NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
3.239 |
3.184 |
-0.055 |
-1.7% |
3.180 |
| High |
3.245 |
3.244 |
-0.001 |
0.0% |
3.318 |
| Low |
3.163 |
3.151 |
-0.012 |
-0.4% |
3.154 |
| Close |
3.203 |
3.179 |
-0.024 |
-0.7% |
3.306 |
| Range |
0.082 |
0.093 |
0.011 |
13.4% |
0.164 |
| ATR |
0.076 |
0.077 |
0.001 |
1.6% |
0.000 |
| Volume |
123,709 |
100,544 |
-23,165 |
-18.7% |
605,226 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.470 |
3.418 |
3.230 |
|
| R3 |
3.377 |
3.325 |
3.205 |
|
| R2 |
3.284 |
3.284 |
3.196 |
|
| R1 |
3.232 |
3.232 |
3.188 |
3.212 |
| PP |
3.191 |
3.191 |
3.191 |
3.181 |
| S1 |
3.139 |
3.139 |
3.170 |
3.119 |
| S2 |
3.098 |
3.098 |
3.162 |
|
| S3 |
3.005 |
3.046 |
3.153 |
|
| S4 |
2.912 |
2.953 |
3.128 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.751 |
3.693 |
3.396 |
|
| R3 |
3.587 |
3.529 |
3.351 |
|
| R2 |
3.423 |
3.423 |
3.336 |
|
| R1 |
3.365 |
3.365 |
3.321 |
3.394 |
| PP |
3.259 |
3.259 |
3.259 |
3.274 |
| S1 |
3.201 |
3.201 |
3.291 |
3.230 |
| S2 |
3.095 |
3.095 |
3.276 |
|
| S3 |
2.931 |
3.037 |
3.261 |
|
| S4 |
2.767 |
2.873 |
3.216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.321 |
3.151 |
0.170 |
5.3% |
0.074 |
2.3% |
16% |
False |
True |
117,257 |
| 10 |
3.321 |
3.005 |
0.316 |
9.9% |
0.075 |
2.3% |
55% |
False |
False |
106,714 |
| 20 |
3.321 |
2.983 |
0.338 |
10.6% |
0.074 |
2.3% |
58% |
False |
False |
82,974 |
| 40 |
3.391 |
2.983 |
0.408 |
12.8% |
0.070 |
2.2% |
48% |
False |
False |
70,419 |
| 60 |
3.450 |
2.983 |
0.467 |
14.7% |
0.068 |
2.1% |
42% |
False |
False |
59,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.639 |
|
2.618 |
3.487 |
|
1.618 |
3.394 |
|
1.000 |
3.337 |
|
0.618 |
3.301 |
|
HIGH |
3.244 |
|
0.618 |
3.208 |
|
0.500 |
3.198 |
|
0.382 |
3.187 |
|
LOW |
3.151 |
|
0.618 |
3.094 |
|
1.000 |
3.058 |
|
1.618 |
3.001 |
|
2.618 |
2.908 |
|
4.250 |
2.756 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.198 |
3.236 |
| PP |
3.191 |
3.217 |
| S1 |
3.185 |
3.198 |
|