NYMEX Natural Gas Future February 2018
| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.612 |
2.681 |
0.069 |
2.6% |
2.670 |
| High |
2.676 |
2.766 |
0.090 |
3.4% |
2.789 |
| Low |
2.583 |
2.635 |
0.052 |
2.0% |
2.562 |
| Close |
2.658 |
2.654 |
-0.004 |
-0.2% |
2.658 |
| Range |
0.093 |
0.131 |
0.038 |
40.9% |
0.227 |
| ATR |
0.105 |
0.107 |
0.002 |
1.8% |
0.000 |
| Volume |
98,241 |
172,743 |
74,502 |
75.8% |
638,209 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.078 |
2.997 |
2.726 |
|
| R3 |
2.947 |
2.866 |
2.690 |
|
| R2 |
2.816 |
2.816 |
2.678 |
|
| R1 |
2.735 |
2.735 |
2.666 |
2.710 |
| PP |
2.685 |
2.685 |
2.685 |
2.673 |
| S1 |
2.604 |
2.604 |
2.642 |
2.579 |
| S2 |
2.554 |
2.554 |
2.630 |
|
| S3 |
2.423 |
2.473 |
2.618 |
|
| S4 |
2.292 |
2.342 |
2.582 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.231 |
2.783 |
|
| R3 |
3.124 |
3.004 |
2.720 |
|
| R2 |
2.897 |
2.897 |
2.700 |
|
| R1 |
2.777 |
2.777 |
2.679 |
2.724 |
| PP |
2.670 |
2.670 |
2.670 |
2.643 |
| S1 |
2.550 |
2.550 |
2.637 |
2.497 |
| S2 |
2.443 |
2.443 |
2.616 |
|
| S3 |
2.216 |
2.323 |
2.596 |
|
| S4 |
1.989 |
2.096 |
2.533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.775 |
2.562 |
0.213 |
8.0% |
0.110 |
4.1% |
43% |
False |
False |
134,151 |
| 10 |
2.861 |
2.562 |
0.299 |
11.3% |
0.117 |
4.4% |
31% |
False |
False |
131,165 |
| 20 |
3.210 |
2.562 |
0.648 |
24.4% |
0.113 |
4.3% |
14% |
False |
False |
108,387 |
| 40 |
3.320 |
2.562 |
0.758 |
28.6% |
0.093 |
3.5% |
12% |
False |
False |
71,195 |
| 60 |
3.321 |
2.562 |
0.759 |
28.6% |
0.084 |
3.2% |
12% |
False |
False |
55,417 |
| 80 |
3.446 |
2.562 |
0.884 |
33.3% |
0.078 |
2.9% |
10% |
False |
False |
45,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.323 |
|
2.618 |
3.109 |
|
1.618 |
2.978 |
|
1.000 |
2.897 |
|
0.618 |
2.847 |
|
HIGH |
2.766 |
|
0.618 |
2.716 |
|
0.500 |
2.701 |
|
0.382 |
2.685 |
|
LOW |
2.635 |
|
0.618 |
2.554 |
|
1.000 |
2.504 |
|
1.618 |
2.423 |
|
2.618 |
2.292 |
|
4.250 |
2.078 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.701 |
2.664 |
| PP |
2.685 |
2.661 |
| S1 |
2.670 |
2.657 |
|