NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2.906 |
2.900 |
-0.006 |
-0.2% |
3.180 |
| High |
2.929 |
2.957 |
0.028 |
1.0% |
3.198 |
| Low |
2.847 |
2.881 |
0.034 |
1.2% |
2.946 |
| Close |
2.893 |
2.935 |
0.042 |
1.5% |
2.964 |
| Range |
0.082 |
0.076 |
-0.006 |
-7.3% |
0.252 |
| ATR |
0.078 |
0.078 |
0.000 |
-0.2% |
0.000 |
| Volume |
189,880 |
184,935 |
-4,945 |
-2.6% |
765,658 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.152 |
3.120 |
2.977 |
|
| R3 |
3.076 |
3.044 |
2.956 |
|
| R2 |
3.000 |
3.000 |
2.949 |
|
| R1 |
2.968 |
2.968 |
2.942 |
2.984 |
| PP |
2.924 |
2.924 |
2.924 |
2.933 |
| S1 |
2.892 |
2.892 |
2.928 |
2.908 |
| S2 |
2.848 |
2.848 |
2.921 |
|
| S3 |
2.772 |
2.816 |
2.914 |
|
| S4 |
2.696 |
2.740 |
2.893 |
|
|
| 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 |
3.054 |
2.847 |
0.207 |
7.1% |
0.092 |
3.1% |
43% |
False |
False |
186,988 |
| 10 |
3.198 |
2.847 |
0.351 |
12.0% |
0.079 |
2.7% |
25% |
False |
False |
160,459 |
| 20 |
3.198 |
2.847 |
0.351 |
12.0% |
0.074 |
2.5% |
25% |
False |
False |
142,156 |
| 40 |
3.353 |
2.847 |
0.506 |
17.2% |
0.073 |
2.5% |
17% |
False |
False |
91,765 |
| 60 |
3.353 |
2.847 |
0.506 |
17.2% |
0.070 |
2.4% |
17% |
False |
False |
68,278 |
| 80 |
3.353 |
2.847 |
0.506 |
17.2% |
0.067 |
2.3% |
17% |
False |
False |
55,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.280 |
|
2.618 |
3.156 |
|
1.618 |
3.080 |
|
1.000 |
3.033 |
|
0.618 |
3.004 |
|
HIGH |
2.957 |
|
0.618 |
2.928 |
|
0.500 |
2.919 |
|
0.382 |
2.910 |
|
LOW |
2.881 |
|
0.618 |
2.834 |
|
1.000 |
2.805 |
|
1.618 |
2.758 |
|
2.618 |
2.682 |
|
4.250 |
2.558 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.930 |
2.932 |
| PP |
2.924 |
2.929 |
| S1 |
2.919 |
2.926 |
|