NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2.961 |
2.927 |
-0.034 |
-1.1% |
3.070 |
| High |
2.986 |
2.950 |
-0.036 |
-1.2% |
3.089 |
| Low |
2.797 |
2.876 |
0.079 |
2.8% |
2.797 |
| Close |
2.813 |
2.928 |
0.115 |
4.1% |
2.813 |
| Range |
0.189 |
0.074 |
-0.115 |
-60.8% |
0.292 |
| ATR |
0.087 |
0.091 |
0.004 |
4.1% |
0.000 |
| Volume |
94,878 |
56,306 |
-38,572 |
-40.7% |
528,043 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.140 |
3.108 |
2.969 |
|
| R3 |
3.066 |
3.034 |
2.948 |
|
| R2 |
2.992 |
2.992 |
2.942 |
|
| R1 |
2.960 |
2.960 |
2.935 |
2.976 |
| PP |
2.918 |
2.918 |
2.918 |
2.926 |
| S1 |
2.886 |
2.886 |
2.921 |
2.902 |
| S2 |
2.844 |
2.844 |
2.914 |
|
| S3 |
2.770 |
2.812 |
2.908 |
|
| S4 |
2.696 |
2.738 |
2.887 |
|
|
| 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 |
3.089 |
2.797 |
0.292 |
10.0% |
0.090 |
3.1% |
45% |
False |
False |
116,869 |
| 10 |
3.231 |
2.797 |
0.434 |
14.8% |
0.088 |
3.0% |
30% |
False |
False |
158,379 |
| 20 |
3.231 |
2.797 |
0.434 |
14.8% |
0.084 |
2.9% |
30% |
False |
False |
178,692 |
| 40 |
3.231 |
2.797 |
0.434 |
14.8% |
0.079 |
2.7% |
30% |
False |
False |
149,067 |
| 60 |
3.353 |
2.797 |
0.556 |
19.0% |
0.075 |
2.6% |
24% |
False |
False |
111,111 |
| 80 |
3.353 |
2.797 |
0.556 |
19.0% |
0.072 |
2.4% |
24% |
False |
False |
88,442 |
| 100 |
3.353 |
2.797 |
0.556 |
19.0% |
0.070 |
2.4% |
24% |
False |
False |
73,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.265 |
|
2.618 |
3.144 |
|
1.618 |
3.070 |
|
1.000 |
3.024 |
|
0.618 |
2.996 |
|
HIGH |
2.950 |
|
0.618 |
2.922 |
|
0.500 |
2.913 |
|
0.382 |
2.904 |
|
LOW |
2.876 |
|
0.618 |
2.830 |
|
1.000 |
2.802 |
|
1.618 |
2.756 |
|
2.618 |
2.682 |
|
4.250 |
2.562 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.923 |
2.923 |
| PP |
2.918 |
2.917 |
| S1 |
2.913 |
2.912 |
|