NYMEX Natural Gas Future September 2018
| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2.794 |
2.801 |
0.007 |
0.3% |
2.705 |
| High |
2.814 |
2.831 |
0.017 |
0.6% |
2.797 |
| Low |
2.766 |
2.772 |
0.006 |
0.2% |
2.685 |
| Close |
2.797 |
2.782 |
-0.015 |
-0.5% |
2.782 |
| Range |
0.048 |
0.059 |
0.011 |
22.9% |
0.112 |
| ATR |
0.048 |
0.048 |
0.001 |
1.7% |
0.000 |
| Volume |
124,253 |
154,916 |
30,663 |
24.7% |
544,822 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.972 |
2.936 |
2.814 |
|
| R3 |
2.913 |
2.877 |
2.798 |
|
| R2 |
2.854 |
2.854 |
2.793 |
|
| R1 |
2.818 |
2.818 |
2.787 |
2.807 |
| PP |
2.795 |
2.795 |
2.795 |
2.789 |
| S1 |
2.759 |
2.759 |
2.777 |
2.748 |
| S2 |
2.736 |
2.736 |
2.771 |
|
| S3 |
2.677 |
2.700 |
2.766 |
|
| S4 |
2.618 |
2.641 |
2.750 |
|
|
| 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 |
2.831 |
2.721 |
0.110 |
4.0% |
0.044 |
1.6% |
55% |
True |
False |
122,716 |
| 10 |
2.831 |
2.671 |
0.160 |
5.8% |
0.041 |
1.5% |
69% |
True |
False |
109,501 |
| 20 |
2.878 |
2.671 |
0.207 |
7.4% |
0.045 |
1.6% |
54% |
False |
False |
89,272 |
| 40 |
3.018 |
2.671 |
0.347 |
12.5% |
0.051 |
1.8% |
32% |
False |
False |
66,990 |
| 60 |
3.018 |
2.671 |
0.347 |
12.5% |
0.052 |
1.9% |
32% |
False |
False |
53,511 |
| 80 |
3.018 |
2.671 |
0.347 |
12.5% |
0.052 |
1.9% |
32% |
False |
False |
45,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.082 |
|
2.618 |
2.985 |
|
1.618 |
2.926 |
|
1.000 |
2.890 |
|
0.618 |
2.867 |
|
HIGH |
2.831 |
|
0.618 |
2.808 |
|
0.500 |
2.802 |
|
0.382 |
2.795 |
|
LOW |
2.772 |
|
0.618 |
2.736 |
|
1.000 |
2.713 |
|
1.618 |
2.677 |
|
2.618 |
2.618 |
|
4.250 |
2.521 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.802 |
2.794 |
| PP |
2.795 |
2.790 |
| S1 |
2.789 |
2.786 |
|