NYMEX Natural Gas Future September 2018
| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2.958 |
2.972 |
0.014 |
0.5% |
2.940 |
| High |
2.982 |
2.979 |
-0.003 |
-0.1% |
2.993 |
| Low |
2.935 |
2.911 |
-0.024 |
-0.8% |
2.903 |
| Close |
2.964 |
2.917 |
-0.047 |
-1.6% |
2.917 |
| Range |
0.047 |
0.068 |
0.021 |
44.7% |
0.090 |
| ATR |
0.049 |
0.050 |
0.001 |
2.8% |
0.000 |
| Volume |
106,844 |
101,424 |
-5,420 |
-5.1% |
540,331 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.140 |
3.096 |
2.954 |
|
| R3 |
3.072 |
3.028 |
2.936 |
|
| R2 |
3.004 |
3.004 |
2.929 |
|
| R1 |
2.960 |
2.960 |
2.923 |
2.948 |
| PP |
2.936 |
2.936 |
2.936 |
2.930 |
| S1 |
2.892 |
2.892 |
2.911 |
2.880 |
| S2 |
2.868 |
2.868 |
2.905 |
|
| S3 |
2.800 |
2.824 |
2.898 |
|
| S4 |
2.732 |
2.756 |
2.880 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.208 |
3.152 |
2.967 |
|
| R3 |
3.118 |
3.062 |
2.942 |
|
| R2 |
3.028 |
3.028 |
2.934 |
|
| R1 |
2.972 |
2.972 |
2.925 |
2.955 |
| PP |
2.938 |
2.938 |
2.938 |
2.929 |
| S1 |
2.882 |
2.882 |
2.909 |
2.865 |
| S2 |
2.848 |
2.848 |
2.901 |
|
| S3 |
2.758 |
2.792 |
2.892 |
|
| S4 |
2.668 |
2.702 |
2.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.993 |
2.903 |
0.090 |
3.1% |
0.049 |
1.7% |
16% |
False |
False |
108,066 |
| 10 |
2.993 |
2.891 |
0.102 |
3.5% |
0.050 |
1.7% |
25% |
False |
False |
112,825 |
| 20 |
2.993 |
2.740 |
0.253 |
8.7% |
0.050 |
1.7% |
70% |
False |
False |
130,968 |
| 40 |
2.993 |
2.671 |
0.322 |
11.0% |
0.048 |
1.6% |
76% |
False |
False |
105,564 |
| 60 |
3.018 |
2.671 |
0.347 |
11.9% |
0.050 |
1.7% |
71% |
False |
False |
84,680 |
| 80 |
3.018 |
2.671 |
0.347 |
11.9% |
0.051 |
1.8% |
71% |
False |
False |
69,854 |
| 100 |
3.018 |
2.671 |
0.347 |
11.9% |
0.051 |
1.8% |
71% |
False |
False |
59,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.268 |
|
2.618 |
3.157 |
|
1.618 |
3.089 |
|
1.000 |
3.047 |
|
0.618 |
3.021 |
|
HIGH |
2.979 |
|
0.618 |
2.953 |
|
0.500 |
2.945 |
|
0.382 |
2.937 |
|
LOW |
2.911 |
|
0.618 |
2.869 |
|
1.000 |
2.843 |
|
1.618 |
2.801 |
|
2.618 |
2.733 |
|
4.250 |
2.622 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.945 |
2.952 |
| PP |
2.936 |
2.940 |
| S1 |
2.926 |
2.929 |
|