NYMEX Natural Gas Future February 2018
| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.681 |
2.646 |
-0.035 |
-1.3% |
2.670 |
| High |
2.766 |
2.753 |
-0.013 |
-0.5% |
2.789 |
| Low |
2.635 |
2.612 |
-0.023 |
-0.9% |
2.562 |
| Close |
2.654 |
2.732 |
0.078 |
2.9% |
2.658 |
| Range |
0.131 |
0.141 |
0.010 |
7.6% |
0.227 |
| ATR |
0.107 |
0.109 |
0.002 |
2.3% |
0.000 |
| Volume |
172,743 |
175,025 |
2,282 |
1.3% |
638,209 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.122 |
3.068 |
2.810 |
|
| R3 |
2.981 |
2.927 |
2.771 |
|
| R2 |
2.840 |
2.840 |
2.758 |
|
| R1 |
2.786 |
2.786 |
2.745 |
2.813 |
| PP |
2.699 |
2.699 |
2.699 |
2.713 |
| S1 |
2.645 |
2.645 |
2.719 |
2.672 |
| S2 |
2.558 |
2.558 |
2.706 |
|
| S3 |
2.417 |
2.504 |
2.693 |
|
| S4 |
2.276 |
2.363 |
2.654 |
|
|
| 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 |
2.766 |
2.562 |
0.204 |
7.5% |
0.122 |
4.5% |
83% |
False |
False |
142,375 |
| 10 |
2.789 |
2.562 |
0.227 |
8.3% |
0.114 |
4.2% |
75% |
False |
False |
133,832 |
| 20 |
3.210 |
2.562 |
0.648 |
23.7% |
0.114 |
4.2% |
26% |
False |
False |
114,133 |
| 40 |
3.320 |
2.562 |
0.758 |
27.7% |
0.095 |
3.5% |
22% |
False |
False |
75,145 |
| 60 |
3.321 |
2.562 |
0.759 |
27.8% |
0.084 |
3.1% |
22% |
False |
False |
57,998 |
| 80 |
3.446 |
2.562 |
0.884 |
32.4% |
0.079 |
2.9% |
19% |
False |
False |
47,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.352 |
|
2.618 |
3.122 |
|
1.618 |
2.981 |
|
1.000 |
2.894 |
|
0.618 |
2.840 |
|
HIGH |
2.753 |
|
0.618 |
2.699 |
|
0.500 |
2.683 |
|
0.382 |
2.666 |
|
LOW |
2.612 |
|
0.618 |
2.525 |
|
1.000 |
2.471 |
|
1.618 |
2.384 |
|
2.618 |
2.243 |
|
4.250 |
2.013 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.716 |
2.713 |
| PP |
2.699 |
2.694 |
| S1 |
2.683 |
2.675 |
|