NYMEX Natural Gas Future February 2018
| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2.812 |
2.838 |
0.026 |
0.9% |
3.030 |
| High |
2.869 |
2.966 |
0.097 |
3.4% |
3.097 |
| Low |
2.784 |
2.825 |
0.041 |
1.5% |
2.746 |
| Close |
2.835 |
2.923 |
0.088 |
3.1% |
2.795 |
| Range |
0.085 |
0.141 |
0.056 |
65.9% |
0.351 |
| ATR |
0.124 |
0.125 |
0.001 |
1.0% |
0.000 |
| Volume |
228,242 |
288,553 |
60,311 |
26.4% |
1,140,716 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.328 |
3.266 |
3.001 |
|
| R3 |
3.187 |
3.125 |
2.962 |
|
| R2 |
3.046 |
3.046 |
2.949 |
|
| R1 |
2.984 |
2.984 |
2.936 |
3.015 |
| PP |
2.905 |
2.905 |
2.905 |
2.920 |
| S1 |
2.843 |
2.843 |
2.910 |
2.874 |
| S2 |
2.764 |
2.764 |
2.897 |
|
| S3 |
2.623 |
2.702 |
2.884 |
|
| S4 |
2.482 |
2.561 |
2.845 |
|
|
| 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 |
3.070 |
2.746 |
0.324 |
11.1% |
0.139 |
4.7% |
55% |
False |
False |
267,467 |
| 10 |
3.097 |
2.612 |
0.485 |
16.6% |
0.144 |
4.9% |
64% |
False |
False |
259,105 |
| 20 |
3.097 |
2.562 |
0.535 |
18.3% |
0.126 |
4.3% |
67% |
False |
False |
191,706 |
| 40 |
3.320 |
2.562 |
0.758 |
25.9% |
0.110 |
3.7% |
48% |
False |
False |
124,241 |
| 60 |
3.321 |
2.562 |
0.759 |
26.0% |
0.095 |
3.3% |
48% |
False |
False |
91,876 |
| 80 |
3.446 |
2.562 |
0.884 |
30.2% |
0.087 |
3.0% |
41% |
False |
False |
73,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.565 |
|
2.618 |
3.335 |
|
1.618 |
3.194 |
|
1.000 |
3.107 |
|
0.618 |
3.053 |
|
HIGH |
2.966 |
|
0.618 |
2.912 |
|
0.500 |
2.896 |
|
0.382 |
2.879 |
|
LOW |
2.825 |
|
0.618 |
2.738 |
|
1.000 |
2.684 |
|
1.618 |
2.597 |
|
2.618 |
2.456 |
|
4.250 |
2.226 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.914 |
2.901 |
| PP |
2.905 |
2.878 |
| S1 |
2.896 |
2.856 |
|