NYMEX Natural Gas Future November 2017
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
3.001 |
2.971 |
-0.030 |
-1.0% |
2.960 |
| High |
3.017 |
3.004 |
-0.013 |
-0.4% |
3.026 |
| Low |
2.948 |
2.960 |
0.012 |
0.4% |
2.773 |
| Close |
2.991 |
2.974 |
-0.017 |
-0.6% |
2.915 |
| Range |
0.069 |
0.044 |
-0.025 |
-36.2% |
0.253 |
| ATR |
0.087 |
0.084 |
-0.003 |
-3.5% |
0.000 |
| Volume |
178,926 |
112,764 |
-66,162 |
-37.0% |
1,108,326 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.111 |
3.087 |
2.998 |
|
| R3 |
3.067 |
3.043 |
2.986 |
|
| R2 |
3.023 |
3.023 |
2.982 |
|
| R1 |
2.999 |
2.999 |
2.978 |
3.011 |
| PP |
2.979 |
2.979 |
2.979 |
2.986 |
| S1 |
2.955 |
2.955 |
2.970 |
2.967 |
| S2 |
2.935 |
2.935 |
2.966 |
|
| S3 |
2.891 |
2.911 |
2.962 |
|
| S4 |
2.847 |
2.867 |
2.950 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.664 |
3.542 |
3.054 |
|
| R3 |
3.411 |
3.289 |
2.985 |
|
| R2 |
3.158 |
3.158 |
2.961 |
|
| R1 |
3.036 |
3.036 |
2.938 |
2.971 |
| PP |
2.905 |
2.905 |
2.905 |
2.872 |
| S1 |
2.783 |
2.783 |
2.892 |
2.718 |
| S2 |
2.652 |
2.652 |
2.869 |
|
| S3 |
2.399 |
2.530 |
2.845 |
|
| S4 |
2.146 |
2.277 |
2.776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.017 |
2.773 |
0.244 |
8.2% |
0.085 |
2.9% |
82% |
False |
False |
203,557 |
| 10 |
3.036 |
2.773 |
0.263 |
8.8% |
0.085 |
2.9% |
76% |
False |
False |
211,286 |
| 20 |
3.089 |
2.773 |
0.316 |
10.6% |
0.081 |
2.7% |
64% |
False |
False |
198,276 |
| 40 |
3.214 |
2.773 |
0.441 |
14.8% |
0.078 |
2.6% |
46% |
False |
False |
143,274 |
| 60 |
3.214 |
2.773 |
0.441 |
14.8% |
0.073 |
2.5% |
46% |
False |
False |
107,110 |
| 80 |
3.214 |
2.773 |
0.441 |
14.8% |
0.074 |
2.5% |
46% |
False |
False |
85,912 |
| 100 |
3.214 |
2.773 |
0.441 |
14.8% |
0.073 |
2.5% |
46% |
False |
False |
71,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.191 |
|
2.618 |
3.119 |
|
1.618 |
3.075 |
|
1.000 |
3.048 |
|
0.618 |
3.031 |
|
HIGH |
3.004 |
|
0.618 |
2.987 |
|
0.500 |
2.982 |
|
0.382 |
2.977 |
|
LOW |
2.960 |
|
0.618 |
2.933 |
|
1.000 |
2.916 |
|
1.618 |
2.889 |
|
2.618 |
2.845 |
|
4.250 |
2.773 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.982 |
2.962 |
| PP |
2.979 |
2.949 |
| S1 |
2.977 |
2.937 |
|