NYMEX Natural Gas Future February 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 2.681 2.646 -0.035 -1.3% 2.670
High 2.766 2.753 -0.013 -0.5% 2.789
Low 2.635 2.612 -0.023 -0.9% 2.562
Close 2.654 2.732 0.078 2.9% 2.658
Range 0.131 0.141 0.010 7.6% 0.227
ATR 0.107 0.109 0.002 2.3% 0.000
Volume 172,743 175,025 2,282 1.3% 638,209
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 3.122 3.068 2.810
R3 2.981 2.927 2.771
R2 2.840 2.840 2.758
R1 2.786 2.786 2.745 2.813
PP 2.699 2.699 2.699 2.713
S1 2.645 2.645 2.719 2.672
S2 2.558 2.558 2.706
S3 2.417 2.504 2.693
S4 2.276 2.363 2.654
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 3.351 3.231 2.783
R3 3.124 3.004 2.720
R2 2.897 2.897 2.700
R1 2.777 2.777 2.679 2.724
PP 2.670 2.670 2.670 2.643
S1 2.550 2.550 2.637 2.497
S2 2.443 2.443 2.616
S3 2.216 2.323 2.596
S4 1.989 2.096 2.533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.766 2.562 0.204 7.5% 0.122 4.5% 83% False False 142,375
10 2.789 2.562 0.227 8.3% 0.114 4.2% 75% False False 133,832
20 3.210 2.562 0.648 23.7% 0.114 4.2% 26% False False 114,133
40 3.320 2.562 0.758 27.7% 0.095 3.5% 22% False False 75,145
60 3.321 2.562 0.759 27.8% 0.084 3.1% 22% False False 57,998
80 3.446 2.562 0.884 32.4% 0.079 2.9% 19% False False 47,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.352
2.618 3.122
1.618 2.981
1.000 2.894
0.618 2.840
HIGH 2.753
0.618 2.699
0.500 2.683
0.382 2.666
LOW 2.612
0.618 2.525
1.000 2.471
1.618 2.384
2.618 2.243
4.250 2.013
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 2.716 2.713
PP 2.699 2.694
S1 2.683 2.675

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

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