NYMEX Natural Gas Future March 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.643 |
2.712 |
0.069 |
2.6% |
2.819 |
| High |
2.751 |
2.738 |
-0.013 |
-0.5% |
2.831 |
| Low |
2.629 |
2.662 |
0.033 |
1.3% |
2.581 |
| Close |
2.720 |
2.665 |
-0.055 |
-2.0% |
2.610 |
| Range |
0.122 |
0.076 |
-0.046 |
-37.7% |
0.250 |
| ATR |
0.099 |
0.097 |
-0.002 |
-1.7% |
0.000 |
| Volume |
63,509 |
59,514 |
-3,995 |
-6.3% |
352,302 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.916 |
2.867 |
2.707 |
|
| R3 |
2.840 |
2.791 |
2.686 |
|
| R2 |
2.764 |
2.764 |
2.679 |
|
| R1 |
2.715 |
2.715 |
2.672 |
2.702 |
| PP |
2.688 |
2.688 |
2.688 |
2.682 |
| S1 |
2.639 |
2.639 |
2.658 |
2.626 |
| S2 |
2.612 |
2.612 |
2.651 |
|
| S3 |
2.536 |
2.563 |
2.644 |
|
| S4 |
2.460 |
2.487 |
2.623 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.424 |
3.267 |
2.748 |
|
| R3 |
3.174 |
3.017 |
2.679 |
|
| R2 |
2.924 |
2.924 |
2.656 |
|
| R1 |
2.767 |
2.767 |
2.633 |
2.721 |
| PP |
2.674 |
2.674 |
2.674 |
2.651 |
| S1 |
2.517 |
2.517 |
2.587 |
2.471 |
| S2 |
2.424 |
2.424 |
2.564 |
|
| S3 |
2.174 |
2.267 |
2.541 |
|
| S4 |
1.924 |
2.017 |
2.473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.751 |
2.581 |
0.170 |
6.4% |
0.100 |
3.7% |
49% |
False |
False |
64,590 |
| 10 |
2.935 |
2.581 |
0.354 |
13.3% |
0.099 |
3.7% |
24% |
False |
False |
72,628 |
| 20 |
3.164 |
2.581 |
0.583 |
21.9% |
0.101 |
3.8% |
14% |
False |
False |
64,766 |
| 40 |
3.272 |
2.581 |
0.691 |
25.9% |
0.083 |
3.1% |
12% |
False |
False |
52,745 |
| 60 |
3.305 |
2.581 |
0.724 |
27.2% |
0.075 |
2.8% |
12% |
False |
False |
47,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.061 |
|
2.618 |
2.937 |
|
1.618 |
2.861 |
|
1.000 |
2.814 |
|
0.618 |
2.785 |
|
HIGH |
2.738 |
|
0.618 |
2.709 |
|
0.500 |
2.700 |
|
0.382 |
2.691 |
|
LOW |
2.662 |
|
0.618 |
2.615 |
|
1.000 |
2.586 |
|
1.618 |
2.539 |
|
2.618 |
2.463 |
|
4.250 |
2.339 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.700 |
2.666 |
| PP |
2.688 |
2.666 |
| S1 |
2.677 |
2.665 |
|