NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2.906 |
2.995 |
0.089 |
3.1% |
2.859 |
| High |
3.008 |
3.036 |
0.028 |
0.9% |
3.036 |
| Low |
2.895 |
2.984 |
0.089 |
3.1% |
2.827 |
| Close |
2.989 |
3.000 |
0.011 |
0.4% |
3.000 |
| Range |
0.113 |
0.052 |
-0.061 |
-54.0% |
0.209 |
| ATR |
0.079 |
0.077 |
-0.002 |
-2.5% |
0.000 |
| Volume |
308,993 |
179,590 |
-129,403 |
-41.9% |
1,088,849 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.163 |
3.133 |
3.029 |
|
| R3 |
3.111 |
3.081 |
3.014 |
|
| R2 |
3.059 |
3.059 |
3.010 |
|
| R1 |
3.029 |
3.029 |
3.005 |
3.044 |
| PP |
3.007 |
3.007 |
3.007 |
3.014 |
| S1 |
2.977 |
2.977 |
2.995 |
2.992 |
| S2 |
2.955 |
2.955 |
2.990 |
|
| S3 |
2.903 |
2.925 |
2.986 |
|
| S4 |
2.851 |
2.873 |
2.971 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.581 |
3.500 |
3.115 |
|
| R3 |
3.372 |
3.291 |
3.057 |
|
| R2 |
3.163 |
3.163 |
3.038 |
|
| R1 |
3.082 |
3.082 |
3.019 |
3.123 |
| PP |
2.954 |
2.954 |
2.954 |
2.975 |
| S1 |
2.873 |
2.873 |
2.981 |
2.914 |
| S2 |
2.745 |
2.745 |
2.962 |
|
| S3 |
2.536 |
2.664 |
2.943 |
|
| S4 |
2.327 |
2.455 |
2.885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.036 |
2.827 |
0.209 |
7.0% |
0.075 |
2.5% |
83% |
True |
False |
217,769 |
| 10 |
3.036 |
2.827 |
0.209 |
7.0% |
0.081 |
2.7% |
83% |
True |
False |
205,914 |
| 20 |
3.214 |
2.827 |
0.387 |
12.9% |
0.077 |
2.6% |
45% |
False |
False |
171,394 |
| 40 |
3.214 |
2.827 |
0.387 |
12.9% |
0.075 |
2.5% |
45% |
False |
False |
113,434 |
| 60 |
3.214 |
2.827 |
0.387 |
12.9% |
0.072 |
2.4% |
45% |
False |
False |
86,227 |
| 80 |
3.214 |
2.827 |
0.387 |
12.9% |
0.072 |
2.4% |
45% |
False |
False |
69,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.257 |
|
2.618 |
3.172 |
|
1.618 |
3.120 |
|
1.000 |
3.088 |
|
0.618 |
3.068 |
|
HIGH |
3.036 |
|
0.618 |
3.016 |
|
0.500 |
3.010 |
|
0.382 |
3.004 |
|
LOW |
2.984 |
|
0.618 |
2.952 |
|
1.000 |
2.932 |
|
1.618 |
2.900 |
|
2.618 |
2.848 |
|
4.250 |
2.763 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.010 |
2.985 |
| PP |
3.007 |
2.971 |
| S1 |
3.003 |
2.956 |
|