NYMEX Natural Gas Future October 2018
| 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 |
2.904 |
2.962 |
0.058 |
2.0% |
2.774 |
| High |
2.991 |
2.989 |
-0.002 |
-0.1% |
2.991 |
| Low |
2.886 |
2.938 |
0.052 |
1.8% |
2.772 |
| Close |
2.976 |
2.977 |
0.001 |
0.0% |
2.977 |
| Range |
0.105 |
0.051 |
-0.054 |
-51.4% |
0.219 |
| ATR |
0.059 |
0.059 |
-0.001 |
-1.0% |
0.000 |
| Volume |
192,073 |
118,893 |
-73,180 |
-38.1% |
872,509 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.121 |
3.100 |
3.005 |
|
| R3 |
3.070 |
3.049 |
2.991 |
|
| R2 |
3.019 |
3.019 |
2.986 |
|
| R1 |
2.998 |
2.998 |
2.982 |
3.009 |
| PP |
2.968 |
2.968 |
2.968 |
2.973 |
| S1 |
2.947 |
2.947 |
2.972 |
2.958 |
| S2 |
2.917 |
2.917 |
2.968 |
|
| S3 |
2.866 |
2.896 |
2.963 |
|
| S4 |
2.815 |
2.845 |
2.949 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.570 |
3.493 |
3.097 |
|
| R3 |
3.351 |
3.274 |
3.037 |
|
| R2 |
3.132 |
3.132 |
3.017 |
|
| R1 |
3.055 |
3.055 |
2.997 |
3.094 |
| PP |
2.913 |
2.913 |
2.913 |
2.933 |
| S1 |
2.836 |
2.836 |
2.957 |
2.875 |
| S2 |
2.694 |
2.694 |
2.937 |
|
| S3 |
2.475 |
2.617 |
2.917 |
|
| S4 |
2.256 |
2.398 |
2.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.991 |
2.772 |
0.219 |
7.4% |
0.078 |
2.6% |
94% |
False |
False |
174,501 |
| 10 |
2.991 |
2.752 |
0.239 |
8.0% |
0.066 |
2.2% |
94% |
False |
False |
162,033 |
| 20 |
2.991 |
2.752 |
0.239 |
8.0% |
0.058 |
1.9% |
94% |
False |
False |
145,828 |
| 40 |
2.991 |
2.751 |
0.240 |
8.1% |
0.052 |
1.7% |
94% |
False |
False |
110,460 |
| 60 |
2.995 |
2.688 |
0.307 |
10.3% |
0.050 |
1.7% |
94% |
False |
False |
86,231 |
| 80 |
3.025 |
2.688 |
0.337 |
11.3% |
0.051 |
1.7% |
86% |
False |
False |
72,629 |
| 100 |
3.025 |
2.688 |
0.337 |
11.3% |
0.051 |
1.7% |
86% |
False |
False |
63,024 |
| 120 |
3.025 |
2.688 |
0.337 |
11.3% |
0.051 |
1.7% |
86% |
False |
False |
56,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.206 |
|
2.618 |
3.123 |
|
1.618 |
3.072 |
|
1.000 |
3.040 |
|
0.618 |
3.021 |
|
HIGH |
2.989 |
|
0.618 |
2.970 |
|
0.500 |
2.964 |
|
0.382 |
2.957 |
|
LOW |
2.938 |
|
0.618 |
2.906 |
|
1.000 |
2.887 |
|
1.618 |
2.855 |
|
2.618 |
2.804 |
|
4.250 |
2.721 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.973 |
2.964 |
| PP |
2.968 |
2.951 |
| S1 |
2.964 |
2.939 |
|