NYMEX Natural Gas Future January 2019
| 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 |
3.261 |
3.247 |
-0.014 |
-0.4% |
3.299 |
| High |
3.282 |
3.247 |
-0.035 |
-1.1% |
3.299 |
| Low |
3.250 |
3.224 |
-0.026 |
-0.8% |
3.224 |
| Close |
3.262 |
3.230 |
-0.032 |
-1.0% |
3.230 |
| Range |
0.032 |
0.023 |
-0.009 |
-28.1% |
0.075 |
| ATR |
0.026 |
0.027 |
0.001 |
3.2% |
0.000 |
| Volume |
1,937 |
4,393 |
2,456 |
126.8% |
13,755 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.303 |
3.289 |
3.243 |
|
| R3 |
3.280 |
3.266 |
3.236 |
|
| R2 |
3.257 |
3.257 |
3.234 |
|
| R1 |
3.243 |
3.243 |
3.232 |
3.239 |
| PP |
3.234 |
3.234 |
3.234 |
3.231 |
| S1 |
3.220 |
3.220 |
3.228 |
3.216 |
| S2 |
3.211 |
3.211 |
3.226 |
|
| S3 |
3.188 |
3.197 |
3.224 |
|
| S4 |
3.165 |
3.174 |
3.217 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.476 |
3.428 |
3.271 |
|
| R3 |
3.401 |
3.353 |
3.251 |
|
| R2 |
3.326 |
3.326 |
3.244 |
|
| R1 |
3.278 |
3.278 |
3.237 |
3.265 |
| PP |
3.251 |
3.251 |
3.251 |
3.244 |
| S1 |
3.203 |
3.203 |
3.223 |
3.190 |
| S2 |
3.176 |
3.176 |
3.216 |
|
| S3 |
3.101 |
3.128 |
3.209 |
|
| S4 |
3.026 |
3.053 |
3.189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.299 |
3.224 |
0.075 |
2.3% |
0.023 |
0.7% |
8% |
False |
True |
2,751 |
| 10 |
3.299 |
3.224 |
0.075 |
2.3% |
0.026 |
0.8% |
8% |
False |
True |
2,939 |
| 20 |
3.299 |
3.187 |
0.112 |
3.5% |
0.024 |
0.7% |
38% |
False |
False |
2,658 |
| 40 |
3.299 |
3.174 |
0.125 |
3.9% |
0.022 |
0.7% |
45% |
False |
False |
2,072 |
| 60 |
3.299 |
3.128 |
0.171 |
5.3% |
0.020 |
0.6% |
60% |
False |
False |
1,604 |
| 80 |
3.299 |
3.082 |
0.217 |
6.7% |
0.020 |
0.6% |
68% |
False |
False |
1,435 |
| 100 |
3.299 |
3.070 |
0.229 |
7.1% |
0.019 |
0.6% |
70% |
False |
False |
1,385 |
| 120 |
3.299 |
3.070 |
0.229 |
7.1% |
0.018 |
0.6% |
70% |
False |
False |
1,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.345 |
|
2.618 |
3.307 |
|
1.618 |
3.284 |
|
1.000 |
3.270 |
|
0.618 |
3.261 |
|
HIGH |
3.247 |
|
0.618 |
3.238 |
|
0.500 |
3.236 |
|
0.382 |
3.233 |
|
LOW |
3.224 |
|
0.618 |
3.210 |
|
1.000 |
3.201 |
|
1.618 |
3.187 |
|
2.618 |
3.164 |
|
4.250 |
3.126 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.236 |
3.253 |
| PP |
3.234 |
3.245 |
| S1 |
3.232 |
3.238 |
|