NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.696 |
2.704 |
0.008 |
0.3% |
3.091 |
| High |
2.751 |
2.717 |
-0.034 |
-1.2% |
3.127 |
| Low |
2.656 |
2.643 |
-0.013 |
-0.5% |
2.747 |
| Close |
2.715 |
2.684 |
-0.031 |
-1.1% |
2.772 |
| Range |
0.095 |
0.074 |
-0.021 |
-22.1% |
0.380 |
| ATR |
0.105 |
0.102 |
-0.002 |
-2.1% |
0.000 |
| Volume |
256,783 |
205,087 |
-51,696 |
-20.1% |
1,284,125 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.903 |
2.868 |
2.725 |
|
| R3 |
2.829 |
2.794 |
2.704 |
|
| R2 |
2.755 |
2.755 |
2.698 |
|
| R1 |
2.720 |
2.720 |
2.691 |
2.701 |
| PP |
2.681 |
2.681 |
2.681 |
2.672 |
| S1 |
2.646 |
2.646 |
2.677 |
2.627 |
| S2 |
2.607 |
2.607 |
2.670 |
|
| S3 |
2.533 |
2.572 |
2.664 |
|
| S4 |
2.459 |
2.498 |
2.643 |
|
|
| 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 |
2.848 |
2.643 |
0.205 |
7.6% |
0.092 |
3.4% |
20% |
False |
True |
241,040 |
| 10 |
3.127 |
2.643 |
0.484 |
18.0% |
0.110 |
4.1% |
8% |
False |
True |
246,900 |
| 20 |
3.221 |
2.643 |
0.578 |
21.5% |
0.102 |
3.8% |
7% |
False |
True |
214,743 |
| 40 |
3.321 |
2.643 |
0.678 |
25.3% |
0.088 |
3.3% |
6% |
False |
True |
148,858 |
| 60 |
3.391 |
2.643 |
0.748 |
27.9% |
0.080 |
3.0% |
5% |
False |
True |
118,527 |
| 80 |
3.450 |
2.643 |
0.807 |
30.1% |
0.077 |
2.9% |
5% |
False |
True |
97,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.032 |
|
2.618 |
2.911 |
|
1.618 |
2.837 |
|
1.000 |
2.791 |
|
0.618 |
2.763 |
|
HIGH |
2.717 |
|
0.618 |
2.689 |
|
0.500 |
2.680 |
|
0.382 |
2.671 |
|
LOW |
2.643 |
|
0.618 |
2.597 |
|
1.000 |
2.569 |
|
1.618 |
2.523 |
|
2.618 |
2.449 |
|
4.250 |
2.329 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.683 |
2.744 |
| PP |
2.681 |
2.724 |
| S1 |
2.680 |
2.704 |
|