NYMEX Natural Gas Future June 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 |
2.680 |
2.726 |
0.046 |
1.7% |
2.760 |
| High |
2.737 |
2.774 |
0.037 |
1.4% |
2.787 |
| Low |
2.676 |
2.719 |
0.043 |
1.6% |
2.682 |
| Close |
2.716 |
2.766 |
0.050 |
1.8% |
2.692 |
| Range |
0.061 |
0.055 |
-0.006 |
-9.8% |
0.105 |
| ATR |
0.055 |
0.055 |
0.000 |
0.4% |
0.000 |
| Volume |
27,922 |
52,180 |
24,258 |
86.9% |
137,767 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.918 |
2.897 |
2.796 |
|
| R3 |
2.863 |
2.842 |
2.781 |
|
| R2 |
2.808 |
2.808 |
2.776 |
|
| R1 |
2.787 |
2.787 |
2.771 |
2.798 |
| PP |
2.753 |
2.753 |
2.753 |
2.758 |
| S1 |
2.732 |
2.732 |
2.761 |
2.743 |
| S2 |
2.698 |
2.698 |
2.756 |
|
| S3 |
2.643 |
2.677 |
2.751 |
|
| S4 |
2.588 |
2.622 |
2.736 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.035 |
2.969 |
2.750 |
|
| R3 |
2.930 |
2.864 |
2.721 |
|
| R2 |
2.825 |
2.825 |
2.711 |
|
| R1 |
2.759 |
2.759 |
2.702 |
2.740 |
| PP |
2.720 |
2.720 |
2.720 |
2.711 |
| S1 |
2.654 |
2.654 |
2.682 |
2.635 |
| S2 |
2.615 |
2.615 |
2.673 |
|
| S3 |
2.510 |
2.549 |
2.663 |
|
| S4 |
2.405 |
2.444 |
2.634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.787 |
2.676 |
0.111 |
4.0% |
0.054 |
1.9% |
81% |
False |
False |
33,494 |
| 10 |
2.867 |
2.676 |
0.191 |
6.9% |
0.055 |
2.0% |
47% |
False |
False |
28,756 |
| 20 |
2.873 |
2.676 |
0.197 |
7.1% |
0.052 |
1.9% |
46% |
False |
False |
26,129 |
| 40 |
2.975 |
2.638 |
0.337 |
12.2% |
0.057 |
2.1% |
38% |
False |
False |
23,113 |
| 60 |
2.975 |
2.638 |
0.337 |
12.2% |
0.060 |
2.2% |
38% |
False |
False |
22,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.008 |
|
2.618 |
2.918 |
|
1.618 |
2.863 |
|
1.000 |
2.829 |
|
0.618 |
2.808 |
|
HIGH |
2.774 |
|
0.618 |
2.753 |
|
0.500 |
2.747 |
|
0.382 |
2.740 |
|
LOW |
2.719 |
|
0.618 |
2.685 |
|
1.000 |
2.664 |
|
1.618 |
2.630 |
|
2.618 |
2.575 |
|
4.250 |
2.485 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.760 |
2.752 |
| PP |
2.753 |
2.739 |
| S1 |
2.747 |
2.725 |
|