NYMEX Natural Gas Future December 2017
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
3.072 |
3.070 |
-0.002 |
-0.1% |
3.200 |
| High |
3.134 |
3.089 |
-0.045 |
-1.4% |
3.231 |
| Low |
3.059 |
3.026 |
-0.033 |
-1.1% |
3.046 |
| Close |
3.097 |
3.047 |
-0.050 |
-1.6% |
3.097 |
| Range |
0.075 |
0.063 |
-0.012 |
-16.0% |
0.185 |
| ATR |
0.083 |
0.082 |
-0.001 |
-1.0% |
0.000 |
| Volume |
191,293 |
160,174 |
-31,119 |
-16.3% |
999,449 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.243 |
3.208 |
3.082 |
|
| R3 |
3.180 |
3.145 |
3.064 |
|
| R2 |
3.117 |
3.117 |
3.059 |
|
| R1 |
3.082 |
3.082 |
3.053 |
3.068 |
| PP |
3.054 |
3.054 |
3.054 |
3.047 |
| S1 |
3.019 |
3.019 |
3.041 |
3.005 |
| S2 |
2.991 |
2.991 |
3.035 |
|
| S3 |
2.928 |
2.956 |
3.030 |
|
| S4 |
2.865 |
2.893 |
3.012 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.680 |
3.573 |
3.199 |
|
| R3 |
3.495 |
3.388 |
3.148 |
|
| R2 |
3.310 |
3.310 |
3.131 |
|
| R1 |
3.203 |
3.203 |
3.114 |
3.164 |
| PP |
3.125 |
3.125 |
3.125 |
3.105 |
| S1 |
3.018 |
3.018 |
3.080 |
2.979 |
| S2 |
2.940 |
2.940 |
3.063 |
|
| S3 |
2.755 |
2.833 |
3.046 |
|
| S4 |
2.570 |
2.648 |
2.995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.153 |
3.026 |
0.127 |
4.2% |
0.078 |
2.5% |
17% |
False |
True |
190,205 |
| 10 |
3.231 |
3.026 |
0.205 |
6.7% |
0.077 |
2.5% |
10% |
False |
True |
204,492 |
| 20 |
3.231 |
2.847 |
0.384 |
12.6% |
0.079 |
2.6% |
52% |
False |
False |
188,437 |
| 40 |
3.242 |
2.847 |
0.395 |
13.0% |
0.075 |
2.5% |
51% |
False |
False |
142,727 |
| 60 |
3.353 |
2.847 |
0.506 |
16.6% |
0.074 |
2.4% |
40% |
False |
False |
105,268 |
| 80 |
3.353 |
2.847 |
0.506 |
16.6% |
0.070 |
2.3% |
40% |
False |
False |
84,232 |
| 100 |
3.353 |
2.847 |
0.506 |
16.6% |
0.070 |
2.3% |
40% |
False |
False |
70,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.357 |
|
2.618 |
3.254 |
|
1.618 |
3.191 |
|
1.000 |
3.152 |
|
0.618 |
3.128 |
|
HIGH |
3.089 |
|
0.618 |
3.065 |
|
0.500 |
3.058 |
|
0.382 |
3.050 |
|
LOW |
3.026 |
|
0.618 |
2.987 |
|
1.000 |
2.963 |
|
1.618 |
2.924 |
|
2.618 |
2.861 |
|
4.250 |
2.758 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.058 |
3.080 |
| PP |
3.054 |
3.069 |
| S1 |
3.051 |
3.058 |
|