NYMEX Natural Gas Future February 2018
| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
3.040 |
3.015 |
-0.025 |
-0.8% |
2.681 |
| High |
3.056 |
3.070 |
0.014 |
0.5% |
3.008 |
| Low |
2.959 |
2.840 |
-0.119 |
-4.0% |
2.612 |
| Close |
3.008 |
2.880 |
-0.128 |
-4.3% |
2.953 |
| Range |
0.097 |
0.230 |
0.133 |
137.1% |
0.396 |
| ATR |
0.118 |
0.126 |
0.008 |
6.8% |
0.000 |
| Volume |
269,889 |
319,705 |
49,816 |
18.5% |
933,547 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.620 |
3.480 |
3.007 |
|
| R3 |
3.390 |
3.250 |
2.943 |
|
| R2 |
3.160 |
3.160 |
2.922 |
|
| R1 |
3.020 |
3.020 |
2.901 |
2.975 |
| PP |
2.930 |
2.930 |
2.930 |
2.908 |
| S1 |
2.790 |
2.790 |
2.859 |
2.745 |
| S2 |
2.700 |
2.700 |
2.838 |
|
| S3 |
2.470 |
2.560 |
2.817 |
|
| S4 |
2.240 |
2.330 |
2.754 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.046 |
3.895 |
3.171 |
|
| R3 |
3.650 |
3.499 |
3.062 |
|
| R2 |
3.254 |
3.254 |
3.026 |
|
| R1 |
3.103 |
3.103 |
2.989 |
3.179 |
| PP |
2.858 |
2.858 |
2.858 |
2.895 |
| S1 |
2.707 |
2.707 |
2.917 |
2.783 |
| S2 |
2.462 |
2.462 |
2.880 |
|
| S3 |
2.066 |
2.311 |
2.844 |
|
| S4 |
1.670 |
1.915 |
2.735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.097 |
2.734 |
0.363 |
12.6% |
0.160 |
5.6% |
40% |
False |
False |
299,109 |
| 10 |
3.097 |
2.562 |
0.535 |
18.6% |
0.141 |
4.9% |
59% |
False |
False |
220,742 |
| 20 |
3.097 |
2.562 |
0.535 |
18.6% |
0.123 |
4.3% |
59% |
False |
False |
172,145 |
| 40 |
3.320 |
2.562 |
0.758 |
26.3% |
0.105 |
3.7% |
42% |
False |
False |
108,451 |
| 60 |
3.321 |
2.562 |
0.759 |
26.4% |
0.093 |
3.2% |
42% |
False |
False |
80,956 |
| 80 |
3.446 |
2.562 |
0.884 |
30.7% |
0.085 |
3.0% |
36% |
False |
False |
65,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.048 |
|
2.618 |
3.672 |
|
1.618 |
3.442 |
|
1.000 |
3.300 |
|
0.618 |
3.212 |
|
HIGH |
3.070 |
|
0.618 |
2.982 |
|
0.500 |
2.955 |
|
0.382 |
2.928 |
|
LOW |
2.840 |
|
0.618 |
2.698 |
|
1.000 |
2.610 |
|
1.618 |
2.468 |
|
2.618 |
2.238 |
|
4.250 |
1.863 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.955 |
2.969 |
| PP |
2.930 |
2.939 |
| S1 |
2.905 |
2.910 |
|