NYMEX Natural Gas Future January 2018
| Trading Metrics calculated at close of trading on 27-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.708 |
2.639 |
-0.069 |
-2.5% |
2.650 |
| High |
2.780 |
2.762 |
-0.018 |
-0.6% |
2.778 |
| Low |
2.630 |
2.598 |
-0.032 |
-1.2% |
2.568 |
| Close |
2.643 |
2.738 |
0.095 |
3.6% |
2.667 |
| Range |
0.150 |
0.164 |
0.014 |
9.3% |
0.210 |
| ATR |
0.112 |
0.116 |
0.004 |
3.3% |
0.000 |
| Volume |
81,462 |
18,504 |
-62,958 |
-77.3% |
880,129 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.191 |
3.129 |
2.828 |
|
| R3 |
3.027 |
2.965 |
2.783 |
|
| R2 |
2.863 |
2.863 |
2.768 |
|
| R1 |
2.801 |
2.801 |
2.753 |
2.832 |
| PP |
2.699 |
2.699 |
2.699 |
2.715 |
| S1 |
2.637 |
2.637 |
2.723 |
2.668 |
| S2 |
2.535 |
2.535 |
2.708 |
|
| S3 |
2.371 |
2.473 |
2.693 |
|
| S4 |
2.207 |
2.309 |
2.648 |
|
|
| 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 |
7.7% |
0.132 |
4.8% |
80% |
False |
False |
105,784 |
| 10 |
2.780 |
2.568 |
0.212 |
7.7% |
0.121 |
4.4% |
80% |
False |
False |
163,287 |
| 20 |
3.218 |
2.568 |
0.650 |
23.7% |
0.120 |
4.4% |
26% |
False |
False |
209,389 |
| 40 |
3.321 |
2.568 |
0.753 |
27.5% |
0.100 |
3.7% |
23% |
False |
False |
167,356 |
| 60 |
3.321 |
2.568 |
0.753 |
27.5% |
0.088 |
3.2% |
23% |
False |
False |
131,828 |
| 80 |
3.450 |
2.568 |
0.882 |
32.2% |
0.083 |
3.0% |
19% |
False |
False |
109,921 |
| 100 |
3.450 |
2.568 |
0.882 |
32.2% |
0.079 |
2.9% |
19% |
False |
False |
93,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.459 |
|
2.618 |
3.191 |
|
1.618 |
3.027 |
|
1.000 |
2.926 |
|
0.618 |
2.863 |
|
HIGH |
2.762 |
|
0.618 |
2.699 |
|
0.500 |
2.680 |
|
0.382 |
2.661 |
|
LOW |
2.598 |
|
0.618 |
2.497 |
|
1.000 |
2.434 |
|
1.618 |
2.333 |
|
2.618 |
2.169 |
|
4.250 |
1.901 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.719 |
2.719 |
| PP |
2.699 |
2.700 |
| S1 |
2.680 |
2.682 |
|