NYMEX Natural Gas Future January 2019
| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
3.070 |
3.085 |
0.015 |
0.5% |
3.107 |
| High |
3.095 |
3.110 |
0.015 |
0.5% |
3.158 |
| Low |
3.061 |
3.050 |
-0.011 |
-0.4% |
3.078 |
| Close |
3.087 |
3.055 |
-0.032 |
-1.0% |
3.094 |
| Range |
0.034 |
0.060 |
0.026 |
76.5% |
0.080 |
| ATR |
0.044 |
0.045 |
0.001 |
2.6% |
0.000 |
| Volume |
7,738 |
9,114 |
1,376 |
17.8% |
48,960 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.252 |
3.213 |
3.088 |
|
| R3 |
3.192 |
3.153 |
3.072 |
|
| R2 |
3.132 |
3.132 |
3.066 |
|
| R1 |
3.093 |
3.093 |
3.061 |
3.083 |
| PP |
3.072 |
3.072 |
3.072 |
3.066 |
| S1 |
3.033 |
3.033 |
3.050 |
3.023 |
| S2 |
3.012 |
3.012 |
3.044 |
|
| S3 |
2.952 |
2.973 |
3.039 |
|
| S4 |
2.892 |
2.913 |
3.022 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.350 |
3.302 |
3.138 |
|
| R3 |
3.270 |
3.222 |
3.116 |
|
| R2 |
3.190 |
3.190 |
3.109 |
|
| R1 |
3.142 |
3.142 |
3.101 |
3.126 |
| PP |
3.110 |
3.110 |
3.110 |
3.102 |
| S1 |
3.062 |
3.062 |
3.087 |
3.046 |
| S2 |
3.030 |
3.030 |
3.079 |
|
| S3 |
2.950 |
2.982 |
3.072 |
|
| S4 |
2.870 |
2.902 |
3.050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.139 |
3.050 |
0.089 |
2.9% |
0.043 |
1.4% |
6% |
False |
True |
7,530 |
| 10 |
3.158 |
3.050 |
0.108 |
3.5% |
0.042 |
1.4% |
5% |
False |
True |
9,894 |
| 20 |
3.158 |
3.006 |
0.152 |
5.0% |
0.043 |
1.4% |
32% |
False |
False |
10,144 |
| 40 |
3.245 |
2.976 |
0.269 |
8.8% |
0.045 |
1.5% |
29% |
False |
False |
9,839 |
| 60 |
3.245 |
2.924 |
0.321 |
10.5% |
0.048 |
1.6% |
41% |
False |
False |
8,880 |
| 80 |
3.276 |
2.911 |
0.365 |
11.9% |
0.050 |
1.6% |
39% |
False |
False |
7,920 |
| 100 |
3.297 |
2.911 |
0.386 |
12.6% |
0.045 |
1.5% |
37% |
False |
False |
6,869 |
| 120 |
3.299 |
2.911 |
0.388 |
12.7% |
0.041 |
1.4% |
37% |
False |
False |
6,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.365 |
|
2.618 |
3.267 |
|
1.618 |
3.207 |
|
1.000 |
3.170 |
|
0.618 |
3.147 |
|
HIGH |
3.110 |
|
0.618 |
3.087 |
|
0.500 |
3.080 |
|
0.382 |
3.073 |
|
LOW |
3.050 |
|
0.618 |
3.013 |
|
1.000 |
2.990 |
|
1.618 |
2.953 |
|
2.618 |
2.893 |
|
4.250 |
2.795 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.080 |
3.080 |
| PP |
3.072 |
3.072 |
| S1 |
3.063 |
3.063 |
|