NYMEX Natural Gas Future November 2018
Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
3.049 |
2.972 |
-0.077 |
-2.5% |
2.762 |
High |
3.062 |
3.111 |
0.049 |
1.6% |
2.982 |
Low |
2.966 |
2.963 |
-0.003 |
-0.1% |
2.756 |
Close |
2.980 |
3.056 |
0.076 |
2.6% |
2.974 |
Range |
0.096 |
0.148 |
0.052 |
54.2% |
0.226 |
ATR |
0.059 |
0.066 |
0.006 |
10.6% |
0.000 |
Volume |
227,062 |
250,438 |
23,376 |
10.3% |
788,004 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.487 |
3.420 |
3.137 |
|
R3 |
3.339 |
3.272 |
3.097 |
|
R2 |
3.191 |
3.191 |
3.083 |
|
R1 |
3.124 |
3.124 |
3.070 |
3.158 |
PP |
3.043 |
3.043 |
3.043 |
3.060 |
S1 |
2.976 |
2.976 |
3.042 |
3.010 |
S2 |
2.895 |
2.895 |
3.029 |
|
S3 |
2.747 |
2.828 |
3.015 |
|
S4 |
2.599 |
2.680 |
2.975 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.582 |
3.504 |
3.098 |
|
R3 |
3.356 |
3.278 |
3.036 |
|
R2 |
3.130 |
3.130 |
3.015 |
|
R1 |
3.052 |
3.052 |
2.995 |
3.091 |
PP |
2.904 |
2.904 |
2.904 |
2.924 |
S1 |
2.826 |
2.826 |
2.953 |
2.865 |
S2 |
2.678 |
2.678 |
2.933 |
|
S3 |
2.452 |
2.600 |
2.912 |
|
S4 |
2.226 |
2.374 |
2.850 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.111 |
2.931 |
0.180 |
5.9% |
0.086 |
2.8% |
69% |
True |
False |
203,841 |
10 |
3.111 |
2.747 |
0.364 |
11.9% |
0.078 |
2.6% |
85% |
True |
False |
174,737 |
20 |
3.111 |
2.747 |
0.364 |
11.9% |
0.064 |
2.1% |
85% |
True |
False |
128,309 |
40 |
3.111 |
2.747 |
0.364 |
11.9% |
0.054 |
1.8% |
85% |
True |
False |
86,443 |
60 |
3.111 |
2.737 |
0.374 |
12.2% |
0.050 |
1.6% |
85% |
True |
False |
67,091 |
80 |
3.111 |
2.737 |
0.374 |
12.2% |
0.050 |
1.6% |
85% |
True |
False |
55,251 |
100 |
3.111 |
2.737 |
0.374 |
12.2% |
0.050 |
1.6% |
85% |
True |
False |
47,370 |
120 |
3.111 |
2.737 |
0.374 |
12.2% |
0.050 |
1.6% |
85% |
True |
False |
41,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.740 |
2.618 |
3.498 |
1.618 |
3.350 |
1.000 |
3.259 |
0.618 |
3.202 |
HIGH |
3.111 |
0.618 |
3.054 |
0.500 |
3.037 |
0.382 |
3.020 |
LOW |
2.963 |
0.618 |
2.872 |
1.000 |
2.815 |
1.618 |
2.724 |
2.618 |
2.576 |
4.250 |
2.334 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
3.050 |
3.050 |
PP |
3.043 |
3.043 |
S1 |
3.037 |
3.037 |
|