NYMEX Natural Gas Future May 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
2.670 |
2.718 |
0.048 |
1.8% |
2.713 |
| High |
2.721 |
2.731 |
0.010 |
0.4% |
2.736 |
| Low |
2.660 |
2.690 |
0.030 |
1.1% |
2.622 |
| Close |
2.714 |
2.698 |
-0.016 |
-0.6% |
2.633 |
| Range |
0.061 |
0.041 |
-0.020 |
-32.8% |
0.114 |
| ATR |
0.060 |
0.058 |
-0.001 |
-2.2% |
0.000 |
| Volume |
148,928 |
85,532 |
-63,396 |
-42.6% |
499,028 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.829 |
2.805 |
2.721 |
|
| R3 |
2.788 |
2.764 |
2.709 |
|
| R2 |
2.747 |
2.747 |
2.706 |
|
| R1 |
2.723 |
2.723 |
2.702 |
2.715 |
| PP |
2.706 |
2.706 |
2.706 |
2.702 |
| S1 |
2.682 |
2.682 |
2.694 |
2.674 |
| S2 |
2.665 |
2.665 |
2.690 |
|
| S3 |
2.624 |
2.641 |
2.687 |
|
| S4 |
2.583 |
2.600 |
2.675 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.006 |
2.933 |
2.696 |
|
| R3 |
2.892 |
2.819 |
2.664 |
|
| R2 |
2.778 |
2.778 |
2.654 |
|
| R1 |
2.705 |
2.705 |
2.643 |
2.685 |
| PP |
2.664 |
2.664 |
2.664 |
2.653 |
| S1 |
2.591 |
2.591 |
2.623 |
2.571 |
| S2 |
2.550 |
2.550 |
2.612 |
|
| S3 |
2.436 |
2.477 |
2.602 |
|
| S4 |
2.322 |
2.363 |
2.570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.731 |
2.610 |
0.121 |
4.5% |
0.053 |
2.0% |
73% |
True |
False |
112,556 |
| 10 |
2.775 |
2.610 |
0.165 |
6.1% |
0.056 |
2.1% |
53% |
False |
False |
101,312 |
| 20 |
2.831 |
2.610 |
0.221 |
8.2% |
0.056 |
2.1% |
40% |
False |
False |
88,477 |
| 40 |
2.937 |
2.600 |
0.337 |
12.5% |
0.061 |
2.2% |
29% |
False |
False |
70,866 |
| 60 |
2.951 |
2.600 |
0.351 |
13.0% |
0.064 |
2.4% |
28% |
False |
False |
63,543 |
| 80 |
2.951 |
2.504 |
0.447 |
16.6% |
0.066 |
2.4% |
43% |
False |
False |
54,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.905 |
|
2.618 |
2.838 |
|
1.618 |
2.797 |
|
1.000 |
2.772 |
|
0.618 |
2.756 |
|
HIGH |
2.731 |
|
0.618 |
2.715 |
|
0.500 |
2.711 |
|
0.382 |
2.706 |
|
LOW |
2.690 |
|
0.618 |
2.665 |
|
1.000 |
2.649 |
|
1.618 |
2.624 |
|
2.618 |
2.583 |
|
4.250 |
2.516 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.711 |
2.689 |
| PP |
2.706 |
2.680 |
| S1 |
2.702 |
2.671 |
|