NYMEX Natural Gas Future March 2018
| Trading Metrics calculated at close of trading on 29-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2.714 |
2.886 |
0.172 |
6.3% |
2.641 |
| High |
2.903 |
2.956 |
0.053 |
1.8% |
2.956 |
| Low |
2.700 |
2.873 |
0.173 |
6.4% |
2.588 |
| Close |
2.878 |
2.906 |
0.028 |
1.0% |
2.906 |
| Range |
0.203 |
0.083 |
-0.120 |
-59.1% |
0.368 |
| ATR |
0.110 |
0.108 |
-0.002 |
-1.7% |
0.000 |
| Volume |
129,235 |
99,952 |
-29,283 |
-22.7% |
332,225 |
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.161 |
3.116 |
2.952 |
|
| R3 |
3.078 |
3.033 |
2.929 |
|
| R2 |
2.995 |
2.995 |
2.921 |
|
| R1 |
2.950 |
2.950 |
2.914 |
2.973 |
| PP |
2.912 |
2.912 |
2.912 |
2.923 |
| S1 |
2.867 |
2.867 |
2.898 |
2.890 |
| S2 |
2.829 |
2.829 |
2.891 |
|
| S3 |
2.746 |
2.784 |
2.883 |
|
| S4 |
2.663 |
2.701 |
2.860 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.921 |
3.781 |
3.108 |
|
| R3 |
3.553 |
3.413 |
3.007 |
|
| R2 |
3.185 |
3.185 |
2.973 |
|
| R1 |
3.045 |
3.045 |
2.940 |
3.115 |
| PP |
2.817 |
2.817 |
2.817 |
2.852 |
| S1 |
2.677 |
2.677 |
2.872 |
2.747 |
| S2 |
2.449 |
2.449 |
2.839 |
|
| S3 |
2.081 |
2.309 |
2.805 |
|
| S4 |
1.713 |
1.941 |
2.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.956 |
2.553 |
0.403 |
13.9% |
0.124 |
4.3% |
88% |
True |
False |
73,164 |
| 10 |
2.956 |
2.532 |
0.424 |
14.6% |
0.119 |
4.1% |
88% |
True |
False |
68,626 |
| 20 |
3.082 |
2.532 |
0.550 |
18.9% |
0.109 |
3.8% |
68% |
False |
False |
69,799 |
| 40 |
3.272 |
2.532 |
0.740 |
25.5% |
0.092 |
3.2% |
51% |
False |
False |
58,939 |
| 60 |
3.279 |
2.532 |
0.747 |
25.7% |
0.082 |
2.8% |
50% |
False |
False |
51,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.309 |
|
2.618 |
3.173 |
|
1.618 |
3.090 |
|
1.000 |
3.039 |
|
0.618 |
3.007 |
|
HIGH |
2.956 |
|
0.618 |
2.924 |
|
0.500 |
2.915 |
|
0.382 |
2.905 |
|
LOW |
2.873 |
|
0.618 |
2.822 |
|
1.000 |
2.790 |
|
1.618 |
2.739 |
|
2.618 |
2.656 |
|
4.250 |
2.520 |
|
|
| Fisher Pivots for day following 29-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.915 |
2.861 |
| PP |
2.912 |
2.817 |
| S1 |
2.909 |
2.772 |
|