NYMEX Natural Gas Future February 2018
| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
3.015 |
2.877 |
-0.138 |
-4.6% |
3.030 |
| High |
3.070 |
2.887 |
-0.183 |
-6.0% |
3.097 |
| Low |
2.840 |
2.746 |
-0.094 |
-3.3% |
2.746 |
| Close |
2.880 |
2.795 |
-0.085 |
-3.0% |
2.795 |
| Range |
0.230 |
0.141 |
-0.089 |
-38.7% |
0.351 |
| ATR |
0.126 |
0.127 |
0.001 |
0.9% |
0.000 |
| Volume |
319,705 |
230,946 |
-88,759 |
-27.8% |
1,140,716 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.232 |
3.155 |
2.873 |
|
| R3 |
3.091 |
3.014 |
2.834 |
|
| R2 |
2.950 |
2.950 |
2.821 |
|
| R1 |
2.873 |
2.873 |
2.808 |
2.841 |
| PP |
2.809 |
2.809 |
2.809 |
2.794 |
| S1 |
2.732 |
2.732 |
2.782 |
2.700 |
| S2 |
2.668 |
2.668 |
2.769 |
|
| S3 |
2.527 |
2.591 |
2.756 |
|
| S4 |
2.386 |
2.450 |
2.717 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.932 |
3.715 |
2.988 |
|
| R3 |
3.581 |
3.364 |
2.892 |
|
| R2 |
3.230 |
3.230 |
2.859 |
|
| R1 |
3.013 |
3.013 |
2.827 |
2.946 |
| PP |
2.879 |
2.879 |
2.879 |
2.846 |
| S1 |
2.662 |
2.662 |
2.763 |
2.595 |
| S2 |
2.528 |
2.528 |
2.731 |
|
| S3 |
2.177 |
2.311 |
2.698 |
|
| S4 |
1.826 |
1.960 |
2.602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.097 |
2.746 |
0.351 |
12.6% |
0.146 |
5.2% |
14% |
False |
True |
282,674 |
| 10 |
3.097 |
2.562 |
0.535 |
19.1% |
0.140 |
5.0% |
44% |
False |
False |
232,151 |
| 20 |
3.097 |
2.562 |
0.535 |
19.1% |
0.126 |
4.5% |
44% |
False |
False |
180,217 |
| 40 |
3.320 |
2.562 |
0.758 |
27.1% |
0.107 |
3.8% |
31% |
False |
False |
113,297 |
| 60 |
3.321 |
2.562 |
0.759 |
27.2% |
0.094 |
3.4% |
31% |
False |
False |
84,372 |
| 80 |
3.446 |
2.562 |
0.884 |
31.6% |
0.086 |
3.1% |
26% |
False |
False |
67,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.486 |
|
2.618 |
3.256 |
|
1.618 |
3.115 |
|
1.000 |
3.028 |
|
0.618 |
2.974 |
|
HIGH |
2.887 |
|
0.618 |
2.833 |
|
0.500 |
2.817 |
|
0.382 |
2.800 |
|
LOW |
2.746 |
|
0.618 |
2.659 |
|
1.000 |
2.605 |
|
1.618 |
2.518 |
|
2.618 |
2.377 |
|
4.250 |
2.147 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.817 |
2.908 |
| PP |
2.809 |
2.870 |
| S1 |
2.802 |
2.833 |
|