NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.734 |
2.722 |
-0.012 |
-0.4% |
2.831 |
| High |
2.769 |
2.756 |
-0.013 |
-0.5% |
2.848 |
| Low |
2.688 |
2.610 |
-0.078 |
-2.9% |
2.581 |
| Close |
2.692 |
2.637 |
-0.055 |
-2.0% |
2.612 |
| Range |
0.081 |
0.146 |
0.065 |
80.2% |
0.267 |
| ATR |
0.108 |
0.111 |
0.003 |
2.5% |
0.000 |
| Volume |
219,344 |
183,119 |
-36,225 |
-16.5% |
1,162,350 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.106 |
3.017 |
2.717 |
|
| R3 |
2.960 |
2.871 |
2.677 |
|
| R2 |
2.814 |
2.814 |
2.664 |
|
| R1 |
2.725 |
2.725 |
2.650 |
2.697 |
| PP |
2.668 |
2.668 |
2.668 |
2.653 |
| S1 |
2.579 |
2.579 |
2.624 |
2.551 |
| S2 |
2.522 |
2.522 |
2.610 |
|
| S3 |
2.376 |
2.433 |
2.597 |
|
| S4 |
2.230 |
2.287 |
2.557 |
|
|
| 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 |
7.5% |
0.119 |
4.5% |
28% |
False |
False |
206,058 |
| 10 |
2.922 |
2.581 |
0.341 |
12.9% |
0.116 |
4.4% |
16% |
False |
False |
242,292 |
| 20 |
3.218 |
2.581 |
0.637 |
24.2% |
0.117 |
4.4% |
9% |
False |
False |
234,813 |
| 40 |
3.321 |
2.581 |
0.740 |
28.1% |
0.095 |
3.6% |
8% |
False |
False |
163,827 |
| 60 |
3.350 |
2.581 |
0.769 |
29.2% |
0.085 |
3.2% |
7% |
False |
False |
129,473 |
| 80 |
3.450 |
2.581 |
0.869 |
33.0% |
0.080 |
3.0% |
6% |
False |
False |
107,239 |
| 100 |
3.450 |
2.581 |
0.869 |
33.0% |
0.075 |
2.9% |
6% |
False |
False |
91,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.377 |
|
2.618 |
3.138 |
|
1.618 |
2.992 |
|
1.000 |
2.902 |
|
0.618 |
2.846 |
|
HIGH |
2.756 |
|
0.618 |
2.700 |
|
0.500 |
2.683 |
|
0.382 |
2.666 |
|
LOW |
2.610 |
|
0.618 |
2.520 |
|
1.000 |
2.464 |
|
1.618 |
2.374 |
|
2.618 |
2.228 |
|
4.250 |
1.990 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.683 |
2.694 |
| PP |
2.668 |
2.675 |
| S1 |
2.652 |
2.656 |
|