NYMEX Natural Gas Future December 2018
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
3.102 |
3.122 |
0.020 |
0.6% |
2.845 |
| High |
3.130 |
3.134 |
0.004 |
0.1% |
3.052 |
| Low |
3.084 |
3.050 |
-0.034 |
-1.1% |
2.845 |
| Close |
3.129 |
3.062 |
-0.067 |
-2.1% |
3.045 |
| Range |
0.046 |
0.084 |
0.038 |
82.6% |
0.207 |
| ATR |
0.052 |
0.055 |
0.002 |
4.3% |
0.000 |
| Volume |
57,725 |
64,463 |
6,738 |
11.7% |
304,548 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.334 |
3.282 |
3.108 |
|
| R3 |
3.250 |
3.198 |
3.085 |
|
| R2 |
3.166 |
3.166 |
3.077 |
|
| R1 |
3.114 |
3.114 |
3.070 |
3.098 |
| PP |
3.082 |
3.082 |
3.082 |
3.074 |
| S1 |
3.030 |
3.030 |
3.054 |
3.014 |
| S2 |
2.998 |
2.998 |
3.047 |
|
| S3 |
2.914 |
2.946 |
3.039 |
|
| S4 |
2.830 |
2.862 |
3.016 |
|
|
| 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 |
3.134 |
2.943 |
0.191 |
6.2% |
0.071 |
2.3% |
62% |
True |
False |
58,662 |
| 10 |
3.134 |
2.840 |
0.294 |
9.6% |
0.062 |
2.0% |
76% |
True |
False |
58,533 |
| 20 |
3.134 |
2.840 |
0.294 |
9.6% |
0.054 |
1.8% |
76% |
True |
False |
46,727 |
| 40 |
3.134 |
2.840 |
0.294 |
9.6% |
0.047 |
1.5% |
76% |
True |
False |
35,951 |
| 60 |
3.134 |
2.840 |
0.294 |
9.6% |
0.045 |
1.5% |
76% |
True |
False |
28,682 |
| 80 |
3.165 |
2.840 |
0.325 |
10.6% |
0.046 |
1.5% |
68% |
False |
False |
24,398 |
| 100 |
3.165 |
2.840 |
0.325 |
10.6% |
0.046 |
1.5% |
68% |
False |
False |
21,435 |
| 120 |
3.165 |
2.840 |
0.325 |
10.6% |
0.046 |
1.5% |
68% |
False |
False |
19,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.491 |
|
2.618 |
3.354 |
|
1.618 |
3.270 |
|
1.000 |
3.218 |
|
0.618 |
3.186 |
|
HIGH |
3.134 |
|
0.618 |
3.102 |
|
0.500 |
3.092 |
|
0.382 |
3.082 |
|
LOW |
3.050 |
|
0.618 |
2.998 |
|
1.000 |
2.966 |
|
1.618 |
2.914 |
|
2.618 |
2.830 |
|
4.250 |
2.693 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.092 |
3.079 |
| PP |
3.082 |
3.073 |
| S1 |
3.072 |
3.068 |
|