NYMEX Natural Gas Future January 2018


Trading Metrics calculated at close of trading on 11-Dec-2017
Day Change Summary
Previous Current
08-Dec-2017 11-Dec-2017 Change Change % Previous Week
Open 2.769 2.831 0.062 2.2% 3.091
High 2.820 2.848 0.028 1.0% 3.127
Low 2.757 2.793 0.036 1.3% 2.747
Close 2.772 2.828 0.056 2.0% 2.772
Range 0.063 0.055 -0.008 -12.7% 0.380
ATR 0.102 0.100 -0.002 -1.8% 0.000
Volume 233,766 196,702 -37,064 -15.9% 1,284,125
Daily Pivots for day following 11-Dec-2017
Classic Woodie Camarilla DeMark
R4 2.988 2.963 2.858
R3 2.933 2.908 2.843
R2 2.878 2.878 2.838
R1 2.853 2.853 2.833 2.838
PP 2.823 2.823 2.823 2.816
S1 2.798 2.798 2.823 2.783
S2 2.768 2.768 2.818
S3 2.713 2.743 2.813
S4 2.658 2.688 2.798
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 4.022 3.777 2.981
R3 3.642 3.397 2.877
R2 3.262 3.262 2.842
R1 3.017 3.017 2.807 2.950
PP 2.882 2.882 2.882 2.848
S1 2.637 2.637 2.737 2.570
S2 2.502 2.502 2.702
S3 2.122 2.257 2.668
S4 1.742 1.877 2.563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.998 2.747 0.251 8.9% 0.099 3.5% 32% False False 248,520
10 3.218 2.747 0.471 16.7% 0.116 4.1% 17% False False 251,351
20 3.321 2.747 0.574 20.3% 0.098 3.5% 14% False False 193,104
40 3.321 2.747 0.574 20.3% 0.084 3.0% 14% False False 133,454
60 3.450 2.747 0.703 24.9% 0.078 2.7% 12% False False 107,821
80 3.450 2.747 0.703 24.9% 0.075 2.6% 12% False False 89,461
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.082
2.618 2.992
1.618 2.937
1.000 2.903
0.618 2.882
HIGH 2.848
0.618 2.827
0.500 2.821
0.382 2.814
LOW 2.793
0.618 2.759
1.000 2.738
1.618 2.704
2.618 2.649
4.250 2.559
Fisher Pivots for day following 11-Dec-2017
Pivot 1 day 3 day
R1 2.826 2.835
PP 2.823 2.832
S1 2.821 2.830

These figures are updated between 7pm and 10pm EST after a trading day.

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