NYMEX Natural Gas Future August 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2.861 |
2.858 |
-0.003 |
-0.1% |
2.923 |
| High |
2.903 |
2.894 |
-0.009 |
-0.3% |
3.021 |
| Low |
2.852 |
2.822 |
-0.030 |
-1.1% |
2.896 |
| Close |
2.870 |
2.837 |
-0.033 |
-1.1% |
2.924 |
| Range |
0.051 |
0.072 |
0.021 |
41.2% |
0.125 |
| ATR |
0.061 |
0.062 |
0.001 |
1.2% |
0.000 |
| Volume |
121,584 |
128,995 |
7,411 |
6.1% |
620,732 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.067 |
3.024 |
2.877 |
|
| R3 |
2.995 |
2.952 |
2.857 |
|
| R2 |
2.923 |
2.923 |
2.850 |
|
| R1 |
2.880 |
2.880 |
2.844 |
2.866 |
| PP |
2.851 |
2.851 |
2.851 |
2.844 |
| S1 |
2.808 |
2.808 |
2.830 |
2.794 |
| S2 |
2.779 |
2.779 |
2.824 |
|
| S3 |
2.707 |
2.736 |
2.817 |
|
| S4 |
2.635 |
2.664 |
2.797 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.322 |
3.248 |
2.993 |
|
| R3 |
3.197 |
3.123 |
2.958 |
|
| R2 |
3.072 |
3.072 |
2.947 |
|
| R1 |
2.998 |
2.998 |
2.935 |
3.035 |
| PP |
2.947 |
2.947 |
2.947 |
2.966 |
| S1 |
2.873 |
2.873 |
2.913 |
2.910 |
| S2 |
2.822 |
2.822 |
2.901 |
|
| S3 |
2.697 |
2.748 |
2.890 |
|
| S4 |
2.572 |
2.623 |
2.855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.021 |
2.822 |
0.199 |
7.0% |
0.067 |
2.3% |
8% |
False |
True |
137,926 |
| 10 |
3.021 |
2.822 |
0.199 |
7.0% |
0.060 |
2.1% |
8% |
False |
True |
123,677 |
| 20 |
3.043 |
2.822 |
0.221 |
7.8% |
0.062 |
2.2% |
7% |
False |
True |
107,022 |
| 40 |
3.043 |
2.741 |
0.302 |
10.6% |
0.058 |
2.0% |
32% |
False |
False |
69,929 |
| 60 |
3.043 |
2.727 |
0.316 |
11.1% |
0.056 |
2.0% |
35% |
False |
False |
52,405 |
| 80 |
3.043 |
2.727 |
0.316 |
11.1% |
0.055 |
1.9% |
35% |
False |
False |
43,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.200 |
|
2.618 |
3.082 |
|
1.618 |
3.010 |
|
1.000 |
2.966 |
|
0.618 |
2.938 |
|
HIGH |
2.894 |
|
0.618 |
2.866 |
|
0.500 |
2.858 |
|
0.382 |
2.850 |
|
LOW |
2.822 |
|
0.618 |
2.778 |
|
1.000 |
2.750 |
|
1.618 |
2.706 |
|
2.618 |
2.634 |
|
4.250 |
2.516 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.858 |
2.875 |
| PP |
2.851 |
2.862 |
| S1 |
2.844 |
2.850 |
|