NYMEX Natural Gas Future September 2018
| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2.755 |
2.758 |
0.003 |
0.1% |
2.705 |
| High |
2.779 |
2.797 |
0.018 |
0.6% |
2.797 |
| Low |
2.749 |
2.757 |
0.008 |
0.3% |
2.685 |
| Close |
2.762 |
2.782 |
0.020 |
0.7% |
2.782 |
| Range |
0.030 |
0.040 |
0.010 |
33.3% |
0.112 |
| ATR |
0.048 |
0.048 |
-0.001 |
-1.2% |
0.000 |
| Volume |
139,029 |
104,665 |
-34,364 |
-24.7% |
544,822 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.899 |
2.880 |
2.804 |
|
| R3 |
2.859 |
2.840 |
2.793 |
|
| R2 |
2.819 |
2.819 |
2.789 |
|
| R1 |
2.800 |
2.800 |
2.786 |
2.810 |
| PP |
2.779 |
2.779 |
2.779 |
2.783 |
| S1 |
2.760 |
2.760 |
2.778 |
2.770 |
| S2 |
2.739 |
2.739 |
2.775 |
|
| S3 |
2.699 |
2.720 |
2.771 |
|
| S4 |
2.659 |
2.680 |
2.760 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.091 |
3.048 |
2.844 |
|
| R3 |
2.979 |
2.936 |
2.813 |
|
| R2 |
2.867 |
2.867 |
2.803 |
|
| R1 |
2.824 |
2.824 |
2.792 |
2.846 |
| PP |
2.755 |
2.755 |
2.755 |
2.765 |
| S1 |
2.712 |
2.712 |
2.772 |
2.734 |
| S2 |
2.643 |
2.643 |
2.761 |
|
| S3 |
2.531 |
2.600 |
2.751 |
|
| S4 |
2.419 |
2.488 |
2.720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.797 |
2.685 |
0.112 |
4.0% |
0.035 |
1.3% |
87% |
True |
False |
108,964 |
| 10 |
2.797 |
2.671 |
0.126 |
4.5% |
0.040 |
1.4% |
88% |
True |
False |
97,457 |
| 20 |
2.931 |
2.671 |
0.260 |
9.3% |
0.045 |
1.6% |
43% |
False |
False |
80,161 |
| 40 |
3.018 |
2.671 |
0.347 |
12.5% |
0.051 |
1.8% |
32% |
False |
False |
61,536 |
| 60 |
3.018 |
2.671 |
0.347 |
12.5% |
0.052 |
1.9% |
32% |
False |
False |
49,482 |
| 80 |
3.018 |
2.671 |
0.347 |
12.5% |
0.051 |
1.8% |
32% |
False |
False |
42,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.967 |
|
2.618 |
2.902 |
|
1.618 |
2.862 |
|
1.000 |
2.837 |
|
0.618 |
2.822 |
|
HIGH |
2.797 |
|
0.618 |
2.782 |
|
0.500 |
2.777 |
|
0.382 |
2.772 |
|
LOW |
2.757 |
|
0.618 |
2.732 |
|
1.000 |
2.717 |
|
1.618 |
2.692 |
|
2.618 |
2.652 |
|
4.250 |
2.587 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.780 |
2.774 |
| PP |
2.779 |
2.767 |
| S1 |
2.777 |
2.759 |
|