NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.769 |
2.831 |
0.062 |
2.2% |
3.091 |
| High |
2.820 |
2.848 |
0.028 |
1.0% |
3.127 |
| Low |
2.757 |
2.793 |
0.036 |
1.3% |
2.747 |
| Close |
2.772 |
2.828 |
0.056 |
2.0% |
2.772 |
| Range |
0.063 |
0.055 |
-0.008 |
-12.7% |
0.380 |
| ATR |
0.102 |
0.100 |
-0.002 |
-1.8% |
0.000 |
| Volume |
233,766 |
196,702 |
-37,064 |
-15.9% |
1,284,125 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.988 |
2.963 |
2.858 |
|
| R3 |
2.933 |
2.908 |
2.843 |
|
| R2 |
2.878 |
2.878 |
2.838 |
|
| R1 |
2.853 |
2.853 |
2.833 |
2.838 |
| PP |
2.823 |
2.823 |
2.823 |
2.816 |
| S1 |
2.798 |
2.798 |
2.823 |
2.783 |
| S2 |
2.768 |
2.768 |
2.818 |
|
| S3 |
2.713 |
2.743 |
2.813 |
|
| S4 |
2.658 |
2.688 |
2.798 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.022 |
3.777 |
2.981 |
|
| R3 |
3.642 |
3.397 |
2.877 |
|
| R2 |
3.262 |
3.262 |
2.842 |
|
| R1 |
3.017 |
3.017 |
2.807 |
2.950 |
| PP |
2.882 |
2.882 |
2.882 |
2.848 |
| S1 |
2.637 |
2.637 |
2.737 |
2.570 |
| S2 |
2.502 |
2.502 |
2.702 |
|
| S3 |
2.122 |
2.257 |
2.668 |
|
| S4 |
1.742 |
1.877 |
2.563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.998 |
2.747 |
0.251 |
8.9% |
0.099 |
3.5% |
32% |
False |
False |
248,520 |
| 10 |
3.218 |
2.747 |
0.471 |
16.7% |
0.116 |
4.1% |
17% |
False |
False |
251,351 |
| 20 |
3.321 |
2.747 |
0.574 |
20.3% |
0.098 |
3.5% |
14% |
False |
False |
193,104 |
| 40 |
3.321 |
2.747 |
0.574 |
20.3% |
0.084 |
3.0% |
14% |
False |
False |
133,454 |
| 60 |
3.450 |
2.747 |
0.703 |
24.9% |
0.078 |
2.7% |
12% |
False |
False |
107,821 |
| 80 |
3.450 |
2.747 |
0.703 |
24.9% |
0.075 |
2.6% |
12% |
False |
False |
89,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.082 |
|
2.618 |
2.992 |
|
1.618 |
2.937 |
|
1.000 |
2.903 |
|
0.618 |
2.882 |
|
HIGH |
2.848 |
|
0.618 |
2.827 |
|
0.500 |
2.821 |
|
0.382 |
2.814 |
|
LOW |
2.793 |
|
0.618 |
2.759 |
|
1.000 |
2.738 |
|
1.618 |
2.704 |
|
2.618 |
2.649 |
|
4.250 |
2.559 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.826 |
2.835 |
| PP |
2.823 |
2.832 |
| S1 |
2.821 |
2.830 |
|