NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
3.131 |
3.175 |
0.044 |
1.4% |
3.165 |
| High |
3.218 |
3.194 |
-0.024 |
-0.7% |
3.179 |
| Low |
3.127 |
3.008 |
-0.119 |
-3.8% |
2.903 |
| Close |
3.179 |
3.025 |
-0.154 |
-4.8% |
2.916 |
| Range |
0.091 |
0.186 |
0.095 |
104.4% |
0.276 |
| ATR |
0.087 |
0.094 |
0.007 |
8.0% |
0.000 |
| Volume |
230,343 |
317,425 |
87,082 |
37.8% |
557,069 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.634 |
3.515 |
3.127 |
|
| R3 |
3.448 |
3.329 |
3.076 |
|
| R2 |
3.262 |
3.262 |
3.059 |
|
| R1 |
3.143 |
3.143 |
3.042 |
3.110 |
| PP |
3.076 |
3.076 |
3.076 |
3.059 |
| S1 |
2.957 |
2.957 |
3.008 |
2.924 |
| S2 |
2.890 |
2.890 |
2.991 |
|
| S3 |
2.704 |
2.771 |
2.974 |
|
| S4 |
2.518 |
2.585 |
2.923 |
|
|
| 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 |
3.218 |
2.903 |
0.315 |
10.4% |
0.130 |
4.3% |
39% |
False |
False |
246,974 |
| 10 |
3.221 |
2.903 |
0.318 |
10.5% |
0.094 |
3.1% |
38% |
False |
False |
182,585 |
| 20 |
3.321 |
2.903 |
0.418 |
13.8% |
0.084 |
2.8% |
29% |
False |
False |
144,650 |
| 40 |
3.321 |
2.903 |
0.418 |
13.8% |
0.077 |
2.5% |
29% |
False |
False |
104,289 |
| 60 |
3.450 |
2.903 |
0.547 |
18.1% |
0.073 |
2.4% |
22% |
False |
False |
84,698 |
| 80 |
3.450 |
2.903 |
0.547 |
18.1% |
0.071 |
2.3% |
22% |
False |
False |
71,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.985 |
|
2.618 |
3.681 |
|
1.618 |
3.495 |
|
1.000 |
3.380 |
|
0.618 |
3.309 |
|
HIGH |
3.194 |
|
0.618 |
3.123 |
|
0.500 |
3.101 |
|
0.382 |
3.079 |
|
LOW |
3.008 |
|
0.618 |
2.893 |
|
1.000 |
2.822 |
|
1.618 |
2.707 |
|
2.618 |
2.521 |
|
4.250 |
2.218 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.101 |
3.113 |
| PP |
3.076 |
3.084 |
| S1 |
3.050 |
3.054 |
|