NYMEX Natural Gas Future August 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2.943 |
2.988 |
0.045 |
1.5% |
3.039 |
| High |
2.998 |
3.021 |
0.023 |
0.8% |
3.043 |
| Low |
2.941 |
2.930 |
-0.011 |
-0.4% |
2.891 |
| Close |
2.981 |
2.940 |
-0.041 |
-1.4% |
2.945 |
| Range |
0.057 |
0.091 |
0.034 |
59.6% |
0.152 |
| ATR |
0.060 |
0.063 |
0.002 |
3.6% |
0.000 |
| Volume |
161,502 |
157,118 |
-4,384 |
-2.7% |
492,939 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.237 |
3.179 |
2.990 |
|
| R3 |
3.146 |
3.088 |
2.965 |
|
| R2 |
3.055 |
3.055 |
2.957 |
|
| R1 |
2.997 |
2.997 |
2.948 |
2.981 |
| PP |
2.964 |
2.964 |
2.964 |
2.955 |
| S1 |
2.906 |
2.906 |
2.932 |
2.890 |
| S2 |
2.873 |
2.873 |
2.923 |
|
| S3 |
2.782 |
2.815 |
2.915 |
|
| S4 |
2.691 |
2.724 |
2.890 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.416 |
3.332 |
3.029 |
|
| R3 |
3.264 |
3.180 |
2.987 |
|
| R2 |
3.112 |
3.112 |
2.973 |
|
| R1 |
3.028 |
3.028 |
2.959 |
2.994 |
| PP |
2.960 |
2.960 |
2.960 |
2.943 |
| S1 |
2.876 |
2.876 |
2.931 |
2.842 |
| S2 |
2.808 |
2.808 |
2.917 |
|
| S3 |
2.656 |
2.724 |
2.903 |
|
| S4 |
2.504 |
2.572 |
2.861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.021 |
2.896 |
0.125 |
4.3% |
0.060 |
2.0% |
35% |
True |
False |
121,003 |
| 10 |
3.043 |
2.891 |
0.152 |
5.2% |
0.064 |
2.2% |
32% |
False |
False |
109,869 |
| 20 |
3.043 |
2.883 |
0.160 |
5.4% |
0.060 |
2.0% |
36% |
False |
False |
87,867 |
| 40 |
3.043 |
2.727 |
0.316 |
10.7% |
0.058 |
2.0% |
67% |
False |
False |
58,736 |
| 60 |
3.043 |
2.727 |
0.316 |
10.7% |
0.056 |
1.9% |
67% |
False |
False |
45,539 |
| 80 |
3.043 |
2.727 |
0.316 |
10.7% |
0.055 |
1.9% |
67% |
False |
False |
37,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.408 |
|
2.618 |
3.259 |
|
1.618 |
3.168 |
|
1.000 |
3.112 |
|
0.618 |
3.077 |
|
HIGH |
3.021 |
|
0.618 |
2.986 |
|
0.500 |
2.976 |
|
0.382 |
2.965 |
|
LOW |
2.930 |
|
0.618 |
2.874 |
|
1.000 |
2.839 |
|
1.618 |
2.783 |
|
2.618 |
2.692 |
|
4.250 |
2.543 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.976 |
2.962 |
| PP |
2.964 |
2.954 |
| S1 |
2.952 |
2.947 |
|