NYMEX Natural Gas Future May 2018
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2.627 |
2.670 |
0.043 |
1.6% |
2.713 |
| High |
2.680 |
2.721 |
0.041 |
1.5% |
2.736 |
| Low |
2.610 |
2.660 |
0.050 |
1.9% |
2.622 |
| Close |
2.657 |
2.714 |
0.057 |
2.1% |
2.633 |
| Range |
0.070 |
0.061 |
-0.009 |
-12.9% |
0.114 |
| ATR |
0.059 |
0.060 |
0.000 |
0.6% |
0.000 |
| Volume |
130,129 |
148,928 |
18,799 |
14.4% |
499,028 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.881 |
2.859 |
2.748 |
|
| R3 |
2.820 |
2.798 |
2.731 |
|
| R2 |
2.759 |
2.759 |
2.725 |
|
| R1 |
2.737 |
2.737 |
2.720 |
2.748 |
| PP |
2.698 |
2.698 |
2.698 |
2.704 |
| S1 |
2.676 |
2.676 |
2.708 |
2.687 |
| S2 |
2.637 |
2.637 |
2.703 |
|
| S3 |
2.576 |
2.615 |
2.697 |
|
| S4 |
2.515 |
2.554 |
2.680 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.006 |
2.933 |
2.696 |
|
| R3 |
2.892 |
2.819 |
2.664 |
|
| R2 |
2.778 |
2.778 |
2.654 |
|
| R1 |
2.705 |
2.705 |
2.643 |
2.685 |
| PP |
2.664 |
2.664 |
2.664 |
2.653 |
| S1 |
2.591 |
2.591 |
2.623 |
2.571 |
| S2 |
2.550 |
2.550 |
2.612 |
|
| S3 |
2.436 |
2.477 |
2.602 |
|
| S4 |
2.322 |
2.363 |
2.570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.735 |
2.610 |
0.125 |
4.6% |
0.059 |
2.2% |
83% |
False |
False |
119,169 |
| 10 |
2.820 |
2.610 |
0.210 |
7.7% |
0.060 |
2.2% |
50% |
False |
False |
100,789 |
| 20 |
2.831 |
2.610 |
0.221 |
8.1% |
0.056 |
2.1% |
47% |
False |
False |
86,817 |
| 40 |
2.951 |
2.600 |
0.351 |
12.9% |
0.061 |
2.2% |
32% |
False |
False |
70,214 |
| 60 |
2.951 |
2.600 |
0.351 |
12.9% |
0.064 |
2.3% |
32% |
False |
False |
62,707 |
| 80 |
2.951 |
2.504 |
0.447 |
16.5% |
0.066 |
2.4% |
47% |
False |
False |
54,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.980 |
|
2.618 |
2.881 |
|
1.618 |
2.820 |
|
1.000 |
2.782 |
|
0.618 |
2.759 |
|
HIGH |
2.721 |
|
0.618 |
2.698 |
|
0.500 |
2.691 |
|
0.382 |
2.683 |
|
LOW |
2.660 |
|
0.618 |
2.622 |
|
1.000 |
2.599 |
|
1.618 |
2.561 |
|
2.618 |
2.500 |
|
4.250 |
2.401 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.706 |
2.698 |
| PP |
2.698 |
2.682 |
| S1 |
2.691 |
2.666 |
|