NYMEX Natural Gas Future November 2018
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
2.893 |
2.882 |
-0.011 |
-0.4% |
2.786 |
| High |
2.908 |
2.975 |
0.067 |
2.3% |
2.859 |
| Low |
2.872 |
2.875 |
0.003 |
0.1% |
2.747 |
| Close |
2.882 |
2.964 |
0.082 |
2.8% |
2.751 |
| Range |
0.036 |
0.100 |
0.064 |
177.8% |
0.112 |
| ATR |
0.052 |
0.055 |
0.003 |
6.7% |
0.000 |
| Volume |
128,456 |
187,638 |
59,182 |
46.1% |
524,679 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.238 |
3.201 |
3.019 |
|
| R3 |
3.138 |
3.101 |
2.992 |
|
| R2 |
3.038 |
3.038 |
2.982 |
|
| R1 |
3.001 |
3.001 |
2.973 |
3.020 |
| PP |
2.938 |
2.938 |
2.938 |
2.947 |
| S1 |
2.901 |
2.901 |
2.955 |
2.920 |
| S2 |
2.838 |
2.838 |
2.946 |
|
| S3 |
2.738 |
2.801 |
2.937 |
|
| S4 |
2.638 |
2.701 |
2.909 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.122 |
3.048 |
2.813 |
|
| R3 |
3.010 |
2.936 |
2.782 |
|
| R2 |
2.898 |
2.898 |
2.772 |
|
| R1 |
2.824 |
2.824 |
2.761 |
2.805 |
| PP |
2.786 |
2.786 |
2.786 |
2.776 |
| S1 |
2.712 |
2.712 |
2.741 |
2.693 |
| S2 |
2.674 |
2.674 |
2.730 |
|
| S3 |
2.562 |
2.600 |
2.720 |
|
| S4 |
2.450 |
2.488 |
2.689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.975 |
2.747 |
0.228 |
7.7% |
0.070 |
2.4% |
95% |
True |
False |
145,634 |
| 10 |
2.975 |
2.747 |
0.228 |
7.7% |
0.057 |
1.9% |
95% |
True |
False |
120,820 |
| 20 |
2.998 |
2.747 |
0.251 |
8.5% |
0.054 |
1.8% |
86% |
False |
False |
87,385 |
| 40 |
3.013 |
2.747 |
0.266 |
9.0% |
0.048 |
1.6% |
82% |
False |
False |
64,569 |
| 60 |
3.032 |
2.737 |
0.295 |
10.0% |
0.047 |
1.6% |
77% |
False |
False |
51,869 |
| 80 |
3.064 |
2.737 |
0.327 |
11.0% |
0.048 |
1.6% |
69% |
False |
False |
43,473 |
| 100 |
3.064 |
2.737 |
0.327 |
11.0% |
0.048 |
1.6% |
69% |
False |
False |
37,995 |
| 120 |
3.064 |
2.737 |
0.327 |
11.0% |
0.048 |
1.6% |
69% |
False |
False |
33,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.400 |
|
2.618 |
3.237 |
|
1.618 |
3.137 |
|
1.000 |
3.075 |
|
0.618 |
3.037 |
|
HIGH |
2.975 |
|
0.618 |
2.937 |
|
0.500 |
2.925 |
|
0.382 |
2.913 |
|
LOW |
2.875 |
|
0.618 |
2.813 |
|
1.000 |
2.775 |
|
1.618 |
2.713 |
|
2.618 |
2.613 |
|
4.250 |
2.450 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.951 |
2.935 |
| PP |
2.938 |
2.905 |
| S1 |
2.925 |
2.876 |
|