NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.801 |
2.696 |
-0.105 |
-3.7% |
3.091 |
| High |
2.844 |
2.751 |
-0.093 |
-3.3% |
3.127 |
| Low |
2.673 |
2.656 |
-0.017 |
-0.6% |
2.747 |
| Close |
2.678 |
2.715 |
0.037 |
1.4% |
2.772 |
| Range |
0.171 |
0.095 |
-0.076 |
-44.4% |
0.380 |
| ATR |
0.105 |
0.105 |
-0.001 |
-0.7% |
0.000 |
| Volume |
312,864 |
256,783 |
-56,081 |
-17.9% |
1,284,125 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.992 |
2.949 |
2.767 |
|
| R3 |
2.897 |
2.854 |
2.741 |
|
| R2 |
2.802 |
2.802 |
2.732 |
|
| R1 |
2.759 |
2.759 |
2.724 |
2.781 |
| PP |
2.707 |
2.707 |
2.707 |
2.718 |
| S1 |
2.664 |
2.664 |
2.706 |
2.686 |
| S2 |
2.612 |
2.612 |
2.698 |
|
| S3 |
2.517 |
2.569 |
2.689 |
|
| S4 |
2.422 |
2.474 |
2.663 |
|
|
| 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 |
2.922 |
2.656 |
0.266 |
9.8% |
0.112 |
4.1% |
22% |
False |
True |
278,527 |
| 10 |
3.194 |
2.656 |
0.538 |
19.8% |
0.121 |
4.4% |
11% |
False |
True |
258,134 |
| 20 |
3.244 |
2.656 |
0.588 |
21.7% |
0.103 |
3.8% |
10% |
False |
True |
209,516 |
| 40 |
3.321 |
2.656 |
0.665 |
24.5% |
0.087 |
3.2% |
9% |
False |
True |
145,046 |
| 60 |
3.437 |
2.656 |
0.781 |
28.8% |
0.080 |
3.0% |
8% |
False |
True |
115,888 |
| 80 |
3.450 |
2.656 |
0.794 |
29.2% |
0.076 |
2.8% |
7% |
False |
True |
95,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.155 |
|
2.618 |
3.000 |
|
1.618 |
2.905 |
|
1.000 |
2.846 |
|
0.618 |
2.810 |
|
HIGH |
2.751 |
|
0.618 |
2.715 |
|
0.500 |
2.704 |
|
0.382 |
2.692 |
|
LOW |
2.656 |
|
0.618 |
2.597 |
|
1.000 |
2.561 |
|
1.618 |
2.502 |
|
2.618 |
2.407 |
|
4.250 |
2.252 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.711 |
2.752 |
| PP |
2.707 |
2.740 |
| S1 |
2.704 |
2.727 |
|