NYMEX Natural Gas Future October 2018
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
3.043 |
3.079 |
0.036 |
1.2% |
2.774 |
| High |
3.087 |
3.088 |
0.001 |
0.0% |
2.991 |
| Low |
3.020 |
2.981 |
-0.039 |
-1.3% |
2.772 |
| Close |
3.082 |
3.021 |
-0.061 |
-2.0% |
2.977 |
| Range |
0.067 |
0.107 |
0.040 |
59.7% |
0.219 |
| ATR |
0.062 |
0.065 |
0.003 |
5.2% |
0.000 |
| Volume |
62,946 |
11,501 |
-51,445 |
-81.7% |
872,509 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.293 |
3.080 |
|
| R3 |
3.244 |
3.186 |
3.050 |
|
| R2 |
3.137 |
3.137 |
3.041 |
|
| R1 |
3.079 |
3.079 |
3.031 |
3.055 |
| PP |
3.030 |
3.030 |
3.030 |
3.018 |
| S1 |
2.972 |
2.972 |
3.011 |
2.948 |
| S2 |
2.923 |
2.923 |
3.001 |
|
| S3 |
2.816 |
2.865 |
2.992 |
|
| S4 |
2.709 |
2.758 |
2.962 |
|
|
| 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 |
3.088 |
2.886 |
0.202 |
6.7% |
0.085 |
2.8% |
67% |
True |
False |
93,214 |
| 10 |
3.088 |
2.762 |
0.326 |
10.8% |
0.076 |
2.5% |
79% |
True |
False |
132,258 |
| 20 |
3.088 |
2.752 |
0.336 |
11.1% |
0.064 |
2.1% |
80% |
True |
False |
138,060 |
| 40 |
3.088 |
2.751 |
0.337 |
11.2% |
0.055 |
1.8% |
80% |
True |
False |
110,133 |
| 60 |
3.088 |
2.688 |
0.400 |
13.2% |
0.051 |
1.7% |
83% |
True |
False |
87,419 |
| 80 |
3.088 |
2.688 |
0.400 |
13.2% |
0.052 |
1.7% |
83% |
True |
False |
73,312 |
| 100 |
3.088 |
2.688 |
0.400 |
13.2% |
0.052 |
1.7% |
83% |
True |
False |
63,896 |
| 120 |
3.088 |
2.688 |
0.400 |
13.2% |
0.052 |
1.7% |
83% |
True |
False |
57,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.543 |
|
2.618 |
3.368 |
|
1.618 |
3.261 |
|
1.000 |
3.195 |
|
0.618 |
3.154 |
|
HIGH |
3.088 |
|
0.618 |
3.047 |
|
0.500 |
3.035 |
|
0.382 |
3.022 |
|
LOW |
2.981 |
|
0.618 |
2.915 |
|
1.000 |
2.874 |
|
1.618 |
2.808 |
|
2.618 |
2.701 |
|
4.250 |
2.526 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.035 |
3.021 |
| PP |
3.030 |
3.020 |
| S1 |
3.026 |
3.020 |
|