NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2.923 |
2.868 |
-0.055 |
-1.9% |
2.859 |
| High |
2.941 |
2.910 |
-0.031 |
-1.1% |
3.036 |
| Low |
2.851 |
2.773 |
-0.078 |
-2.7% |
2.827 |
| Close |
2.854 |
2.873 |
0.019 |
0.7% |
3.000 |
| Range |
0.090 |
0.137 |
0.047 |
52.2% |
0.209 |
| ATR |
0.082 |
0.086 |
0.004 |
4.7% |
0.000 |
| Volume |
205,285 |
295,772 |
90,487 |
44.1% |
1,088,849 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.263 |
3.205 |
2.948 |
|
| R3 |
3.126 |
3.068 |
2.911 |
|
| R2 |
2.989 |
2.989 |
2.898 |
|
| R1 |
2.931 |
2.931 |
2.886 |
2.960 |
| PP |
2.852 |
2.852 |
2.852 |
2.867 |
| S1 |
2.794 |
2.794 |
2.860 |
2.823 |
| S2 |
2.715 |
2.715 |
2.848 |
|
| S3 |
2.578 |
2.657 |
2.835 |
|
| S4 |
2.441 |
2.520 |
2.798 |
|
|
| 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 |
2.773 |
0.263 |
9.2% |
0.091 |
3.2% |
38% |
False |
True |
212,575 |
| 10 |
3.036 |
2.773 |
0.263 |
9.2% |
0.084 |
2.9% |
38% |
False |
True |
219,877 |
| 20 |
3.089 |
2.773 |
0.316 |
11.0% |
0.079 |
2.7% |
32% |
False |
True |
190,986 |
| 40 |
3.214 |
2.773 |
0.441 |
15.3% |
0.079 |
2.7% |
23% |
False |
True |
132,466 |
| 60 |
3.214 |
2.773 |
0.441 |
15.3% |
0.074 |
2.6% |
23% |
False |
True |
99,610 |
| 80 |
3.214 |
2.773 |
0.441 |
15.3% |
0.074 |
2.6% |
23% |
False |
True |
80,091 |
| 100 |
3.269 |
2.773 |
0.496 |
17.3% |
0.074 |
2.6% |
20% |
False |
True |
67,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.492 |
|
2.618 |
3.269 |
|
1.618 |
3.132 |
|
1.000 |
3.047 |
|
0.618 |
2.995 |
|
HIGH |
2.910 |
|
0.618 |
2.858 |
|
0.500 |
2.842 |
|
0.382 |
2.825 |
|
LOW |
2.773 |
|
0.618 |
2.688 |
|
1.000 |
2.636 |
|
1.618 |
2.551 |
|
2.618 |
2.414 |
|
4.250 |
2.191 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.863 |
2.900 |
| PP |
2.852 |
2.891 |
| S1 |
2.842 |
2.882 |
|