NYMEX Natural Gas Future November 2018
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2.972 |
3.057 |
0.085 |
2.9% |
2.979 |
| High |
3.111 |
3.062 |
-0.049 |
-1.6% |
3.111 |
| Low |
2.963 |
2.977 |
0.014 |
0.5% |
2.950 |
| Close |
3.056 |
3.008 |
-0.048 |
-1.6% |
3.008 |
| Range |
0.148 |
0.085 |
-0.063 |
-42.6% |
0.161 |
| ATR |
0.066 |
0.067 |
0.001 |
2.1% |
0.000 |
| Volume |
250,438 |
166,734 |
-83,704 |
-33.4% |
1,023,540 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.271 |
3.224 |
3.055 |
|
| R3 |
3.186 |
3.139 |
3.031 |
|
| R2 |
3.101 |
3.101 |
3.024 |
|
| R1 |
3.054 |
3.054 |
3.016 |
3.035 |
| PP |
3.016 |
3.016 |
3.016 |
3.006 |
| S1 |
2.969 |
2.969 |
3.000 |
2.950 |
| S2 |
2.931 |
2.931 |
2.992 |
|
| S3 |
2.846 |
2.884 |
2.985 |
|
| S4 |
2.761 |
2.799 |
2.961 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.506 |
3.418 |
3.097 |
|
| R3 |
3.345 |
3.257 |
3.052 |
|
| R2 |
3.184 |
3.184 |
3.038 |
|
| R1 |
3.096 |
3.096 |
3.023 |
3.140 |
| PP |
3.023 |
3.023 |
3.023 |
3.045 |
| S1 |
2.935 |
2.935 |
2.993 |
2.979 |
| S2 |
2.862 |
2.862 |
2.978 |
|
| S3 |
2.701 |
2.774 |
2.964 |
|
| S4 |
2.540 |
2.613 |
2.919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.111 |
2.950 |
0.161 |
5.4% |
0.093 |
3.1% |
36% |
False |
False |
204,708 |
| 10 |
3.111 |
2.756 |
0.355 |
11.8% |
0.081 |
2.7% |
71% |
False |
False |
181,154 |
| 20 |
3.111 |
2.747 |
0.364 |
12.1% |
0.066 |
2.2% |
72% |
False |
False |
134,046 |
| 40 |
3.111 |
2.747 |
0.364 |
12.1% |
0.054 |
1.8% |
72% |
False |
False |
89,565 |
| 60 |
3.111 |
2.737 |
0.374 |
12.4% |
0.050 |
1.7% |
72% |
False |
False |
69,559 |
| 80 |
3.111 |
2.737 |
0.374 |
12.4% |
0.051 |
1.7% |
72% |
False |
False |
57,189 |
| 100 |
3.111 |
2.737 |
0.374 |
12.4% |
0.050 |
1.7% |
72% |
False |
False |
48,858 |
| 120 |
3.111 |
2.737 |
0.374 |
12.4% |
0.050 |
1.7% |
72% |
False |
False |
43,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.423 |
|
2.618 |
3.285 |
|
1.618 |
3.200 |
|
1.000 |
3.147 |
|
0.618 |
3.115 |
|
HIGH |
3.062 |
|
0.618 |
3.030 |
|
0.500 |
3.020 |
|
0.382 |
3.009 |
|
LOW |
2.977 |
|
0.618 |
2.924 |
|
1.000 |
2.892 |
|
1.618 |
2.839 |
|
2.618 |
2.754 |
|
4.250 |
2.616 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.020 |
3.037 |
| PP |
3.016 |
3.027 |
| S1 |
3.012 |
3.018 |
|