NYMEX Natural Gas Future December 2018
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2.950 |
3.022 |
0.072 |
2.4% |
2.845 |
| High |
3.038 |
3.052 |
0.014 |
0.5% |
3.052 |
| Low |
2.943 |
3.005 |
0.062 |
2.1% |
2.845 |
| Close |
3.031 |
3.045 |
0.014 |
0.5% |
3.045 |
| Range |
0.095 |
0.047 |
-0.048 |
-50.5% |
0.207 |
| ATR |
0.051 |
0.051 |
0.000 |
-0.5% |
0.000 |
| Volume |
58,291 |
44,344 |
-13,947 |
-23.9% |
304,548 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.175 |
3.157 |
3.071 |
|
| R3 |
3.128 |
3.110 |
3.058 |
|
| R2 |
3.081 |
3.081 |
3.054 |
|
| R1 |
3.063 |
3.063 |
3.049 |
3.072 |
| PP |
3.034 |
3.034 |
3.034 |
3.039 |
| S1 |
3.016 |
3.016 |
3.041 |
3.025 |
| S2 |
2.987 |
2.987 |
3.036 |
|
| S3 |
2.940 |
2.969 |
3.032 |
|
| S4 |
2.893 |
2.922 |
3.019 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.602 |
3.530 |
3.159 |
|
| R3 |
3.395 |
3.323 |
3.102 |
|
| R2 |
3.188 |
3.188 |
3.083 |
|
| R1 |
3.116 |
3.116 |
3.064 |
3.152 |
| PP |
2.981 |
2.981 |
2.981 |
2.999 |
| S1 |
2.909 |
2.909 |
3.026 |
2.945 |
| S2 |
2.774 |
2.774 |
3.007 |
|
| S3 |
2.567 |
2.702 |
2.988 |
|
| S4 |
2.360 |
2.495 |
2.931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.052 |
2.845 |
0.207 |
6.8% |
0.062 |
2.0% |
97% |
True |
False |
60,909 |
| 10 |
3.052 |
2.840 |
0.212 |
7.0% |
0.054 |
1.8% |
97% |
True |
False |
51,427 |
| 20 |
3.089 |
2.840 |
0.249 |
8.2% |
0.050 |
1.7% |
82% |
False |
False |
39,957 |
| 40 |
3.101 |
2.840 |
0.261 |
8.6% |
0.045 |
1.5% |
79% |
False |
False |
32,562 |
| 60 |
3.133 |
2.840 |
0.293 |
9.6% |
0.044 |
1.4% |
70% |
False |
False |
26,051 |
| 80 |
3.165 |
2.840 |
0.325 |
10.7% |
0.045 |
1.5% |
63% |
False |
False |
22,419 |
| 100 |
3.165 |
2.840 |
0.325 |
10.7% |
0.045 |
1.5% |
63% |
False |
False |
19,777 |
| 120 |
3.165 |
2.840 |
0.325 |
10.7% |
0.045 |
1.5% |
63% |
False |
False |
17,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.252 |
|
2.618 |
3.175 |
|
1.618 |
3.128 |
|
1.000 |
3.099 |
|
0.618 |
3.081 |
|
HIGH |
3.052 |
|
0.618 |
3.034 |
|
0.500 |
3.029 |
|
0.382 |
3.023 |
|
LOW |
3.005 |
|
0.618 |
2.976 |
|
1.000 |
2.958 |
|
1.618 |
2.929 |
|
2.618 |
2.882 |
|
4.250 |
2.805 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.040 |
3.029 |
| PP |
3.034 |
3.013 |
| S1 |
3.029 |
2.998 |
|