NYMEX Natural Gas Future January 2019
| 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 |
3.203 |
3.136 |
-0.067 |
-2.1% |
2.939 |
| High |
3.215 |
3.266 |
0.051 |
1.6% |
3.137 |
| Low |
3.132 |
3.128 |
-0.004 |
-0.1% |
2.938 |
| Close |
3.145 |
3.214 |
0.069 |
2.2% |
3.131 |
| Range |
0.083 |
0.138 |
0.055 |
66.3% |
0.199 |
| ATR |
0.053 |
0.059 |
0.006 |
11.4% |
0.000 |
| Volume |
86,745 |
95,814 |
9,069 |
10.5% |
329,926 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.617 |
3.553 |
3.290 |
|
| R3 |
3.479 |
3.415 |
3.252 |
|
| R2 |
3.341 |
3.341 |
3.239 |
|
| R1 |
3.277 |
3.277 |
3.227 |
3.309 |
| PP |
3.203 |
3.203 |
3.203 |
3.219 |
| S1 |
3.139 |
3.139 |
3.201 |
3.171 |
| S2 |
3.065 |
3.065 |
3.189 |
|
| S3 |
2.927 |
3.001 |
3.176 |
|
| S4 |
2.789 |
2.863 |
3.138 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.666 |
3.597 |
3.240 |
|
| R3 |
3.467 |
3.398 |
3.186 |
|
| R2 |
3.268 |
3.268 |
3.167 |
|
| R1 |
3.199 |
3.199 |
3.149 |
3.234 |
| PP |
3.069 |
3.069 |
3.069 |
3.086 |
| S1 |
3.000 |
3.000 |
3.113 |
3.035 |
| S2 |
2.870 |
2.870 |
3.095 |
|
| S3 |
2.671 |
2.801 |
3.076 |
|
| S4 |
2.472 |
2.602 |
3.022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.266 |
3.091 |
0.175 |
5.4% |
0.078 |
2.4% |
70% |
True |
False |
82,782 |
| 10 |
3.266 |
2.930 |
0.336 |
10.5% |
0.070 |
2.2% |
85% |
True |
False |
73,913 |
| 20 |
3.266 |
2.930 |
0.336 |
10.5% |
0.057 |
1.8% |
85% |
True |
False |
58,207 |
| 40 |
3.266 |
2.930 |
0.336 |
10.5% |
0.049 |
1.5% |
85% |
True |
False |
43,686 |
| 60 |
3.266 |
2.930 |
0.336 |
10.5% |
0.045 |
1.4% |
85% |
True |
False |
36,743 |
| 80 |
3.266 |
2.930 |
0.336 |
10.5% |
0.046 |
1.4% |
85% |
True |
False |
32,360 |
| 100 |
3.266 |
2.930 |
0.336 |
10.5% |
0.046 |
1.4% |
85% |
True |
False |
28,946 |
| 120 |
3.266 |
2.930 |
0.336 |
10.5% |
0.045 |
1.4% |
85% |
True |
False |
26,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.853 |
|
2.618 |
3.627 |
|
1.618 |
3.489 |
|
1.000 |
3.404 |
|
0.618 |
3.351 |
|
HIGH |
3.266 |
|
0.618 |
3.213 |
|
0.500 |
3.197 |
|
0.382 |
3.181 |
|
LOW |
3.128 |
|
0.618 |
3.043 |
|
1.000 |
2.990 |
|
1.618 |
2.905 |
|
2.618 |
2.767 |
|
4.250 |
2.542 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.208 |
3.208 |
| PP |
3.203 |
3.203 |
| S1 |
3.197 |
3.197 |
|