NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.976 |
2.910 |
-0.066 |
-2.2% |
3.013 |
| High |
2.998 |
2.961 |
-0.037 |
-1.2% |
3.218 |
| Low |
2.875 |
2.884 |
0.009 |
0.3% |
2.971 |
| Close |
2.914 |
2.922 |
0.008 |
0.3% |
3.061 |
| Range |
0.123 |
0.077 |
-0.046 |
-37.4% |
0.247 |
| ATR |
0.102 |
0.100 |
-0.002 |
-1.7% |
0.000 |
| Volume |
240,838 |
178,775 |
-62,063 |
-25.8% |
1,259,783 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.153 |
3.115 |
2.964 |
|
| R3 |
3.076 |
3.038 |
2.943 |
|
| R2 |
2.999 |
2.999 |
2.936 |
|
| R1 |
2.961 |
2.961 |
2.929 |
2.980 |
| PP |
2.922 |
2.922 |
2.922 |
2.932 |
| S1 |
2.884 |
2.884 |
2.915 |
2.903 |
| S2 |
2.845 |
2.845 |
2.908 |
|
| S3 |
2.768 |
2.807 |
2.901 |
|
| S4 |
2.691 |
2.730 |
2.880 |
|
|
| 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 |
3.194 |
2.875 |
0.319 |
10.9% |
0.130 |
4.4% |
15% |
False |
False |
237,741 |
| 10 |
3.218 |
2.875 |
0.343 |
11.7% |
0.118 |
4.0% |
14% |
False |
False |
227,334 |
| 20 |
3.321 |
2.875 |
0.446 |
15.3% |
0.092 |
3.2% |
11% |
False |
False |
170,321 |
| 40 |
3.321 |
2.875 |
0.446 |
15.3% |
0.082 |
2.8% |
11% |
False |
False |
119,137 |
| 60 |
3.450 |
2.875 |
0.575 |
19.7% |
0.076 |
2.6% |
8% |
False |
False |
96,143 |
| 80 |
3.450 |
2.875 |
0.575 |
19.7% |
0.073 |
2.5% |
8% |
False |
False |
80,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.288 |
|
2.618 |
3.163 |
|
1.618 |
3.086 |
|
1.000 |
3.038 |
|
0.618 |
3.009 |
|
HIGH |
2.961 |
|
0.618 |
2.932 |
|
0.500 |
2.923 |
|
0.382 |
2.913 |
|
LOW |
2.884 |
|
0.618 |
2.836 |
|
1.000 |
2.807 |
|
1.618 |
2.759 |
|
2.618 |
2.682 |
|
4.250 |
2.557 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.923 |
3.001 |
| PP |
2.922 |
2.975 |
| S1 |
2.922 |
2.948 |
|