NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2.927 |
2.947 |
0.020 |
0.7% |
3.070 |
| High |
2.950 |
3.102 |
0.152 |
5.2% |
3.089 |
| Low |
2.876 |
2.945 |
0.069 |
2.4% |
2.797 |
| Close |
2.928 |
3.074 |
0.146 |
5.0% |
2.813 |
| Range |
0.074 |
0.157 |
0.083 |
112.2% |
0.292 |
| ATR |
0.091 |
0.097 |
0.006 |
6.6% |
0.000 |
| Volume |
56,306 |
11,937 |
-44,369 |
-78.8% |
528,043 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.511 |
3.450 |
3.160 |
|
| R3 |
3.354 |
3.293 |
3.117 |
|
| R2 |
3.197 |
3.197 |
3.103 |
|
| R1 |
3.136 |
3.136 |
3.088 |
3.167 |
| PP |
3.040 |
3.040 |
3.040 |
3.056 |
| S1 |
2.979 |
2.979 |
3.060 |
3.010 |
| S2 |
2.883 |
2.883 |
3.045 |
|
| S3 |
2.726 |
2.822 |
3.031 |
|
| S4 |
2.569 |
2.665 |
2.988 |
|
|
| 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 |
3.102 |
2.797 |
0.305 |
9.9% |
0.109 |
3.5% |
91% |
True |
False |
87,222 |
| 10 |
3.153 |
2.797 |
0.356 |
11.6% |
0.093 |
3.0% |
78% |
False |
False |
138,714 |
| 20 |
3.231 |
2.797 |
0.434 |
14.1% |
0.088 |
2.9% |
64% |
False |
False |
173,084 |
| 40 |
3.231 |
2.797 |
0.434 |
14.1% |
0.079 |
2.6% |
64% |
False |
False |
147,650 |
| 60 |
3.353 |
2.797 |
0.556 |
18.1% |
0.076 |
2.5% |
50% |
False |
False |
110,794 |
| 80 |
3.353 |
2.797 |
0.556 |
18.1% |
0.073 |
2.4% |
50% |
False |
False |
88,405 |
| 100 |
3.353 |
2.797 |
0.556 |
18.1% |
0.071 |
2.3% |
50% |
False |
False |
73,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.769 |
|
2.618 |
3.513 |
|
1.618 |
3.356 |
|
1.000 |
3.259 |
|
0.618 |
3.199 |
|
HIGH |
3.102 |
|
0.618 |
3.042 |
|
0.500 |
3.024 |
|
0.382 |
3.005 |
|
LOW |
2.945 |
|
0.618 |
2.848 |
|
1.000 |
2.788 |
|
1.618 |
2.691 |
|
2.618 |
2.534 |
|
4.250 |
2.278 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.057 |
3.033 |
| PP |
3.040 |
2.991 |
| S1 |
3.024 |
2.950 |
|