NYMEX Natural Gas Future December 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 |
3.122 |
3.059 |
-0.063 |
-2.0% |
2.845 |
| High |
3.134 |
3.186 |
0.052 |
1.7% |
3.052 |
| Low |
3.050 |
3.047 |
-0.003 |
-0.1% |
2.845 |
| Close |
3.062 |
3.135 |
0.073 |
2.4% |
3.045 |
| Range |
0.084 |
0.139 |
0.055 |
65.5% |
0.207 |
| ATR |
0.055 |
0.061 |
0.006 |
11.1% |
0.000 |
| Volume |
64,463 |
77,677 |
13,214 |
20.5% |
304,548 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.540 |
3.476 |
3.211 |
|
| R3 |
3.401 |
3.337 |
3.173 |
|
| R2 |
3.262 |
3.262 |
3.160 |
|
| R1 |
3.198 |
3.198 |
3.148 |
3.230 |
| PP |
3.123 |
3.123 |
3.123 |
3.139 |
| S1 |
3.059 |
3.059 |
3.122 |
3.091 |
| S2 |
2.984 |
2.984 |
3.110 |
|
| S3 |
2.845 |
2.920 |
3.097 |
|
| S4 |
2.706 |
2.781 |
3.059 |
|
|
| 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 |
3.186 |
3.005 |
0.181 |
5.8% |
0.080 |
2.5% |
72% |
True |
False |
62,539 |
| 10 |
3.186 |
2.840 |
0.346 |
11.0% |
0.071 |
2.3% |
85% |
True |
False |
61,310 |
| 20 |
3.186 |
2.840 |
0.346 |
11.0% |
0.059 |
1.9% |
85% |
True |
False |
49,258 |
| 40 |
3.186 |
2.840 |
0.346 |
11.0% |
0.050 |
1.6% |
85% |
True |
False |
37,326 |
| 60 |
3.186 |
2.840 |
0.346 |
11.0% |
0.046 |
1.5% |
85% |
True |
False |
29,711 |
| 80 |
3.186 |
2.840 |
0.346 |
11.0% |
0.047 |
1.5% |
85% |
True |
False |
25,227 |
| 100 |
3.186 |
2.840 |
0.346 |
11.0% |
0.047 |
1.5% |
85% |
True |
False |
22,032 |
| 120 |
3.186 |
2.840 |
0.346 |
11.0% |
0.047 |
1.5% |
85% |
True |
False |
19,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.777 |
|
2.618 |
3.550 |
|
1.618 |
3.411 |
|
1.000 |
3.325 |
|
0.618 |
3.272 |
|
HIGH |
3.186 |
|
0.618 |
3.133 |
|
0.500 |
3.117 |
|
0.382 |
3.100 |
|
LOW |
3.047 |
|
0.618 |
2.961 |
|
1.000 |
2.908 |
|
1.618 |
2.822 |
|
2.618 |
2.683 |
|
4.250 |
2.456 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.129 |
3.129 |
| PP |
3.123 |
3.123 |
| S1 |
3.117 |
3.117 |
|