NYMEX Natural Gas Future March 2018
| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
3.051 |
3.105 |
0.054 |
1.8% |
2.980 |
| High |
3.169 |
3.197 |
0.028 |
0.9% |
3.197 |
| Low |
3.045 |
3.072 |
0.027 |
0.9% |
2.907 |
| Close |
3.099 |
3.175 |
0.076 |
2.5% |
3.175 |
| Range |
0.124 |
0.125 |
0.001 |
0.8% |
0.290 |
| ATR |
0.120 |
0.121 |
0.000 |
0.3% |
0.000 |
| Volume |
303,351 |
259,611 |
-43,740 |
-14.4% |
1,246,330 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.523 |
3.474 |
3.244 |
|
| R3 |
3.398 |
3.349 |
3.209 |
|
| R2 |
3.273 |
3.273 |
3.198 |
|
| R1 |
3.224 |
3.224 |
3.186 |
3.249 |
| PP |
3.148 |
3.148 |
3.148 |
3.160 |
| S1 |
3.099 |
3.099 |
3.164 |
3.124 |
| S2 |
3.023 |
3.023 |
3.152 |
|
| S3 |
2.898 |
2.974 |
3.141 |
|
| S4 |
2.773 |
2.849 |
3.106 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.963 |
3.859 |
3.335 |
|
| R3 |
3.673 |
3.569 |
3.255 |
|
| R2 |
3.383 |
3.383 |
3.228 |
|
| R1 |
3.279 |
3.279 |
3.202 |
3.331 |
| PP |
3.093 |
3.093 |
3.093 |
3.119 |
| S1 |
2.989 |
2.989 |
3.148 |
3.041 |
| S2 |
2.803 |
2.803 |
3.122 |
|
| S3 |
2.513 |
2.699 |
3.095 |
|
| S4 |
2.223 |
2.409 |
3.016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.197 |
2.907 |
0.290 |
9.1% |
0.125 |
3.9% |
92% |
True |
False |
249,266 |
| 10 |
3.197 |
2.872 |
0.325 |
10.2% |
0.116 |
3.7% |
93% |
True |
False |
223,122 |
| 20 |
3.197 |
2.693 |
0.504 |
15.9% |
0.127 |
4.0% |
96% |
True |
False |
179,743 |
| 40 |
3.197 |
2.532 |
0.665 |
20.9% |
0.117 |
3.7% |
97% |
True |
False |
122,429 |
| 60 |
3.272 |
2.532 |
0.740 |
23.3% |
0.102 |
3.2% |
87% |
False |
False |
96,722 |
| 80 |
3.279 |
2.532 |
0.747 |
23.5% |
0.091 |
2.9% |
86% |
False |
False |
81,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.728 |
|
2.618 |
3.524 |
|
1.618 |
3.399 |
|
1.000 |
3.322 |
|
0.618 |
3.274 |
|
HIGH |
3.197 |
|
0.618 |
3.149 |
|
0.500 |
3.135 |
|
0.382 |
3.120 |
|
LOW |
3.072 |
|
0.618 |
2.995 |
|
1.000 |
2.947 |
|
1.618 |
2.870 |
|
2.618 |
2.745 |
|
4.250 |
2.541 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.162 |
3.154 |
| PP |
3.148 |
3.132 |
| S1 |
3.135 |
3.111 |
|