NYMEX Natural Gas Future January 2018
Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3.214 |
3.174 |
-0.040 |
-1.2% |
3.300 |
High |
3.221 |
3.177 |
-0.044 |
-1.4% |
3.316 |
Low |
3.161 |
3.084 |
-0.077 |
-2.4% |
3.084 |
Close |
3.175 |
3.102 |
-0.073 |
-2.3% |
3.102 |
Range |
0.060 |
0.093 |
0.033 |
55.0% |
0.232 |
ATR |
0.067 |
0.069 |
0.002 |
2.8% |
0.000 |
Volume |
41,647 |
73,822 |
32,175 |
77.3% |
252,757 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.400 |
3.344 |
3.153 |
|
R3 |
3.307 |
3.251 |
3.128 |
|
R2 |
3.214 |
3.214 |
3.119 |
|
R1 |
3.158 |
3.158 |
3.111 |
3.140 |
PP |
3.121 |
3.121 |
3.121 |
3.112 |
S1 |
3.065 |
3.065 |
3.093 |
3.047 |
S2 |
3.028 |
3.028 |
3.085 |
|
S3 |
2.935 |
2.972 |
3.076 |
|
S4 |
2.842 |
2.879 |
3.051 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.863 |
3.715 |
3.230 |
|
R3 |
3.631 |
3.483 |
3.166 |
|
R2 |
3.399 |
3.399 |
3.145 |
|
R1 |
3.251 |
3.251 |
3.123 |
3.209 |
PP |
3.167 |
3.167 |
3.167 |
3.147 |
S1 |
3.019 |
3.019 |
3.081 |
2.977 |
S2 |
2.935 |
2.935 |
3.059 |
|
S3 |
2.703 |
2.787 |
3.038 |
|
S4 |
2.471 |
2.555 |
2.974 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.316 |
3.084 |
0.232 |
7.5% |
0.067 |
2.1% |
8% |
False |
True |
50,551 |
10 |
3.316 |
3.084 |
0.232 |
7.5% |
0.066 |
2.1% |
8% |
False |
True |
54,180 |
20 |
3.316 |
3.084 |
0.232 |
7.5% |
0.067 |
2.2% |
8% |
False |
True |
61,549 |
40 |
3.450 |
3.084 |
0.366 |
11.8% |
0.066 |
2.1% |
5% |
False |
True |
52,864 |
60 |
3.450 |
3.084 |
0.366 |
11.8% |
0.064 |
2.1% |
5% |
False |
True |
44,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.572 |
2.618 |
3.420 |
1.618 |
3.327 |
1.000 |
3.270 |
0.618 |
3.234 |
HIGH |
3.177 |
0.618 |
3.141 |
0.500 |
3.131 |
0.382 |
3.120 |
LOW |
3.084 |
0.618 |
3.027 |
1.000 |
2.991 |
1.618 |
2.934 |
2.618 |
2.841 |
4.250 |
2.689 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3.131 |
3.180 |
PP |
3.121 |
3.154 |
S1 |
3.112 |
3.128 |
|