NYMEX Natural Gas Future March 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 |
2.641 |
2.623 |
-0.018 |
-0.7% |
2.643 |
| High |
2.720 |
2.722 |
0.002 |
0.1% |
2.751 |
| Low |
2.607 |
2.588 |
-0.019 |
-0.7% |
2.532 |
| Close |
2.631 |
2.699 |
0.068 |
2.6% |
2.622 |
| Range |
0.113 |
0.134 |
0.021 |
18.6% |
0.219 |
| ATR |
0.100 |
0.103 |
0.002 |
2.4% |
0.000 |
| Volume |
49,060 |
53,978 |
4,918 |
10.0% |
283,890 |
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.072 |
3.019 |
2.773 |
|
| R3 |
2.938 |
2.885 |
2.736 |
|
| R2 |
2.804 |
2.804 |
2.724 |
|
| R1 |
2.751 |
2.751 |
2.711 |
2.778 |
| PP |
2.670 |
2.670 |
2.670 |
2.683 |
| S1 |
2.617 |
2.617 |
2.687 |
2.644 |
| S2 |
2.536 |
2.536 |
2.674 |
|
| S3 |
2.402 |
2.483 |
2.662 |
|
| S4 |
2.268 |
2.349 |
2.625 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.292 |
3.176 |
2.742 |
|
| R3 |
3.073 |
2.957 |
2.682 |
|
| R2 |
2.854 |
2.854 |
2.662 |
|
| R1 |
2.738 |
2.738 |
2.642 |
2.687 |
| PP |
2.635 |
2.635 |
2.635 |
2.609 |
| S1 |
2.519 |
2.519 |
2.602 |
2.468 |
| S2 |
2.416 |
2.416 |
2.582 |
|
| S3 |
2.197 |
2.300 |
2.562 |
|
| S4 |
1.978 |
2.081 |
2.502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.725 |
2.532 |
0.193 |
7.2% |
0.114 |
4.2% |
87% |
False |
False |
52,781 |
| 10 |
2.751 |
2.532 |
0.219 |
8.1% |
0.107 |
4.0% |
76% |
False |
False |
58,685 |
| 20 |
3.164 |
2.532 |
0.632 |
23.4% |
0.107 |
4.0% |
26% |
False |
False |
65,115 |
| 40 |
3.272 |
2.532 |
0.740 |
27.4% |
0.089 |
3.3% |
23% |
False |
False |
55,212 |
| 60 |
3.279 |
2.532 |
0.747 |
27.7% |
0.079 |
2.9% |
22% |
False |
False |
49,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.292 |
|
2.618 |
3.073 |
|
1.618 |
2.939 |
|
1.000 |
2.856 |
|
0.618 |
2.805 |
|
HIGH |
2.722 |
|
0.618 |
2.671 |
|
0.500 |
2.655 |
|
0.382 |
2.639 |
|
LOW |
2.588 |
|
0.618 |
2.505 |
|
1.000 |
2.454 |
|
1.618 |
2.371 |
|
2.618 |
2.237 |
|
4.250 |
2.019 |
|
|
| Fisher Pivots for day following 27-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.684 |
2.679 |
| PP |
2.670 |
2.658 |
| S1 |
2.655 |
2.638 |
|