NYMEX Natural Gas Future December 2018
| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
3.022 |
3.046 |
0.024 |
0.8% |
2.845 |
| High |
3.052 |
3.105 |
0.053 |
1.7% |
3.052 |
| Low |
3.005 |
3.023 |
0.018 |
0.6% |
2.845 |
| Close |
3.045 |
3.097 |
0.052 |
1.7% |
3.045 |
| Range |
0.047 |
0.082 |
0.035 |
74.5% |
0.207 |
| ATR |
0.051 |
0.053 |
0.002 |
4.4% |
0.000 |
| Volume |
44,344 |
68,489 |
24,145 |
54.4% |
304,548 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.321 |
3.291 |
3.142 |
|
| R3 |
3.239 |
3.209 |
3.120 |
|
| R2 |
3.157 |
3.157 |
3.112 |
|
| R1 |
3.127 |
3.127 |
3.105 |
3.142 |
| PP |
3.075 |
3.075 |
3.075 |
3.083 |
| S1 |
3.045 |
3.045 |
3.089 |
3.060 |
| S2 |
2.993 |
2.993 |
3.082 |
|
| S3 |
2.911 |
2.963 |
3.074 |
|
| S4 |
2.829 |
2.881 |
3.052 |
|
|
| 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 |
3.105 |
2.860 |
0.245 |
7.9% |
0.072 |
2.3% |
97% |
True |
False |
65,124 |
| 10 |
3.105 |
2.840 |
0.265 |
8.6% |
0.057 |
1.9% |
97% |
True |
False |
54,188 |
| 20 |
3.105 |
2.840 |
0.265 |
8.6% |
0.052 |
1.7% |
97% |
True |
False |
42,463 |
| 40 |
3.105 |
2.840 |
0.265 |
8.6% |
0.047 |
1.5% |
97% |
True |
False |
33,995 |
| 60 |
3.105 |
2.840 |
0.265 |
8.6% |
0.044 |
1.4% |
97% |
True |
False |
27,008 |
| 80 |
3.165 |
2.840 |
0.325 |
10.5% |
0.045 |
1.5% |
79% |
False |
False |
23,119 |
| 100 |
3.165 |
2.840 |
0.325 |
10.5% |
0.046 |
1.5% |
79% |
False |
False |
20,370 |
| 120 |
3.165 |
2.840 |
0.325 |
10.5% |
0.045 |
1.5% |
79% |
False |
False |
18,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.454 |
|
2.618 |
3.320 |
|
1.618 |
3.238 |
|
1.000 |
3.187 |
|
0.618 |
3.156 |
|
HIGH |
3.105 |
|
0.618 |
3.074 |
|
0.500 |
3.064 |
|
0.382 |
3.054 |
|
LOW |
3.023 |
|
0.618 |
2.972 |
|
1.000 |
2.941 |
|
1.618 |
2.890 |
|
2.618 |
2.808 |
|
4.250 |
2.675 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.086 |
3.073 |
| PP |
3.075 |
3.048 |
| S1 |
3.064 |
3.024 |
|