NYMEX Natural Gas Future March 2019
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2.889 |
2.928 |
0.039 |
1.3% |
2.819 |
| High |
2.943 |
2.943 |
0.000 |
0.0% |
2.943 |
| Low |
2.873 |
2.913 |
0.040 |
1.4% |
2.818 |
| Close |
2.938 |
2.939 |
0.001 |
0.0% |
2.939 |
| Range |
0.070 |
0.030 |
-0.040 |
-57.1% |
0.125 |
| ATR |
0.043 |
0.042 |
-0.001 |
-2.2% |
0.000 |
| Volume |
58,529 |
40,961 |
-17,568 |
-30.0% |
244,592 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.022 |
3.010 |
2.956 |
|
| R3 |
2.992 |
2.980 |
2.947 |
|
| R2 |
2.962 |
2.962 |
2.945 |
|
| R1 |
2.950 |
2.950 |
2.942 |
2.956 |
| PP |
2.932 |
2.932 |
2.932 |
2.935 |
| S1 |
2.920 |
2.920 |
2.936 |
2.926 |
| S2 |
2.902 |
2.902 |
2.934 |
|
| S3 |
2.872 |
2.890 |
2.931 |
|
| S4 |
2.842 |
2.860 |
2.923 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.275 |
3.232 |
3.008 |
|
| R3 |
3.150 |
3.107 |
2.973 |
|
| R2 |
3.025 |
3.025 |
2.962 |
|
| R1 |
2.982 |
2.982 |
2.950 |
3.004 |
| PP |
2.900 |
2.900 |
2.900 |
2.911 |
| S1 |
2.857 |
2.857 |
2.928 |
2.879 |
| S2 |
2.775 |
2.775 |
2.916 |
|
| S3 |
2.650 |
2.732 |
2.905 |
|
| S4 |
2.525 |
2.607 |
2.870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.943 |
2.818 |
0.125 |
4.3% |
0.045 |
1.5% |
97% |
True |
False |
48,918 |
| 10 |
2.943 |
2.810 |
0.133 |
4.5% |
0.043 |
1.5% |
97% |
True |
False |
42,271 |
| 20 |
3.034 |
2.810 |
0.224 |
7.6% |
0.043 |
1.4% |
58% |
False |
False |
34,453 |
| 40 |
3.039 |
2.810 |
0.229 |
7.8% |
0.039 |
1.3% |
56% |
False |
False |
28,946 |
| 60 |
3.068 |
2.810 |
0.258 |
8.8% |
0.038 |
1.3% |
50% |
False |
False |
23,977 |
| 80 |
3.113 |
2.810 |
0.303 |
10.3% |
0.039 |
1.3% |
43% |
False |
False |
22,745 |
| 100 |
3.113 |
2.810 |
0.303 |
10.3% |
0.039 |
1.3% |
43% |
False |
False |
20,753 |
| 120 |
3.113 |
2.810 |
0.303 |
10.3% |
0.039 |
1.3% |
43% |
False |
False |
19,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.071 |
|
2.618 |
3.022 |
|
1.618 |
2.992 |
|
1.000 |
2.973 |
|
0.618 |
2.962 |
|
HIGH |
2.943 |
|
0.618 |
2.932 |
|
0.500 |
2.928 |
|
0.382 |
2.924 |
|
LOW |
2.913 |
|
0.618 |
2.894 |
|
1.000 |
2.883 |
|
1.618 |
2.864 |
|
2.618 |
2.834 |
|
4.250 |
2.786 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.935 |
2.929 |
| PP |
2.932 |
2.918 |
| S1 |
2.928 |
2.908 |
|