NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.722 |
2.654 |
-0.068 |
-2.5% |
2.831 |
| High |
2.756 |
2.669 |
-0.087 |
-3.2% |
2.848 |
| Low |
2.610 |
2.568 |
-0.042 |
-1.6% |
2.581 |
| Close |
2.637 |
2.598 |
-0.039 |
-1.5% |
2.612 |
| Range |
0.146 |
0.101 |
-0.045 |
-30.8% |
0.267 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.6% |
0.000 |
| Volume |
183,119 |
177,652 |
-5,467 |
-3.0% |
1,162,350 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.915 |
2.857 |
2.654 |
|
| R3 |
2.814 |
2.756 |
2.626 |
|
| R2 |
2.713 |
2.713 |
2.617 |
|
| R1 |
2.655 |
2.655 |
2.607 |
2.634 |
| PP |
2.612 |
2.612 |
2.612 |
2.601 |
| S1 |
2.554 |
2.554 |
2.589 |
2.533 |
| S2 |
2.511 |
2.511 |
2.579 |
|
| S3 |
2.410 |
2.453 |
2.570 |
|
| S4 |
2.309 |
2.352 |
2.542 |
|
|
| 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 |
2.568 |
0.210 |
8.1% |
0.125 |
4.8% |
14% |
False |
True |
200,571 |
| 10 |
2.848 |
2.568 |
0.280 |
10.8% |
0.108 |
4.2% |
11% |
False |
True |
220,805 |
| 20 |
3.218 |
2.568 |
0.650 |
25.0% |
0.118 |
4.6% |
5% |
False |
True |
235,336 |
| 40 |
3.321 |
2.568 |
0.753 |
29.0% |
0.095 |
3.7% |
4% |
False |
True |
167,235 |
| 60 |
3.350 |
2.568 |
0.782 |
30.1% |
0.085 |
3.3% |
4% |
False |
True |
131,530 |
| 80 |
3.450 |
2.568 |
0.882 |
33.9% |
0.081 |
3.1% |
3% |
False |
True |
109,183 |
| 100 |
3.450 |
2.568 |
0.882 |
33.9% |
0.076 |
2.9% |
3% |
False |
True |
92,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.098 |
|
2.618 |
2.933 |
|
1.618 |
2.832 |
|
1.000 |
2.770 |
|
0.618 |
2.731 |
|
HIGH |
2.669 |
|
0.618 |
2.630 |
|
0.500 |
2.619 |
|
0.382 |
2.607 |
|
LOW |
2.568 |
|
0.618 |
2.506 |
|
1.000 |
2.467 |
|
1.618 |
2.405 |
|
2.618 |
2.304 |
|
4.250 |
2.139 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.619 |
2.669 |
| PP |
2.612 |
2.645 |
| S1 |
2.605 |
2.622 |
|