NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.704 |
2.686 |
-0.018 |
-0.7% |
2.831 |
| High |
2.717 |
2.732 |
0.015 |
0.6% |
2.848 |
| Low |
2.643 |
2.581 |
-0.062 |
-2.3% |
2.581 |
| Close |
2.684 |
2.612 |
-0.072 |
-2.7% |
2.612 |
| Range |
0.074 |
0.151 |
0.077 |
104.1% |
0.267 |
| ATR |
0.102 |
0.106 |
0.003 |
3.4% |
0.000 |
| Volume |
205,087 |
190,914 |
-14,173 |
-6.9% |
1,162,350 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.095 |
3.004 |
2.695 |
|
| R3 |
2.944 |
2.853 |
2.654 |
|
| R2 |
2.793 |
2.793 |
2.640 |
|
| R1 |
2.702 |
2.702 |
2.626 |
2.672 |
| PP |
2.642 |
2.642 |
2.642 |
2.627 |
| S1 |
2.551 |
2.551 |
2.598 |
2.521 |
| S2 |
2.491 |
2.491 |
2.584 |
|
| S3 |
2.340 |
2.400 |
2.570 |
|
| S4 |
2.189 |
2.249 |
2.529 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.481 |
3.314 |
2.759 |
|
| R3 |
3.214 |
3.047 |
2.685 |
|
| R2 |
2.947 |
2.947 |
2.661 |
|
| R1 |
2.780 |
2.780 |
2.636 |
2.730 |
| PP |
2.680 |
2.680 |
2.680 |
2.656 |
| S1 |
2.513 |
2.513 |
2.588 |
2.463 |
| S2 |
2.413 |
2.413 |
2.563 |
|
| S3 |
2.146 |
2.246 |
2.539 |
|
| S4 |
1.879 |
1.979 |
2.465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.848 |
2.581 |
0.267 |
10.2% |
0.109 |
4.2% |
12% |
False |
True |
232,470 |
| 10 |
3.127 |
2.581 |
0.546 |
20.9% |
0.116 |
4.4% |
6% |
False |
True |
244,647 |
| 20 |
3.221 |
2.581 |
0.640 |
24.5% |
0.107 |
4.1% |
5% |
False |
True |
218,767 |
| 40 |
3.321 |
2.581 |
0.740 |
28.3% |
0.089 |
3.4% |
4% |
False |
True |
151,748 |
| 60 |
3.350 |
2.581 |
0.769 |
29.4% |
0.081 |
3.1% |
4% |
False |
True |
120,755 |
| 80 |
3.450 |
2.581 |
0.869 |
33.3% |
0.078 |
3.0% |
4% |
False |
True |
100,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.374 |
|
2.618 |
3.127 |
|
1.618 |
2.976 |
|
1.000 |
2.883 |
|
0.618 |
2.825 |
|
HIGH |
2.732 |
|
0.618 |
2.674 |
|
0.500 |
2.657 |
|
0.382 |
2.639 |
|
LOW |
2.581 |
|
0.618 |
2.488 |
|
1.000 |
2.430 |
|
1.618 |
2.337 |
|
2.618 |
2.186 |
|
4.250 |
1.939 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.657 |
2.666 |
| PP |
2.642 |
2.648 |
| S1 |
2.627 |
2.630 |
|