NYMEX Natural Gas Future February 2018
| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2.838 |
2.962 |
0.124 |
4.4% |
3.030 |
| High |
2.966 |
2.989 |
0.023 |
0.8% |
3.097 |
| Low |
2.825 |
2.869 |
0.044 |
1.6% |
2.746 |
| Close |
2.923 |
2.906 |
-0.017 |
-0.6% |
2.795 |
| Range |
0.141 |
0.120 |
-0.021 |
-14.9% |
0.351 |
| ATR |
0.125 |
0.125 |
0.000 |
-0.3% |
0.000 |
| Volume |
288,553 |
254,155 |
-34,398 |
-11.9% |
1,140,716 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.281 |
3.214 |
2.972 |
|
| R3 |
3.161 |
3.094 |
2.939 |
|
| R2 |
3.041 |
3.041 |
2.928 |
|
| R1 |
2.974 |
2.974 |
2.917 |
2.948 |
| PP |
2.921 |
2.921 |
2.921 |
2.908 |
| S1 |
2.854 |
2.854 |
2.895 |
2.828 |
| S2 |
2.801 |
2.801 |
2.884 |
|
| S3 |
2.681 |
2.734 |
2.873 |
|
| S4 |
2.561 |
2.614 |
2.840 |
|
|
| 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% |
0.143 |
4.9% |
49% |
False |
False |
264,320 |
| 10 |
3.097 |
2.612 |
0.485 |
16.7% |
0.143 |
4.9% |
61% |
False |
False |
267,247 |
| 20 |
3.097 |
2.562 |
0.535 |
18.4% |
0.130 |
4.5% |
64% |
False |
False |
199,206 |
| 40 |
3.320 |
2.562 |
0.758 |
26.1% |
0.112 |
3.8% |
45% |
False |
False |
129,906 |
| 60 |
3.321 |
2.562 |
0.759 |
26.1% |
0.097 |
3.3% |
45% |
False |
False |
95,754 |
| 80 |
3.446 |
2.562 |
0.884 |
30.4% |
0.088 |
3.0% |
39% |
False |
False |
76,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.499 |
|
2.618 |
3.303 |
|
1.618 |
3.183 |
|
1.000 |
3.109 |
|
0.618 |
3.063 |
|
HIGH |
2.989 |
|
0.618 |
2.943 |
|
0.500 |
2.929 |
|
0.382 |
2.915 |
|
LOW |
2.869 |
|
0.618 |
2.795 |
|
1.000 |
2.749 |
|
1.618 |
2.675 |
|
2.618 |
2.555 |
|
4.250 |
2.359 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.929 |
2.900 |
| PP |
2.921 |
2.893 |
| S1 |
2.914 |
2.887 |
|