NYMEX Natural Gas Future January 2019
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
3.254 |
3.222 |
-0.032 |
-1.0% |
3.259 |
| High |
3.254 |
3.246 |
-0.008 |
-0.2% |
3.279 |
| Low |
3.173 |
3.207 |
0.034 |
1.1% |
3.173 |
| Close |
3.180 |
3.213 |
0.033 |
1.0% |
3.180 |
| Range |
0.081 |
0.039 |
-0.042 |
-51.9% |
0.106 |
| ATR |
0.030 |
0.032 |
0.003 |
8.6% |
0.000 |
| Volume |
4,441 |
10,391 |
5,950 |
134.0% |
10,560 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.339 |
3.315 |
3.234 |
|
| R3 |
3.300 |
3.276 |
3.224 |
|
| R2 |
3.261 |
3.261 |
3.220 |
|
| R1 |
3.237 |
3.237 |
3.217 |
3.230 |
| PP |
3.222 |
3.222 |
3.222 |
3.218 |
| S1 |
3.198 |
3.198 |
3.209 |
3.191 |
| S2 |
3.183 |
3.183 |
3.206 |
|
| S3 |
3.144 |
3.159 |
3.202 |
|
| S4 |
3.105 |
3.120 |
3.192 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.529 |
3.460 |
3.238 |
|
| R3 |
3.423 |
3.354 |
3.209 |
|
| R2 |
3.317 |
3.317 |
3.199 |
|
| R1 |
3.248 |
3.248 |
3.190 |
3.230 |
| PP |
3.211 |
3.211 |
3.211 |
3.201 |
| S1 |
3.142 |
3.142 |
3.170 |
3.124 |
| S2 |
3.105 |
3.105 |
3.161 |
|
| S3 |
2.999 |
3.036 |
3.151 |
|
| S4 |
2.893 |
2.930 |
3.122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.279 |
3.173 |
0.106 |
3.3% |
0.037 |
1.1% |
38% |
False |
False |
4,190 |
| 10 |
3.297 |
3.173 |
0.124 |
3.9% |
0.031 |
1.0% |
32% |
False |
False |
3,400 |
| 20 |
3.297 |
3.173 |
0.124 |
3.9% |
0.028 |
0.9% |
32% |
False |
False |
3,091 |
| 40 |
3.299 |
3.173 |
0.126 |
3.9% |
0.026 |
0.8% |
32% |
False |
False |
2,874 |
| 60 |
3.299 |
3.173 |
0.126 |
3.9% |
0.024 |
0.7% |
32% |
False |
False |
2,411 |
| 80 |
3.299 |
3.128 |
0.171 |
5.3% |
0.022 |
0.7% |
50% |
False |
False |
1,976 |
| 100 |
3.299 |
3.082 |
0.217 |
6.8% |
0.021 |
0.7% |
60% |
False |
False |
1,766 |
| 120 |
3.299 |
3.070 |
0.229 |
7.1% |
0.020 |
0.6% |
62% |
False |
False |
1,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.412 |
|
2.618 |
3.348 |
|
1.618 |
3.309 |
|
1.000 |
3.285 |
|
0.618 |
3.270 |
|
HIGH |
3.246 |
|
0.618 |
3.231 |
|
0.500 |
3.227 |
|
0.382 |
3.222 |
|
LOW |
3.207 |
|
0.618 |
3.183 |
|
1.000 |
3.168 |
|
1.618 |
3.144 |
|
2.618 |
3.105 |
|
4.250 |
3.041 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.227 |
3.219 |
| PP |
3.222 |
3.217 |
| S1 |
3.218 |
3.215 |
|