NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
3.094 |
3.052 |
-0.042 |
-1.4% |
3.180 |
| High |
3.103 |
3.054 |
-0.049 |
-1.6% |
3.198 |
| Low |
3.036 |
2.946 |
-0.090 |
-3.0% |
2.946 |
| Close |
3.051 |
2.964 |
-0.087 |
-2.9% |
2.964 |
| Range |
0.067 |
0.108 |
0.041 |
61.2% |
0.252 |
| ATR |
0.073 |
0.075 |
0.003 |
3.5% |
0.000 |
| Volume |
157,238 |
241,052 |
83,814 |
53.3% |
765,658 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.312 |
3.246 |
3.023 |
|
| R3 |
3.204 |
3.138 |
2.994 |
|
| R2 |
3.096 |
3.096 |
2.984 |
|
| R1 |
3.030 |
3.030 |
2.974 |
3.009 |
| PP |
2.988 |
2.988 |
2.988 |
2.978 |
| S1 |
2.922 |
2.922 |
2.954 |
2.901 |
| S2 |
2.880 |
2.880 |
2.944 |
|
| S3 |
2.772 |
2.814 |
2.934 |
|
| S4 |
2.664 |
2.706 |
2.905 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.792 |
3.630 |
3.103 |
|
| R3 |
3.540 |
3.378 |
3.033 |
|
| R2 |
3.288 |
3.288 |
3.010 |
|
| R1 |
3.126 |
3.126 |
2.987 |
3.081 |
| PP |
3.036 |
3.036 |
3.036 |
3.014 |
| S1 |
2.874 |
2.874 |
2.941 |
2.829 |
| S2 |
2.784 |
2.784 |
2.918 |
|
| S3 |
2.532 |
2.622 |
2.895 |
|
| S4 |
2.280 |
2.370 |
2.825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.198 |
2.946 |
0.252 |
8.5% |
0.075 |
2.5% |
7% |
False |
True |
153,131 |
| 10 |
3.198 |
2.946 |
0.252 |
8.5% |
0.075 |
2.5% |
7% |
False |
True |
141,960 |
| 20 |
3.199 |
2.946 |
0.253 |
8.5% |
0.073 |
2.5% |
7% |
False |
True |
119,443 |
| 40 |
3.353 |
2.946 |
0.407 |
13.7% |
0.071 |
2.4% |
4% |
False |
True |
77,321 |
| 60 |
3.353 |
2.946 |
0.407 |
13.7% |
0.068 |
2.3% |
4% |
False |
True |
58,359 |
| 80 |
3.353 |
2.946 |
0.407 |
13.7% |
0.067 |
2.3% |
4% |
False |
True |
47,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.513 |
|
2.618 |
3.337 |
|
1.618 |
3.229 |
|
1.000 |
3.162 |
|
0.618 |
3.121 |
|
HIGH |
3.054 |
|
0.618 |
3.013 |
|
0.500 |
3.000 |
|
0.382 |
2.987 |
|
LOW |
2.946 |
|
0.618 |
2.879 |
|
1.000 |
2.838 |
|
1.618 |
2.771 |
|
2.618 |
2.663 |
|
4.250 |
2.487 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.000 |
3.051 |
| PP |
2.988 |
3.022 |
| S1 |
2.976 |
2.993 |
|