NYMEX Natural Gas Future January 2019
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
3.023 |
3.052 |
0.029 |
1.0% |
3.090 |
| High |
3.064 |
3.089 |
0.025 |
0.8% |
3.110 |
| Low |
3.016 |
3.051 |
0.035 |
1.2% |
3.021 |
| Close |
3.049 |
3.085 |
0.036 |
1.2% |
3.028 |
| Range |
0.048 |
0.038 |
-0.010 |
-20.8% |
0.089 |
| ATR |
0.044 |
0.044 |
0.000 |
-0.6% |
0.000 |
| Volume |
10,704 |
12,166 |
1,462 |
13.7% |
42,288 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.189 |
3.175 |
3.106 |
|
| R3 |
3.151 |
3.137 |
3.095 |
|
| R2 |
3.113 |
3.113 |
3.092 |
|
| R1 |
3.099 |
3.099 |
3.088 |
3.106 |
| PP |
3.075 |
3.075 |
3.075 |
3.079 |
| S1 |
3.061 |
3.061 |
3.082 |
3.068 |
| S2 |
3.037 |
3.037 |
3.078 |
|
| S3 |
2.999 |
3.023 |
3.075 |
|
| S4 |
2.961 |
2.985 |
3.064 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.320 |
3.263 |
3.077 |
|
| R3 |
3.231 |
3.174 |
3.052 |
|
| R2 |
3.142 |
3.142 |
3.044 |
|
| R1 |
3.085 |
3.085 |
3.036 |
3.069 |
| PP |
3.053 |
3.053 |
3.053 |
3.045 |
| S1 |
2.996 |
2.996 |
3.020 |
2.980 |
| S2 |
2.964 |
2.964 |
3.012 |
|
| S3 |
2.875 |
2.907 |
3.004 |
|
| S4 |
2.786 |
2.818 |
2.979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.110 |
3.016 |
0.094 |
3.0% |
0.043 |
1.4% |
73% |
False |
False |
10,115 |
| 10 |
3.158 |
3.016 |
0.142 |
4.6% |
0.043 |
1.4% |
49% |
False |
False |
9,041 |
| 20 |
3.158 |
3.016 |
0.142 |
4.6% |
0.041 |
1.3% |
49% |
False |
False |
10,911 |
| 40 |
3.245 |
2.976 |
0.269 |
8.7% |
0.045 |
1.5% |
41% |
False |
False |
9,968 |
| 60 |
3.245 |
2.974 |
0.271 |
8.8% |
0.047 |
1.5% |
41% |
False |
False |
9,411 |
| 80 |
3.255 |
2.911 |
0.344 |
11.2% |
0.050 |
1.6% |
51% |
False |
False |
8,093 |
| 100 |
3.297 |
2.911 |
0.386 |
12.5% |
0.045 |
1.5% |
45% |
False |
False |
7,186 |
| 120 |
3.299 |
2.911 |
0.388 |
12.6% |
0.042 |
1.4% |
45% |
False |
False |
6,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.251 |
|
2.618 |
3.188 |
|
1.618 |
3.150 |
|
1.000 |
3.127 |
|
0.618 |
3.112 |
|
HIGH |
3.089 |
|
0.618 |
3.074 |
|
0.500 |
3.070 |
|
0.382 |
3.066 |
|
LOW |
3.051 |
|
0.618 |
3.028 |
|
1.000 |
3.013 |
|
1.618 |
2.990 |
|
2.618 |
2.952 |
|
4.250 |
2.890 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.080 |
3.074 |
| PP |
3.075 |
3.063 |
| S1 |
3.070 |
3.053 |
|