NYMEX Natural Gas Future January 2019
| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.985 |
3.030 |
0.045 |
1.5% |
2.995 |
| High |
3.023 |
3.071 |
0.048 |
1.6% |
3.050 |
| Low |
2.958 |
3.027 |
0.069 |
2.3% |
2.911 |
| Close |
3.013 |
3.057 |
0.044 |
1.5% |
2.956 |
| Range |
0.065 |
0.044 |
-0.021 |
-32.3% |
0.139 |
| ATR |
0.055 |
0.055 |
0.000 |
0.4% |
0.000 |
| Volume |
3,095 |
4,348 |
1,253 |
40.5% |
17,667 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.184 |
3.164 |
3.081 |
|
| R3 |
3.140 |
3.120 |
3.069 |
|
| R2 |
3.096 |
3.096 |
3.065 |
|
| R1 |
3.076 |
3.076 |
3.061 |
3.086 |
| PP |
3.052 |
3.052 |
3.052 |
3.057 |
| S1 |
3.032 |
3.032 |
3.053 |
3.042 |
| S2 |
3.008 |
3.008 |
3.049 |
|
| S3 |
2.964 |
2.988 |
3.045 |
|
| S4 |
2.920 |
2.944 |
3.033 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.389 |
3.312 |
3.032 |
|
| R3 |
3.250 |
3.173 |
2.994 |
|
| R2 |
3.111 |
3.111 |
2.981 |
|
| R1 |
3.034 |
3.034 |
2.969 |
3.003 |
| PP |
2.972 |
2.972 |
2.972 |
2.957 |
| S1 |
2.895 |
2.895 |
2.943 |
2.864 |
| S2 |
2.833 |
2.833 |
2.931 |
|
| S3 |
2.694 |
2.756 |
2.918 |
|
| S4 |
2.555 |
2.617 |
2.880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.071 |
2.911 |
0.160 |
5.2% |
0.051 |
1.7% |
91% |
True |
False |
2,525 |
| 10 |
3.071 |
2.911 |
0.160 |
5.2% |
0.060 |
1.9% |
91% |
True |
False |
3,473 |
| 20 |
3.255 |
2.911 |
0.344 |
11.3% |
0.059 |
1.9% |
42% |
False |
False |
4,140 |
| 40 |
3.297 |
2.911 |
0.386 |
12.6% |
0.043 |
1.4% |
38% |
False |
False |
3,848 |
| 60 |
3.299 |
2.911 |
0.388 |
12.7% |
0.037 |
1.2% |
38% |
False |
False |
3,441 |
| 80 |
3.299 |
2.911 |
0.388 |
12.7% |
0.033 |
1.1% |
38% |
False |
False |
2,981 |
| 100 |
3.299 |
2.911 |
0.388 |
12.7% |
0.030 |
1.0% |
38% |
False |
False |
2,531 |
| 120 |
3.299 |
2.911 |
0.388 |
12.7% |
0.028 |
0.9% |
38% |
False |
False |
2,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.258 |
|
2.618 |
3.186 |
|
1.618 |
3.142 |
|
1.000 |
3.115 |
|
0.618 |
3.098 |
|
HIGH |
3.071 |
|
0.618 |
3.054 |
|
0.500 |
3.049 |
|
0.382 |
3.044 |
|
LOW |
3.027 |
|
0.618 |
3.000 |
|
1.000 |
2.983 |
|
1.618 |
2.956 |
|
2.618 |
2.912 |
|
4.250 |
2.840 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.054 |
3.039 |
| PP |
3.052 |
3.021 |
| S1 |
3.049 |
3.003 |
|