NYMEX Natural Gas Future August 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2.930 |
2.943 |
0.013 |
0.4% |
3.039 |
| High |
2.947 |
2.998 |
0.051 |
1.7% |
3.043 |
| Low |
2.902 |
2.941 |
0.039 |
1.3% |
2.891 |
| Close |
2.931 |
2.981 |
0.050 |
1.7% |
2.945 |
| Range |
0.045 |
0.057 |
0.012 |
26.7% |
0.152 |
| ATR |
0.060 |
0.060 |
0.001 |
0.9% |
0.000 |
| Volume |
101,090 |
161,502 |
60,412 |
59.8% |
492,939 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.144 |
3.120 |
3.012 |
|
| R3 |
3.087 |
3.063 |
2.997 |
|
| R2 |
3.030 |
3.030 |
2.991 |
|
| R1 |
3.006 |
3.006 |
2.986 |
3.018 |
| PP |
2.973 |
2.973 |
2.973 |
2.980 |
| S1 |
2.949 |
2.949 |
2.976 |
2.961 |
| S2 |
2.916 |
2.916 |
2.971 |
|
| S3 |
2.859 |
2.892 |
2.965 |
|
| S4 |
2.802 |
2.835 |
2.950 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.416 |
3.332 |
3.029 |
|
| R3 |
3.264 |
3.180 |
2.987 |
|
| R2 |
3.112 |
3.112 |
2.973 |
|
| R1 |
3.028 |
3.028 |
2.959 |
2.994 |
| PP |
2.960 |
2.960 |
2.960 |
2.943 |
| S1 |
2.876 |
2.876 |
2.931 |
2.842 |
| S2 |
2.808 |
2.808 |
2.917 |
|
| S3 |
2.656 |
2.724 |
2.903 |
|
| S4 |
2.504 |
2.572 |
2.861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.006 |
2.896 |
0.110 |
3.7% |
0.054 |
1.8% |
77% |
False |
False |
109,429 |
| 10 |
3.043 |
2.891 |
0.152 |
5.1% |
0.060 |
2.0% |
59% |
False |
False |
101,431 |
| 20 |
3.043 |
2.883 |
0.160 |
5.4% |
0.060 |
2.0% |
61% |
False |
False |
83,143 |
| 40 |
3.043 |
2.727 |
0.316 |
10.6% |
0.057 |
1.9% |
80% |
False |
False |
55,220 |
| 60 |
3.043 |
2.727 |
0.316 |
10.6% |
0.056 |
1.9% |
80% |
False |
False |
43,248 |
| 80 |
3.043 |
2.727 |
0.316 |
10.6% |
0.054 |
1.8% |
80% |
False |
False |
35,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.240 |
|
2.618 |
3.147 |
|
1.618 |
3.090 |
|
1.000 |
3.055 |
|
0.618 |
3.033 |
|
HIGH |
2.998 |
|
0.618 |
2.976 |
|
0.500 |
2.970 |
|
0.382 |
2.963 |
|
LOW |
2.941 |
|
0.618 |
2.906 |
|
1.000 |
2.884 |
|
1.618 |
2.849 |
|
2.618 |
2.792 |
|
4.250 |
2.699 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.977 |
2.970 |
| PP |
2.973 |
2.958 |
| S1 |
2.970 |
2.947 |
|