NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
3.175 |
3.032 |
-0.143 |
-4.5% |
3.013 |
| High |
3.194 |
3.117 |
-0.077 |
-2.4% |
3.218 |
| Low |
3.008 |
3.029 |
0.021 |
0.7% |
2.971 |
| Close |
3.025 |
3.061 |
0.036 |
1.2% |
3.061 |
| Range |
0.186 |
0.088 |
-0.098 |
-52.7% |
0.247 |
| ATR |
0.094 |
0.094 |
0.000 |
-0.2% |
0.000 |
| Volume |
317,425 |
213,443 |
-103,982 |
-32.8% |
1,259,783 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.285 |
3.109 |
|
| R3 |
3.245 |
3.197 |
3.085 |
|
| R2 |
3.157 |
3.157 |
3.077 |
|
| R1 |
3.109 |
3.109 |
3.069 |
3.133 |
| PP |
3.069 |
3.069 |
3.069 |
3.081 |
| S1 |
3.021 |
3.021 |
3.053 |
3.045 |
| S2 |
2.981 |
2.981 |
3.045 |
|
| S3 |
2.893 |
2.933 |
3.037 |
|
| S4 |
2.805 |
2.845 |
3.013 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.824 |
3.690 |
3.197 |
|
| R3 |
3.577 |
3.443 |
3.129 |
|
| R2 |
3.330 |
3.330 |
3.106 |
|
| R1 |
3.196 |
3.196 |
3.084 |
3.263 |
| PP |
3.083 |
3.083 |
3.083 |
3.117 |
| S1 |
2.949 |
2.949 |
3.038 |
3.016 |
| S2 |
2.836 |
2.836 |
3.016 |
|
| S3 |
2.589 |
2.702 |
2.993 |
|
| S4 |
2.342 |
2.455 |
2.925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.218 |
2.971 |
0.247 |
8.1% |
0.112 |
3.6% |
36% |
False |
False |
251,956 |
| 10 |
3.221 |
2.903 |
0.318 |
10.4% |
0.097 |
3.2% |
50% |
False |
False |
192,886 |
| 20 |
3.321 |
2.903 |
0.418 |
13.7% |
0.085 |
2.8% |
38% |
False |
False |
151,971 |
| 40 |
3.321 |
2.903 |
0.418 |
13.7% |
0.077 |
2.5% |
38% |
False |
False |
108,328 |
| 60 |
3.450 |
2.903 |
0.547 |
17.9% |
0.073 |
2.4% |
29% |
False |
False |
87,708 |
| 80 |
3.450 |
2.903 |
0.547 |
17.9% |
0.071 |
2.3% |
29% |
False |
False |
73,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.491 |
|
2.618 |
3.347 |
|
1.618 |
3.259 |
|
1.000 |
3.205 |
|
0.618 |
3.171 |
|
HIGH |
3.117 |
|
0.618 |
3.083 |
|
0.500 |
3.073 |
|
0.382 |
3.063 |
|
LOW |
3.029 |
|
0.618 |
2.975 |
|
1.000 |
2.941 |
|
1.618 |
2.887 |
|
2.618 |
2.799 |
|
4.250 |
2.655 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.073 |
3.113 |
| PP |
3.069 |
3.096 |
| S1 |
3.065 |
3.078 |
|