NYMEX Natural Gas Future February 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 |
2.725 |
2.650 |
-0.075 |
-2.8% |
2.862 |
| High |
2.758 |
2.660 |
-0.098 |
-3.6% |
2.862 |
| Low |
2.612 |
2.562 |
-0.050 |
-1.9% |
2.602 |
| Close |
2.636 |
2.592 |
-0.044 |
-1.7% |
2.635 |
| Range |
0.146 |
0.098 |
-0.048 |
-32.9% |
0.260 |
| ATR |
0.107 |
0.106 |
-0.001 |
-0.6% |
0.000 |
| Volume |
116,860 |
149,006 |
32,146 |
27.5% |
604,869 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.899 |
2.843 |
2.646 |
|
| R3 |
2.801 |
2.745 |
2.619 |
|
| R2 |
2.703 |
2.703 |
2.610 |
|
| R1 |
2.647 |
2.647 |
2.601 |
2.626 |
| PP |
2.605 |
2.605 |
2.605 |
2.594 |
| S1 |
2.549 |
2.549 |
2.583 |
2.528 |
| S2 |
2.507 |
2.507 |
2.574 |
|
| S3 |
2.409 |
2.451 |
2.565 |
|
| S4 |
2.311 |
2.353 |
2.538 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.480 |
3.317 |
2.778 |
|
| R3 |
3.220 |
3.057 |
2.707 |
|
| R2 |
2.960 |
2.960 |
2.683 |
|
| R1 |
2.797 |
2.797 |
2.659 |
2.749 |
| PP |
2.700 |
2.700 |
2.700 |
2.675 |
| S1 |
2.537 |
2.537 |
2.611 |
2.489 |
| S2 |
2.440 |
2.440 |
2.587 |
|
| S3 |
2.180 |
2.277 |
2.564 |
|
| S4 |
1.920 |
2.017 |
2.492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.789 |
2.562 |
0.227 |
8.8% |
0.121 |
4.7% |
13% |
False |
True |
131,430 |
| 10 |
2.862 |
2.562 |
0.300 |
11.6% |
0.106 |
4.1% |
10% |
False |
True |
126,324 |
| 20 |
3.210 |
2.562 |
0.648 |
25.0% |
0.113 |
4.4% |
5% |
False |
True |
98,789 |
| 40 |
3.320 |
2.562 |
0.758 |
29.2% |
0.091 |
3.5% |
4% |
False |
True |
65,621 |
| 60 |
3.352 |
2.562 |
0.790 |
30.5% |
0.082 |
3.2% |
4% |
False |
True |
51,503 |
| 80 |
3.446 |
2.562 |
0.884 |
34.1% |
0.077 |
3.0% |
3% |
False |
True |
42,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.077 |
|
2.618 |
2.917 |
|
1.618 |
2.819 |
|
1.000 |
2.758 |
|
0.618 |
2.721 |
|
HIGH |
2.660 |
|
0.618 |
2.623 |
|
0.500 |
2.611 |
|
0.382 |
2.599 |
|
LOW |
2.562 |
|
0.618 |
2.501 |
|
1.000 |
2.464 |
|
1.618 |
2.403 |
|
2.618 |
2.305 |
|
4.250 |
2.146 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.611 |
2.669 |
| PP |
2.605 |
2.643 |
| S1 |
2.598 |
2.618 |
|