NYMEX Natural Gas Future March 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2.882 |
2.819 |
-0.063 |
-2.2% |
2.972 |
| High |
2.906 |
2.957 |
0.051 |
1.8% |
3.035 |
| Low |
2.788 |
2.801 |
0.013 |
0.5% |
2.693 |
| Close |
2.822 |
2.925 |
0.103 |
3.6% |
2.745 |
| Range |
0.118 |
0.156 |
0.038 |
32.2% |
0.342 |
| ATR |
0.118 |
0.120 |
0.003 |
2.3% |
0.000 |
| Volume |
146,684 |
256,734 |
110,050 |
75.0% |
443,575 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.362 |
3.300 |
3.011 |
|
| R3 |
3.206 |
3.144 |
2.968 |
|
| R2 |
3.050 |
3.050 |
2.954 |
|
| R1 |
2.988 |
2.988 |
2.939 |
3.019 |
| PP |
2.894 |
2.894 |
2.894 |
2.910 |
| S1 |
2.832 |
2.832 |
2.911 |
2.863 |
| S2 |
2.738 |
2.738 |
2.896 |
|
| S3 |
2.582 |
2.676 |
2.882 |
|
| S4 |
2.426 |
2.520 |
2.839 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.850 |
3.640 |
2.933 |
|
| R3 |
3.508 |
3.298 |
2.839 |
|
| R2 |
3.166 |
3.166 |
2.808 |
|
| R1 |
2.956 |
2.956 |
2.776 |
2.890 |
| PP |
2.824 |
2.824 |
2.824 |
2.792 |
| S1 |
2.614 |
2.614 |
2.714 |
2.548 |
| S2 |
2.482 |
2.482 |
2.682 |
|
| S3 |
2.140 |
2.272 |
2.651 |
|
| S4 |
1.798 |
1.930 |
2.557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.957 |
2.693 |
0.264 |
9.0% |
0.125 |
4.3% |
88% |
True |
False |
158,772 |
| 10 |
3.035 |
2.693 |
0.342 |
11.7% |
0.138 |
4.7% |
68% |
False |
False |
136,363 |
| 20 |
3.035 |
2.532 |
0.503 |
17.2% |
0.122 |
4.2% |
78% |
False |
False |
97,524 |
| 40 |
3.206 |
2.532 |
0.674 |
23.0% |
0.107 |
3.6% |
58% |
False |
False |
78,639 |
| 60 |
3.279 |
2.532 |
0.747 |
25.5% |
0.093 |
3.2% |
53% |
False |
False |
65,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.620 |
|
2.618 |
3.365 |
|
1.618 |
3.209 |
|
1.000 |
3.113 |
|
0.618 |
3.053 |
|
HIGH |
2.957 |
|
0.618 |
2.897 |
|
0.500 |
2.879 |
|
0.382 |
2.861 |
|
LOW |
2.801 |
|
0.618 |
2.705 |
|
1.000 |
2.645 |
|
1.618 |
2.549 |
|
2.618 |
2.393 |
|
4.250 |
2.138 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.902 |
| PP |
2.894 |
2.879 |
| S1 |
2.879 |
2.856 |
|