NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.620 |
2.708 |
0.088 |
3.4% |
2.650 |
| High |
2.682 |
2.780 |
0.098 |
3.7% |
2.778 |
| Low |
2.583 |
2.630 |
0.047 |
1.8% |
2.568 |
| Close |
2.667 |
2.643 |
-0.024 |
-0.9% |
2.667 |
| Range |
0.099 |
0.150 |
0.051 |
51.5% |
0.210 |
| ATR |
0.109 |
0.112 |
0.003 |
2.7% |
0.000 |
| Volume |
68,187 |
81,462 |
13,275 |
19.5% |
880,129 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.134 |
3.039 |
2.726 |
|
| R3 |
2.984 |
2.889 |
2.684 |
|
| R2 |
2.834 |
2.834 |
2.671 |
|
| R1 |
2.739 |
2.739 |
2.657 |
2.712 |
| PP |
2.684 |
2.684 |
2.684 |
2.671 |
| S1 |
2.589 |
2.589 |
2.629 |
2.562 |
| S2 |
2.534 |
2.534 |
2.616 |
|
| S3 |
2.384 |
2.439 |
2.602 |
|
| S4 |
2.234 |
2.289 |
2.561 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.301 |
3.194 |
2.783 |
|
| R3 |
3.091 |
2.984 |
2.725 |
|
| R2 |
2.881 |
2.881 |
2.706 |
|
| R1 |
2.774 |
2.774 |
2.686 |
2.828 |
| PP |
2.671 |
2.671 |
2.671 |
2.698 |
| S1 |
2.564 |
2.564 |
2.648 |
2.618 |
| S2 |
2.461 |
2.461 |
2.629 |
|
| S3 |
2.251 |
2.354 |
2.609 |
|
| S4 |
2.041 |
2.144 |
2.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.780 |
2.568 |
0.212 |
8.0% |
0.115 |
4.4% |
35% |
True |
False |
145,952 |
| 10 |
2.844 |
2.568 |
0.276 |
10.4% |
0.121 |
4.6% |
27% |
False |
False |
192,723 |
| 20 |
3.218 |
2.568 |
0.650 |
24.6% |
0.119 |
4.5% |
12% |
False |
False |
222,037 |
| 40 |
3.321 |
2.568 |
0.753 |
28.5% |
0.098 |
3.7% |
10% |
False |
False |
168,090 |
| 60 |
3.321 |
2.568 |
0.753 |
28.5% |
0.088 |
3.3% |
10% |
False |
False |
132,576 |
| 80 |
3.450 |
2.568 |
0.882 |
33.4% |
0.082 |
3.1% |
9% |
False |
False |
110,477 |
| 100 |
3.450 |
2.568 |
0.882 |
33.4% |
0.077 |
2.9% |
9% |
False |
False |
93,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.418 |
|
2.618 |
3.173 |
|
1.618 |
3.023 |
|
1.000 |
2.930 |
|
0.618 |
2.873 |
|
HIGH |
2.780 |
|
0.618 |
2.723 |
|
0.500 |
2.705 |
|
0.382 |
2.687 |
|
LOW |
2.630 |
|
0.618 |
2.537 |
|
1.000 |
2.480 |
|
1.618 |
2.387 |
|
2.618 |
2.237 |
|
4.250 |
1.993 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.705 |
2.674 |
| PP |
2.684 |
2.664 |
| S1 |
2.664 |
2.653 |
|