NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.654 |
2.620 |
-0.034 |
-1.3% |
2.650 |
| High |
2.669 |
2.682 |
0.013 |
0.5% |
2.778 |
| Low |
2.568 |
2.583 |
0.015 |
0.6% |
2.568 |
| Close |
2.598 |
2.667 |
0.069 |
2.7% |
2.667 |
| Range |
0.101 |
0.099 |
-0.002 |
-2.0% |
0.210 |
| ATR |
0.110 |
0.109 |
-0.001 |
-0.7% |
0.000 |
| Volume |
177,652 |
68,187 |
-109,465 |
-61.6% |
880,129 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.941 |
2.903 |
2.721 |
|
| R3 |
2.842 |
2.804 |
2.694 |
|
| R2 |
2.743 |
2.743 |
2.685 |
|
| R1 |
2.705 |
2.705 |
2.676 |
2.724 |
| PP |
2.644 |
2.644 |
2.644 |
2.654 |
| S1 |
2.606 |
2.606 |
2.658 |
2.625 |
| S2 |
2.545 |
2.545 |
2.649 |
|
| S3 |
2.446 |
2.507 |
2.640 |
|
| S4 |
2.347 |
2.408 |
2.613 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.301 |
3.194 |
2.783 |
|
| R3 |
3.091 |
2.984 |
2.725 |
|
| R2 |
2.881 |
2.881 |
2.706 |
|
| R1 |
2.774 |
2.774 |
2.686 |
2.828 |
| PP |
2.671 |
2.671 |
2.671 |
2.698 |
| S1 |
2.564 |
2.564 |
2.648 |
2.618 |
| S2 |
2.461 |
2.461 |
2.629 |
|
| S3 |
2.251 |
2.354 |
2.609 |
|
| S4 |
2.041 |
2.144 |
2.552 |
|
|
| 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 |
7.9% |
0.114 |
4.3% |
47% |
False |
False |
176,025 |
| 10 |
2.848 |
2.568 |
0.280 |
10.5% |
0.112 |
4.2% |
35% |
False |
False |
204,247 |
| 20 |
3.218 |
2.568 |
0.650 |
24.4% |
0.114 |
4.3% |
15% |
False |
False |
229,319 |
| 40 |
3.321 |
2.568 |
0.753 |
28.2% |
0.096 |
3.6% |
13% |
False |
False |
167,899 |
| 60 |
3.322 |
2.568 |
0.754 |
28.3% |
0.086 |
3.2% |
13% |
False |
False |
131,833 |
| 80 |
3.450 |
2.568 |
0.882 |
33.1% |
0.081 |
3.1% |
11% |
False |
False |
109,759 |
| 100 |
3.450 |
2.568 |
0.882 |
33.1% |
0.076 |
2.9% |
11% |
False |
False |
93,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.103 |
|
2.618 |
2.941 |
|
1.618 |
2.842 |
|
1.000 |
2.781 |
|
0.618 |
2.743 |
|
HIGH |
2.682 |
|
0.618 |
2.644 |
|
0.500 |
2.633 |
|
0.382 |
2.621 |
|
LOW |
2.583 |
|
0.618 |
2.522 |
|
1.000 |
2.484 |
|
1.618 |
2.423 |
|
2.618 |
2.324 |
|
4.250 |
2.162 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.656 |
2.665 |
| PP |
2.644 |
2.664 |
| S1 |
2.633 |
2.662 |
|