NYMEX Natural Gas Future January 2018


Trading Metrics calculated at close of trading on 21-Dec-2017
Day Change Summary
Previous Current
20-Dec-2017 21-Dec-2017 Change Change % Previous Week
Open 2.722 2.654 -0.068 -2.5% 2.831
High 2.756 2.669 -0.087 -3.2% 2.848
Low 2.610 2.568 -0.042 -1.6% 2.581
Close 2.637 2.598 -0.039 -1.5% 2.612
Range 0.146 0.101 -0.045 -30.8% 0.267
ATR 0.111 0.110 -0.001 -0.6% 0.000
Volume 183,119 177,652 -5,467 -3.0% 1,162,350
Daily Pivots for day following 21-Dec-2017
Classic Woodie Camarilla DeMark
R4 2.915 2.857 2.654
R3 2.814 2.756 2.626
R2 2.713 2.713 2.617
R1 2.655 2.655 2.607 2.634
PP 2.612 2.612 2.612 2.601
S1 2.554 2.554 2.589 2.533
S2 2.511 2.511 2.579
S3 2.410 2.453 2.570
S4 2.309 2.352 2.542
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 3.481 3.314 2.759
R3 3.214 3.047 2.685
R2 2.947 2.947 2.661
R1 2.780 2.780 2.636 2.730
PP 2.680 2.680 2.680 2.656
S1 2.513 2.513 2.588 2.463
S2 2.413 2.413 2.563
S3 2.146 2.246 2.539
S4 1.879 1.979 2.465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.778 2.568 0.210 8.1% 0.125 4.8% 14% False True 200,571
10 2.848 2.568 0.280 10.8% 0.108 4.2% 11% False True 220,805
20 3.218 2.568 0.650 25.0% 0.118 4.6% 5% False True 235,336
40 3.321 2.568 0.753 29.0% 0.095 3.7% 4% False True 167,235
60 3.350 2.568 0.782 30.1% 0.085 3.3% 4% False True 131,530
80 3.450 2.568 0.882 33.9% 0.081 3.1% 3% False True 109,183
100 3.450 2.568 0.882 33.9% 0.076 2.9% 3% False True 92,922
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.098
2.618 2.933
1.618 2.832
1.000 2.770
0.618 2.731
HIGH 2.669
0.618 2.630
0.500 2.619
0.382 2.607
LOW 2.568
0.618 2.506
1.000 2.467
1.618 2.405
2.618 2.304
4.250 2.139
Fisher Pivots for day following 21-Dec-2017
Pivot 1 day 3 day
R1 2.619 2.669
PP 2.612 2.645
S1 2.605 2.622

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

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