NYMEX Natural Gas Future January 2018
| 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 |
3.214 |
3.174 |
-0.040 |
-1.2% |
3.300 |
| High |
3.221 |
3.177 |
-0.044 |
-1.4% |
3.316 |
| Low |
3.161 |
3.084 |
-0.077 |
-2.4% |
3.084 |
| Close |
3.175 |
3.102 |
-0.073 |
-2.3% |
3.102 |
| Range |
0.060 |
0.093 |
0.033 |
55.0% |
0.232 |
| ATR |
0.067 |
0.069 |
0.002 |
2.8% |
0.000 |
| Volume |
41,647 |
73,822 |
32,175 |
77.3% |
252,757 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.400 |
3.344 |
3.153 |
|
| R3 |
3.307 |
3.251 |
3.128 |
|
| R2 |
3.214 |
3.214 |
3.119 |
|
| R1 |
3.158 |
3.158 |
3.111 |
3.140 |
| PP |
3.121 |
3.121 |
3.121 |
3.112 |
| S1 |
3.065 |
3.065 |
3.093 |
3.047 |
| S2 |
3.028 |
3.028 |
3.085 |
|
| S3 |
2.935 |
2.972 |
3.076 |
|
| S4 |
2.842 |
2.879 |
3.051 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.863 |
3.715 |
3.230 |
|
| R3 |
3.631 |
3.483 |
3.166 |
|
| R2 |
3.399 |
3.399 |
3.145 |
|
| R1 |
3.251 |
3.251 |
3.123 |
3.209 |
| PP |
3.167 |
3.167 |
3.167 |
3.147 |
| S1 |
3.019 |
3.019 |
3.081 |
2.977 |
| S2 |
2.935 |
2.935 |
3.059 |
|
| S3 |
2.703 |
2.787 |
3.038 |
|
| S4 |
2.471 |
2.555 |
2.974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.316 |
3.084 |
0.232 |
7.5% |
0.067 |
2.1% |
8% |
False |
True |
50,551 |
| 10 |
3.316 |
3.084 |
0.232 |
7.5% |
0.066 |
2.1% |
8% |
False |
True |
54,180 |
| 20 |
3.316 |
3.084 |
0.232 |
7.5% |
0.067 |
2.2% |
8% |
False |
True |
61,549 |
| 40 |
3.450 |
3.084 |
0.366 |
11.8% |
0.066 |
2.1% |
5% |
False |
True |
52,864 |
| 60 |
3.450 |
3.084 |
0.366 |
11.8% |
0.064 |
2.1% |
5% |
False |
True |
44,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.572 |
|
2.618 |
3.420 |
|
1.618 |
3.327 |
|
1.000 |
3.270 |
|
0.618 |
3.234 |
|
HIGH |
3.177 |
|
0.618 |
3.141 |
|
0.500 |
3.131 |
|
0.382 |
3.120 |
|
LOW |
3.084 |
|
0.618 |
3.027 |
|
1.000 |
2.991 |
|
1.618 |
2.934 |
|
2.618 |
2.841 |
|
4.250 |
2.689 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.131 |
3.180 |
| PP |
3.121 |
3.154 |
| S1 |
3.112 |
3.128 |
|