NYMEX Natural Gas Future February 2018
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
3.021 |
3.042 |
0.021 |
0.7% |
3.161 |
| High |
3.043 |
3.155 |
0.112 |
3.7% |
3.176 |
| Low |
2.983 |
3.034 |
0.051 |
1.7% |
2.917 |
| Close |
3.023 |
3.131 |
0.108 |
3.6% |
2.929 |
| Range |
0.060 |
0.121 |
0.061 |
101.7% |
0.259 |
| ATR |
0.080 |
0.084 |
0.004 |
4.7% |
0.000 |
| Volume |
42,731 |
60,103 |
17,372 |
40.7% |
134,216 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.470 |
3.421 |
3.198 |
|
| R3 |
3.349 |
3.300 |
3.164 |
|
| R2 |
3.228 |
3.228 |
3.153 |
|
| R1 |
3.179 |
3.179 |
3.142 |
3.204 |
| PP |
3.107 |
3.107 |
3.107 |
3.119 |
| S1 |
3.058 |
3.058 |
3.120 |
3.083 |
| S2 |
2.986 |
2.986 |
3.109 |
|
| S3 |
2.865 |
2.937 |
3.098 |
|
| S4 |
2.744 |
2.816 |
3.064 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.784 |
3.616 |
3.071 |
|
| R3 |
3.525 |
3.357 |
3.000 |
|
| R2 |
3.266 |
3.266 |
2.976 |
|
| R1 |
3.098 |
3.098 |
2.953 |
3.053 |
| PP |
3.007 |
3.007 |
3.007 |
2.985 |
| S1 |
2.839 |
2.839 |
2.905 |
2.794 |
| S2 |
2.748 |
2.748 |
2.882 |
|
| S3 |
2.489 |
2.580 |
2.858 |
|
| S4 |
2.230 |
2.321 |
2.787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.157 |
2.917 |
0.240 |
7.7% |
0.093 |
3.0% |
89% |
False |
False |
41,789 |
| 10 |
3.248 |
2.917 |
0.331 |
10.6% |
0.080 |
2.6% |
65% |
False |
False |
37,899 |
| 20 |
3.320 |
2.917 |
0.403 |
12.9% |
0.076 |
2.4% |
53% |
False |
False |
36,156 |
| 40 |
3.321 |
2.917 |
0.404 |
12.9% |
0.070 |
2.2% |
53% |
False |
False |
29,931 |
| 60 |
3.446 |
2.917 |
0.529 |
16.9% |
0.067 |
2.1% |
40% |
False |
False |
25,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.669 |
|
2.618 |
3.472 |
|
1.618 |
3.351 |
|
1.000 |
3.276 |
|
0.618 |
3.230 |
|
HIGH |
3.155 |
|
0.618 |
3.109 |
|
0.500 |
3.095 |
|
0.382 |
3.080 |
|
LOW |
3.034 |
|
0.618 |
2.959 |
|
1.000 |
2.913 |
|
1.618 |
2.838 |
|
2.618 |
2.717 |
|
4.250 |
2.520 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.119 |
3.099 |
| PP |
3.107 |
3.068 |
| S1 |
3.095 |
3.036 |
|