NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.650 |
2.734 |
0.084 |
3.2% |
2.831 |
| High |
2.778 |
2.769 |
-0.009 |
-0.3% |
2.848 |
| Low |
2.634 |
2.688 |
0.054 |
2.1% |
2.581 |
| Close |
2.745 |
2.692 |
-0.053 |
-1.9% |
2.612 |
| Range |
0.144 |
0.081 |
-0.063 |
-43.8% |
0.267 |
| ATR |
0.110 |
0.108 |
-0.002 |
-1.9% |
0.000 |
| Volume |
231,827 |
219,344 |
-12,483 |
-5.4% |
1,162,350 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.959 |
2.907 |
2.737 |
|
| R3 |
2.878 |
2.826 |
2.714 |
|
| R2 |
2.797 |
2.797 |
2.707 |
|
| R1 |
2.745 |
2.745 |
2.699 |
2.731 |
| PP |
2.716 |
2.716 |
2.716 |
2.709 |
| S1 |
2.664 |
2.664 |
2.685 |
2.650 |
| S2 |
2.635 |
2.635 |
2.677 |
|
| S3 |
2.554 |
2.583 |
2.670 |
|
| S4 |
2.473 |
2.502 |
2.647 |
|
|
| 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 |
2.778 |
2.581 |
0.197 |
7.3% |
0.109 |
4.0% |
56% |
False |
False |
220,791 |
| 10 |
2.961 |
2.581 |
0.380 |
14.1% |
0.109 |
4.0% |
29% |
False |
False |
241,858 |
| 20 |
3.218 |
2.581 |
0.637 |
23.7% |
0.112 |
4.2% |
17% |
False |
False |
230,538 |
| 40 |
3.321 |
2.581 |
0.740 |
27.5% |
0.092 |
3.4% |
15% |
False |
False |
160,338 |
| 60 |
3.350 |
2.581 |
0.769 |
28.6% |
0.083 |
3.1% |
14% |
False |
False |
127,069 |
| 80 |
3.450 |
2.581 |
0.869 |
32.3% |
0.079 |
2.9% |
13% |
False |
False |
105,250 |
| 100 |
3.450 |
2.581 |
0.869 |
32.3% |
0.075 |
2.8% |
13% |
False |
False |
89,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.113 |
|
2.618 |
2.981 |
|
1.618 |
2.900 |
|
1.000 |
2.850 |
|
0.618 |
2.819 |
|
HIGH |
2.769 |
|
0.618 |
2.738 |
|
0.500 |
2.729 |
|
0.382 |
2.719 |
|
LOW |
2.688 |
|
0.618 |
2.638 |
|
1.000 |
2.607 |
|
1.618 |
2.557 |
|
2.618 |
2.476 |
|
4.250 |
2.344 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.729 |
2.688 |
| PP |
2.716 |
2.684 |
| S1 |
2.704 |
2.680 |
|