NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
3.091 |
2.976 |
-0.115 |
-3.7% |
3.013 |
| High |
3.127 |
2.998 |
-0.129 |
-4.1% |
3.218 |
| Low |
2.953 |
2.875 |
-0.078 |
-2.6% |
2.971 |
| Close |
2.985 |
2.914 |
-0.071 |
-2.4% |
3.061 |
| Range |
0.174 |
0.123 |
-0.051 |
-29.3% |
0.247 |
| ATR |
0.100 |
0.102 |
0.002 |
1.6% |
0.000 |
| Volume |
238,226 |
240,838 |
2,612 |
1.1% |
1,259,783 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.298 |
3.229 |
2.982 |
|
| R3 |
3.175 |
3.106 |
2.948 |
|
| R2 |
3.052 |
3.052 |
2.937 |
|
| R1 |
2.983 |
2.983 |
2.925 |
2.956 |
| PP |
2.929 |
2.929 |
2.929 |
2.916 |
| S1 |
2.860 |
2.860 |
2.903 |
2.833 |
| S2 |
2.806 |
2.806 |
2.891 |
|
| S3 |
2.683 |
2.737 |
2.880 |
|
| S4 |
2.560 |
2.614 |
2.846 |
|
|
| 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 |
2.875 |
0.343 |
11.8% |
0.132 |
4.5% |
11% |
False |
True |
248,055 |
| 10 |
3.218 |
2.875 |
0.343 |
11.8% |
0.116 |
4.0% |
11% |
False |
True |
219,219 |
| 20 |
3.321 |
2.875 |
0.446 |
15.3% |
0.093 |
3.2% |
9% |
False |
True |
168,010 |
| 40 |
3.321 |
2.875 |
0.446 |
15.3% |
0.081 |
2.8% |
9% |
False |
True |
116,611 |
| 60 |
3.450 |
2.875 |
0.575 |
19.7% |
0.076 |
2.6% |
7% |
False |
True |
94,216 |
| 80 |
3.450 |
2.875 |
0.575 |
19.7% |
0.073 |
2.5% |
7% |
False |
True |
78,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.521 |
|
2.618 |
3.320 |
|
1.618 |
3.197 |
|
1.000 |
3.121 |
|
0.618 |
3.074 |
|
HIGH |
2.998 |
|
0.618 |
2.951 |
|
0.500 |
2.937 |
|
0.382 |
2.922 |
|
LOW |
2.875 |
|
0.618 |
2.799 |
|
1.000 |
2.752 |
|
1.618 |
2.676 |
|
2.618 |
2.553 |
|
4.250 |
2.352 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.937 |
3.001 |
| PP |
2.929 |
2.972 |
| S1 |
2.922 |
2.943 |
|