NYMEX Natural Gas Future February 2018


Trading Metrics calculated at close of trading on 20-Dec-2017
Day Change Summary
Previous Current
19-Dec-2017 20-Dec-2017 Change Change % Previous Week
Open 2.747 2.725 -0.022 -0.8% 2.862
High 2.775 2.758 -0.017 -0.6% 2.862
Low 2.693 2.612 -0.081 -3.0% 2.602
Close 2.697 2.636 -0.061 -2.3% 2.635
Range 0.082 0.146 0.064 78.0% 0.260
ATR 0.104 0.107 0.003 2.9% 0.000
Volume 133,908 116,860 -17,048 -12.7% 604,869
Daily Pivots for day following 20-Dec-2017
Classic Woodie Camarilla DeMark
R4 3.107 3.017 2.716
R3 2.961 2.871 2.676
R2 2.815 2.815 2.663
R1 2.725 2.725 2.649 2.697
PP 2.669 2.669 2.669 2.655
S1 2.579 2.579 2.623 2.551
S2 2.523 2.523 2.609
S3 2.377 2.433 2.596
S4 2.231 2.287 2.556
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 3.480 3.317 2.778
R3 3.220 3.057 2.707
R2 2.960 2.960 2.683
R1 2.797 2.797 2.659 2.749
PP 2.700 2.700 2.700 2.675
S1 2.537 2.537 2.611 2.489
S2 2.440 2.440 2.587
S3 2.180 2.277 2.564
S4 1.920 2.017 2.492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.789 2.602 0.187 7.1% 0.116 4.4% 18% False False 121,403
10 2.924 2.602 0.322 12.2% 0.112 4.2% 11% False False 128,284
20 3.210 2.602 0.608 23.1% 0.112 4.2% 6% False False 93,253
40 3.320 2.602 0.718 27.2% 0.091 3.4% 5% False False 62,365
60 3.352 2.602 0.750 28.5% 0.081 3.1% 5% False False 49,335
80 3.446 2.602 0.844 32.0% 0.077 2.9% 4% False False 40,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.379
2.618 3.140
1.618 2.994
1.000 2.904
0.618 2.848
HIGH 2.758
0.618 2.702
0.500 2.685
0.382 2.668
LOW 2.612
0.618 2.522
1.000 2.466
1.618 2.376
2.618 2.230
4.250 1.992
Fisher Pivots for day following 20-Dec-2017
Pivot 1 day 3 day
R1 2.685 2.701
PP 2.669 2.679
S1 2.652 2.658

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

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