NYMEX Natural Gas Future November 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 |
2.882 |
2.952 |
0.070 |
2.4% |
2.762 |
| High |
2.975 |
2.982 |
0.007 |
0.2% |
2.982 |
| Low |
2.875 |
2.931 |
0.056 |
1.9% |
2.756 |
| Close |
2.964 |
2.974 |
0.010 |
0.3% |
2.974 |
| Range |
0.100 |
0.051 |
-0.049 |
-49.0% |
0.226 |
| ATR |
0.055 |
0.055 |
0.000 |
-0.5% |
0.000 |
| Volume |
187,638 |
162,400 |
-25,238 |
-13.5% |
788,004 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.115 |
3.096 |
3.002 |
|
| R3 |
3.064 |
3.045 |
2.988 |
|
| R2 |
3.013 |
3.013 |
2.983 |
|
| R1 |
2.994 |
2.994 |
2.979 |
3.004 |
| PP |
2.962 |
2.962 |
2.962 |
2.967 |
| S1 |
2.943 |
2.943 |
2.969 |
2.953 |
| S2 |
2.911 |
2.911 |
2.965 |
|
| S3 |
2.860 |
2.892 |
2.960 |
|
| S4 |
2.809 |
2.841 |
2.946 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.582 |
3.504 |
3.098 |
|
| R3 |
3.356 |
3.278 |
3.036 |
|
| R2 |
3.130 |
3.130 |
3.015 |
|
| R1 |
3.052 |
3.052 |
2.995 |
3.091 |
| PP |
2.904 |
2.904 |
2.904 |
2.924 |
| S1 |
2.826 |
2.826 |
2.953 |
2.865 |
| S2 |
2.678 |
2.678 |
2.933 |
|
| S3 |
2.452 |
2.600 |
2.912 |
|
| S4 |
2.226 |
2.374 |
2.850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.982 |
2.756 |
0.226 |
7.6% |
0.070 |
2.3% |
96% |
True |
False |
157,600 |
| 10 |
2.982 |
2.747 |
0.235 |
7.9% |
0.060 |
2.0% |
97% |
True |
False |
131,268 |
| 20 |
2.995 |
2.747 |
0.248 |
8.3% |
0.054 |
1.8% |
92% |
False |
False |
93,580 |
| 40 |
3.013 |
2.747 |
0.266 |
8.9% |
0.049 |
1.6% |
85% |
False |
False |
67,968 |
| 60 |
3.032 |
2.737 |
0.295 |
9.9% |
0.047 |
1.6% |
80% |
False |
False |
54,172 |
| 80 |
3.064 |
2.737 |
0.327 |
11.0% |
0.048 |
1.6% |
72% |
False |
False |
45,377 |
| 100 |
3.064 |
2.737 |
0.327 |
11.0% |
0.048 |
1.6% |
72% |
False |
False |
39,400 |
| 120 |
3.064 |
2.737 |
0.327 |
11.0% |
0.048 |
1.6% |
72% |
False |
False |
35,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.199 |
|
2.618 |
3.116 |
|
1.618 |
3.065 |
|
1.000 |
3.033 |
|
0.618 |
3.014 |
|
HIGH |
2.982 |
|
0.618 |
2.963 |
|
0.500 |
2.957 |
|
0.382 |
2.950 |
|
LOW |
2.931 |
|
0.618 |
2.899 |
|
1.000 |
2.880 |
|
1.618 |
2.848 |
|
2.618 |
2.797 |
|
4.250 |
2.714 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.968 |
2.958 |
| PP |
2.962 |
2.943 |
| S1 |
2.957 |
2.927 |
|