |
162.5% |
0.292 |
| ATR |
0.079 |
0.087 |
0.008 |
9.9% |
0.000 |
| Volume |
139,397 |
94,878 |
-44,519 |
-31.9% |
528,043 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.432 |
3.312 |
2.917 |
|
| R3 |
3.243 |
3.123 |
2.865 |
|
| R2 |
3.054 |
3.054 |
2.848 |
|
| R1 |
2.934 |
2.934 |
2.830 |
2.900 |
| PP |
2.865 |
2.865 |
2.865 |
2.848 |
| S1 |
2.745 |
2.745 |
2.796 |
2.711 |
| S2 |
2.676 |
2.676 |
2.778 |
|
| S3 |
2.487 |
2.556 |
2.761 |
|
| S4 |
2.298 |
2.367 |
2.709 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.776 |
3.586 |
2.974 |
|
| R3 |
3.484 |
3.294 |
2.893 |
|
| R2 |
3.192 |
3.192 |
2.867 |
|
| R1 |
3.002 |
3.002 |
2.840 |
2.951 |
| PP |
2.900 |
2.900 |
2.900 |
2.874 |
| S1 |
2.710 |
2.710 |
2.786 |
2.659 |
| S2 |
2.608 |
2.608 |
2.759 |
|
| S3 |
2.316 |
2.418 |
2.733 |
|
| S4 |
2.024 |
2.126 |
2.652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.134 |
2.797 |
0.337 |
12.0% |
0.090 |
3.2% |
5% |
False |
True |
143,867 |
| 10 |
3.231 |
2.797 |
0.434 |
15.4% |
0.086 |
3.1% |
4% |
False |
True |
170,724 |
| 20 |
3.231 |
2.797 |
0.434 |
15.4% |
0.085 |
3.0% |
4% |
False |
True |
187,929 |
| 40 |
3.231 |
2.797 |
0.434 |
15.4% |
0.078 |
2.8% |
4% |
False |
True |
148,599 |
| 60 |
3.353 |
2.797 |
0.556 |
19.8% |
0.076 |
2.7% |
3% |
False |
True |
110,523 |
| 80 |
3.353 |
2.797 |
0.556 |
19.8% |
0.071 |
2.5% |
3% |
False |
True |
87,928 |
| 100 |
3.353 |
2.797 |
0.556 |
19.8% |
0.070 |
2.5% |
3% |
False |
True |
73,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.789 |
|
2.618 |
3.481 |
|
1.618 |
3.292 |
|
1.000 |
3.175 |
|
0.618 |
3.103 |
|
HIGH |
2.986 |
|
0.618 |
2.914 |
|
0.500 |
2.892 |
|
0.382 |
2.869 |
|
LOW |
2.797 |
|
0.618 |
2.680 |
|
1.000 |
2.608 |
|
1.618 |
2.491 |
|
2.618 |
2.302 |
|
4.250 |
1.994 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.892 |
2.931 |
| PP |
2.865 |
2.891 |
| S1 |
2.839 |
2.852 |
|