NYMEX Natural Gas Future February 2018
| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.646 |
2.749 |
0.103 |
3.9% |
2.670 |
| High |
2.753 |
2.945 |
0.192 |
7.0% |
2.789 |
| Low |
2.612 |
2.734 |
0.122 |
4.7% |
2.562 |
| Close |
2.732 |
2.914 |
0.182 |
6.7% |
2.658 |
| Range |
0.141 |
0.211 |
0.070 |
49.6% |
0.227 |
| ATR |
0.109 |
0.117 |
0.007 |
6.8% |
0.000 |
| Volume |
175,025 |
313,122 |
138,097 |
78.9% |
638,209 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.497 |
3.417 |
3.030 |
|
| R3 |
3.286 |
3.206 |
2.972 |
|
| R2 |
3.075 |
3.075 |
2.953 |
|
| R1 |
2.995 |
2.995 |
2.933 |
3.035 |
| PP |
2.864 |
2.864 |
2.864 |
2.885 |
| S1 |
2.784 |
2.784 |
2.895 |
2.824 |
| S2 |
2.653 |
2.653 |
2.875 |
|
| S3 |
2.442 |
2.573 |
2.856 |
|
| S4 |
2.231 |
2.362 |
2.798 |
|
|
| 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 |
2.945 |
2.562 |
0.383 |
13.1% |
0.135 |
4.6% |
92% |
True |
False |
181,627 |
| 10 |
2.945 |
2.562 |
0.383 |
13.1% |
0.126 |
4.3% |
92% |
True |
False |
151,515 |
| 20 |
3.193 |
2.562 |
0.631 |
21.7% |
0.121 |
4.1% |
56% |
False |
False |
126,682 |
| 40 |
3.320 |
2.562 |
0.758 |
26.0% |
0.098 |
3.3% |
46% |
False |
False |
81,868 |
| 60 |
3.321 |
2.562 |
0.759 |
26.0% |
0.087 |
3.0% |
46% |
False |
False |
62,817 |
| 80 |
3.446 |
2.562 |
0.884 |
30.3% |
0.081 |
2.8% |
40% |
False |
False |
51,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.842 |
|
2.618 |
3.497 |
|
1.618 |
3.286 |
|
1.000 |
3.156 |
|
0.618 |
3.075 |
|
HIGH |
2.945 |
|
0.618 |
2.864 |
|
0.500 |
2.840 |
|
0.382 |
2.815 |
|
LOW |
2.734 |
|
0.618 |
2.604 |
|
1.000 |
2.523 |
|
1.618 |
2.393 |
|
2.618 |
2.182 |
|
4.250 |
1.837 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.889 |
2.869 |
| PP |
2.864 |
2.824 |
| S1 |
2.840 |
2.779 |
|