NYMEX Natural Gas Future February 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2.962 |
2.906 |
-0.056 |
-1.9% |
3.030 |
| High |
2.989 |
3.139 |
0.150 |
5.0% |
3.097 |
| Low |
2.869 |
2.884 |
0.015 |
0.5% |
2.746 |
| Close |
2.906 |
3.084 |
0.178 |
6.1% |
2.795 |
| Range |
0.120 |
0.255 |
0.135 |
112.5% |
0.351 |
| ATR |
0.125 |
0.134 |
0.009 |
7.5% |
0.000 |
| Volume |
254,155 |
405,113 |
150,958 |
59.4% |
1,140,716 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.801 |
3.697 |
3.224 |
|
| R3 |
3.546 |
3.442 |
3.154 |
|
| R2 |
3.291 |
3.291 |
3.131 |
|
| R1 |
3.187 |
3.187 |
3.107 |
3.239 |
| PP |
3.036 |
3.036 |
3.036 |
3.062 |
| S1 |
2.932 |
2.932 |
3.061 |
2.984 |
| S2 |
2.781 |
2.781 |
3.037 |
|
| S3 |
2.526 |
2.677 |
3.014 |
|
| S4 |
2.271 |
2.422 |
2.944 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.932 |
3.715 |
2.988 |
|
| R3 |
3.581 |
3.364 |
2.892 |
|
| R2 |
3.230 |
3.230 |
2.859 |
|
| R1 |
3.013 |
3.013 |
2.827 |
2.946 |
| PP |
2.879 |
2.879 |
2.879 |
2.846 |
| S1 |
2.662 |
2.662 |
2.763 |
2.595 |
| S2 |
2.528 |
2.528 |
2.731 |
|
| S3 |
2.177 |
2.311 |
2.698 |
|
| S4 |
1.826 |
1.960 |
2.602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.139 |
2.746 |
0.393 |
12.7% |
0.148 |
4.8% |
86% |
True |
False |
281,401 |
| 10 |
3.139 |
2.734 |
0.405 |
13.1% |
0.154 |
5.0% |
86% |
True |
False |
290,255 |
| 20 |
3.139 |
2.562 |
0.577 |
18.7% |
0.134 |
4.3% |
90% |
True |
False |
212,044 |
| 40 |
3.248 |
2.562 |
0.686 |
22.2% |
0.116 |
3.7% |
76% |
False |
False |
139,105 |
| 60 |
3.321 |
2.562 |
0.759 |
24.6% |
0.100 |
3.2% |
69% |
False |
False |
102,192 |
| 80 |
3.446 |
2.562 |
0.884 |
28.7% |
0.090 |
2.9% |
59% |
False |
False |
81,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.223 |
|
2.618 |
3.807 |
|
1.618 |
3.552 |
|
1.000 |
3.394 |
|
0.618 |
3.297 |
|
HIGH |
3.139 |
|
0.618 |
3.042 |
|
0.500 |
3.012 |
|
0.382 |
2.981 |
|
LOW |
2.884 |
|
0.618 |
2.726 |
|
1.000 |
2.629 |
|
1.618 |
2.471 |
|
2.618 |
2.216 |
|
4.250 |
1.800 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.060 |
3.050 |
| PP |
3.036 |
3.016 |
| S1 |
3.012 |
2.982 |
|