NYMEX Natural Gas Future January 2018
| 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 |
3.171 |
3.165 |
-0.006 |
-0.2% |
3.291 |
| High |
3.221 |
3.179 |
-0.042 |
-1.3% |
3.321 |
| Low |
3.159 |
3.125 |
-0.034 |
-1.1% |
3.147 |
| Close |
3.191 |
3.140 |
-0.051 |
-1.6% |
3.191 |
| Range |
0.062 |
0.054 |
-0.008 |
-12.9% |
0.174 |
| ATR |
0.075 |
0.075 |
-0.001 |
-0.9% |
0.000 |
| Volume |
112,014 |
103,719 |
-8,295 |
-7.4% |
564,403 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.310 |
3.279 |
3.170 |
|
| R3 |
3.256 |
3.225 |
3.155 |
|
| R2 |
3.202 |
3.202 |
3.150 |
|
| R1 |
3.171 |
3.171 |
3.145 |
3.160 |
| PP |
3.148 |
3.148 |
3.148 |
3.142 |
| S1 |
3.117 |
3.117 |
3.135 |
3.106 |
| S2 |
3.094 |
3.094 |
3.130 |
|
| S3 |
3.040 |
3.063 |
3.125 |
|
| S4 |
2.986 |
3.009 |
3.110 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.742 |
3.640 |
3.287 |
|
| R3 |
3.568 |
3.466 |
3.239 |
|
| R2 |
3.394 |
3.394 |
3.223 |
|
| R1 |
3.292 |
3.292 |
3.207 |
3.256 |
| PP |
3.220 |
3.220 |
3.220 |
3.202 |
| S1 |
3.118 |
3.118 |
3.175 |
3.082 |
| S2 |
3.046 |
3.046 |
3.159 |
|
| S3 |
2.872 |
2.944 |
3.143 |
|
| S4 |
2.698 |
2.770 |
3.095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.245 |
3.125 |
0.120 |
3.8% |
0.069 |
2.2% |
13% |
False |
True |
110,084 |
| 10 |
3.321 |
3.125 |
0.196 |
6.2% |
0.070 |
2.2% |
8% |
False |
True |
116,801 |
| 20 |
3.321 |
2.983 |
0.338 |
10.8% |
0.072 |
2.3% |
46% |
False |
False |
90,137 |
| 40 |
3.350 |
2.983 |
0.367 |
11.7% |
0.069 |
2.2% |
43% |
False |
False |
75,334 |
| 60 |
3.450 |
2.983 |
0.467 |
14.9% |
0.069 |
2.2% |
34% |
False |
False |
63,487 |
| 80 |
3.450 |
2.983 |
0.467 |
14.9% |
0.066 |
2.1% |
34% |
False |
False |
54,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.409 |
|
2.618 |
3.320 |
|
1.618 |
3.266 |
|
1.000 |
3.233 |
|
0.618 |
3.212 |
|
HIGH |
3.179 |
|
0.618 |
3.158 |
|
0.500 |
3.152 |
|
0.382 |
3.146 |
|
LOW |
3.125 |
|
0.618 |
3.092 |
|
1.000 |
3.071 |
|
1.618 |
3.038 |
|
2.618 |
2.984 |
|
4.250 |
2.896 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.152 |
3.173 |
| PP |
3.148 |
3.162 |
| S1 |
3.144 |
3.151 |
|