NYMEX Natural Gas Future January 2018
| 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 |
3.013 |
3.040 |
0.027 |
0.9% |
3.165 |
| High |
3.038 |
3.154 |
0.116 |
3.8% |
3.179 |
| Low |
2.971 |
3.028 |
0.057 |
1.9% |
2.903 |
| Close |
3.017 |
3.128 |
0.111 |
3.7% |
2.916 |
| Range |
0.067 |
0.126 |
0.059 |
88.1% |
0.276 |
| ATR |
0.083 |
0.087 |
0.004 |
4.6% |
0.000 |
| Volume |
227,100 |
271,472 |
44,372 |
19.5% |
557,069 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.481 |
3.431 |
3.197 |
|
| R3 |
3.355 |
3.305 |
3.163 |
|
| R2 |
3.229 |
3.229 |
3.151 |
|
| R1 |
3.179 |
3.179 |
3.140 |
3.204 |
| PP |
3.103 |
3.103 |
3.103 |
3.116 |
| S1 |
3.053 |
3.053 |
3.116 |
3.078 |
| S2 |
2.977 |
2.977 |
3.105 |
|
| S3 |
2.851 |
2.927 |
3.093 |
|
| S4 |
2.725 |
2.801 |
3.059 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.827 |
3.648 |
3.068 |
|
| R3 |
3.551 |
3.372 |
2.992 |
|
| R2 |
3.275 |
3.275 |
2.967 |
|
| R1 |
3.096 |
3.096 |
2.941 |
3.048 |
| PP |
2.999 |
2.999 |
2.999 |
2.975 |
| S1 |
2.820 |
2.820 |
2.891 |
2.772 |
| S2 |
2.723 |
2.723 |
2.865 |
|
| S3 |
2.447 |
2.544 |
2.840 |
|
| S4 |
2.171 |
2.268 |
2.764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.157 |
2.903 |
0.254 |
8.1% |
0.099 |
3.2% |
89% |
False |
False |
190,384 |
| 10 |
3.245 |
2.903 |
0.342 |
10.9% |
0.084 |
2.7% |
66% |
False |
False |
150,234 |
| 20 |
3.321 |
2.903 |
0.418 |
13.4% |
0.080 |
2.6% |
54% |
False |
False |
125,324 |
| 40 |
3.321 |
2.903 |
0.418 |
13.4% |
0.073 |
2.3% |
54% |
False |
False |
93,048 |
| 60 |
3.450 |
2.903 |
0.547 |
17.5% |
0.070 |
2.3% |
41% |
False |
False |
76,765 |
| 80 |
3.450 |
2.903 |
0.547 |
17.5% |
0.068 |
2.2% |
41% |
False |
False |
64,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.690 |
|
2.618 |
3.484 |
|
1.618 |
3.358 |
|
1.000 |
3.280 |
|
0.618 |
3.232 |
|
HIGH |
3.154 |
|
0.618 |
3.106 |
|
0.500 |
3.091 |
|
0.382 |
3.076 |
|
LOW |
3.028 |
|
0.618 |
2.950 |
|
1.000 |
2.902 |
|
1.618 |
2.824 |
|
2.618 |
2.698 |
|
4.250 |
2.493 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.116 |
3.095 |
| PP |
3.103 |
3.062 |
| S1 |
3.091 |
3.029 |
|