NYMEX Natural Gas Future January 2019
| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
3.108 |
3.041 |
-0.067 |
-2.2% |
3.116 |
| High |
3.117 |
3.041 |
-0.076 |
-2.4% |
3.125 |
| Low |
3.017 |
2.974 |
-0.043 |
-1.4% |
2.974 |
| Close |
3.043 |
3.016 |
-0.027 |
-0.9% |
3.016 |
| Range |
0.100 |
0.067 |
-0.033 |
-33.0% |
0.151 |
| ATR |
0.056 |
0.057 |
0.001 |
1.6% |
0.000 |
| Volume |
3,354 |
5,674 |
2,320 |
69.2% |
17,879 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.211 |
3.181 |
3.053 |
|
| R3 |
3.144 |
3.114 |
3.034 |
|
| R2 |
3.077 |
3.077 |
3.028 |
|
| R1 |
3.047 |
3.047 |
3.022 |
3.029 |
| PP |
3.010 |
3.010 |
3.010 |
3.001 |
| S1 |
2.980 |
2.980 |
3.010 |
2.962 |
| S2 |
2.943 |
2.943 |
3.004 |
|
| S3 |
2.876 |
2.913 |
2.998 |
|
| S4 |
2.809 |
2.846 |
2.979 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.491 |
3.405 |
3.099 |
|
| R3 |
3.340 |
3.254 |
3.058 |
|
| R2 |
3.189 |
3.189 |
3.044 |
|
| R1 |
3.103 |
3.103 |
3.030 |
3.071 |
| PP |
3.038 |
3.038 |
3.038 |
3.022 |
| S1 |
2.952 |
2.952 |
3.002 |
2.920 |
| S2 |
2.887 |
2.887 |
2.988 |
|
| S3 |
2.736 |
2.801 |
2.974 |
|
| S4 |
2.585 |
2.650 |
2.933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.125 |
2.974 |
0.151 |
5.0% |
0.060 |
2.0% |
28% |
False |
True |
4,624 |
| 10 |
3.125 |
2.911 |
0.214 |
7.1% |
0.055 |
1.8% |
49% |
False |
False |
3,574 |
| 20 |
3.160 |
2.911 |
0.249 |
8.3% |
0.061 |
2.0% |
42% |
False |
False |
4,166 |
| 40 |
3.297 |
2.911 |
0.386 |
12.8% |
0.047 |
1.6% |
27% |
False |
False |
4,052 |
| 60 |
3.299 |
2.911 |
0.388 |
12.9% |
0.041 |
1.3% |
27% |
False |
False |
3,669 |
| 80 |
3.299 |
2.911 |
0.388 |
12.9% |
0.035 |
1.2% |
27% |
False |
False |
3,156 |
| 100 |
3.299 |
2.911 |
0.388 |
12.9% |
0.032 |
1.1% |
27% |
False |
False |
2,723 |
| 120 |
3.299 |
2.911 |
0.388 |
12.9% |
0.030 |
1.0% |
27% |
False |
False |
2,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.326 |
|
2.618 |
3.216 |
|
1.618 |
3.149 |
|
1.000 |
3.108 |
|
0.618 |
3.082 |
|
HIGH |
3.041 |
|
0.618 |
3.015 |
|
0.500 |
3.008 |
|
0.382 |
3.000 |
|
LOW |
2.974 |
|
0.618 |
2.933 |
|
1.000 |
2.907 |
|
1.618 |
2.866 |
|
2.618 |
2.799 |
|
4.250 |
2.689 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.013 |
3.046 |
| PP |
3.010 |
3.036 |
| S1 |
3.008 |
3.026 |
|