NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
3.081 |
3.125 |
0.044 |
1.4% |
3.300 |
| High |
3.139 |
3.133 |
-0.006 |
-0.2% |
3.316 |
| Low |
3.075 |
3.016 |
-0.059 |
-1.9% |
3.084 |
| Close |
3.100 |
3.026 |
-0.074 |
-2.4% |
3.102 |
| Range |
0.064 |
0.117 |
0.053 |
82.8% |
0.232 |
| ATR |
0.068 |
0.072 |
0.003 |
5.1% |
0.000 |
| Volume |
47,836 |
85,911 |
38,075 |
79.6% |
252,757 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.409 |
3.335 |
3.090 |
|
| R3 |
3.292 |
3.218 |
3.058 |
|
| R2 |
3.175 |
3.175 |
3.047 |
|
| R1 |
3.101 |
3.101 |
3.037 |
3.080 |
| PP |
3.058 |
3.058 |
3.058 |
3.048 |
| S1 |
2.984 |
2.984 |
3.015 |
2.963 |
| S2 |
2.941 |
2.941 |
3.005 |
|
| S3 |
2.824 |
2.867 |
2.994 |
|
| S4 |
2.707 |
2.750 |
2.962 |
|
|
| 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 |
3.275 |
3.016 |
0.259 |
8.6% |
0.082 |
2.7% |
4% |
False |
True |
58,107 |
| 10 |
3.316 |
3.016 |
0.300 |
9.9% |
0.070 |
2.3% |
3% |
False |
True |
56,958 |
| 20 |
3.316 |
3.016 |
0.300 |
9.9% |
0.069 |
2.3% |
3% |
False |
True |
62,592 |
| 40 |
3.450 |
3.016 |
0.434 |
14.3% |
0.066 |
2.2% |
2% |
False |
True |
53,666 |
| 60 |
3.450 |
3.016 |
0.434 |
14.3% |
0.066 |
2.2% |
2% |
False |
True |
45,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.630 |
|
2.618 |
3.439 |
|
1.618 |
3.322 |
|
1.000 |
3.250 |
|
0.618 |
3.205 |
|
HIGH |
3.133 |
|
0.618 |
3.088 |
|
0.500 |
3.075 |
|
0.382 |
3.061 |
|
LOW |
3.016 |
|
0.618 |
2.944 |
|
1.000 |
2.899 |
|
1.618 |
2.827 |
|
2.618 |
2.710 |
|
4.250 |
2.519 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.075 |
3.097 |
| PP |
3.058 |
3.073 |
| S1 |
3.042 |
3.050 |
|