NYMEX Natural Gas Future February 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 |
3.037 |
3.057 |
0.020 |
0.7% |
3.077 |
| High |
3.061 |
3.075 |
0.014 |
0.5% |
3.119 |
| Low |
3.033 |
3.017 |
-0.016 |
-0.5% |
3.045 |
| Close |
3.055 |
3.024 |
-0.031 |
-1.0% |
3.062 |
| Range |
0.028 |
0.058 |
0.030 |
107.1% |
0.074 |
| ATR |
0.040 |
0.041 |
0.001 |
3.2% |
0.000 |
| Volume |
3,174 |
1,946 |
-1,228 |
-38.7% |
12,149 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.213 |
3.176 |
3.056 |
|
| R3 |
3.155 |
3.118 |
3.040 |
|
| R2 |
3.097 |
3.097 |
3.035 |
|
| R1 |
3.060 |
3.060 |
3.029 |
3.050 |
| PP |
3.039 |
3.039 |
3.039 |
3.033 |
| S1 |
3.002 |
3.002 |
3.019 |
2.992 |
| S2 |
2.981 |
2.981 |
3.013 |
|
| S3 |
2.923 |
2.944 |
3.008 |
|
| S4 |
2.865 |
2.886 |
2.992 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.297 |
3.254 |
3.103 |
|
| R3 |
3.223 |
3.180 |
3.082 |
|
| R2 |
3.149 |
3.149 |
3.076 |
|
| R1 |
3.106 |
3.106 |
3.069 |
3.091 |
| PP |
3.075 |
3.075 |
3.075 |
3.068 |
| S1 |
3.032 |
3.032 |
3.055 |
3.017 |
| S2 |
3.001 |
3.001 |
3.048 |
|
| S3 |
2.927 |
2.958 |
3.042 |
|
| S4 |
2.853 |
2.884 |
3.021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.102 |
3.017 |
0.085 |
2.8% |
0.040 |
1.3% |
8% |
False |
True |
2,177 |
| 10 |
3.119 |
3.017 |
0.102 |
3.4% |
0.040 |
1.3% |
7% |
False |
True |
2,655 |
| 20 |
3.119 |
2.982 |
0.137 |
4.5% |
0.040 |
1.3% |
31% |
False |
False |
2,861 |
| 40 |
3.199 |
2.954 |
0.245 |
8.1% |
0.040 |
1.3% |
29% |
False |
False |
3,157 |
| 60 |
3.199 |
2.910 |
0.289 |
9.6% |
0.042 |
1.4% |
39% |
False |
False |
2,694 |
| 80 |
3.247 |
2.906 |
0.341 |
11.3% |
0.043 |
1.4% |
35% |
False |
False |
2,269 |
| 100 |
3.259 |
2.906 |
0.353 |
11.7% |
0.037 |
1.2% |
33% |
False |
False |
1,964 |
| 120 |
3.260 |
2.906 |
0.354 |
11.7% |
0.034 |
1.1% |
33% |
False |
False |
1,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.322 |
|
2.618 |
3.227 |
|
1.618 |
3.169 |
|
1.000 |
3.133 |
|
0.618 |
3.111 |
|
HIGH |
3.075 |
|
0.618 |
3.053 |
|
0.500 |
3.046 |
|
0.382 |
3.039 |
|
LOW |
3.017 |
|
0.618 |
2.981 |
|
1.000 |
2.959 |
|
1.618 |
2.923 |
|
2.618 |
2.865 |
|
4.250 |
2.771 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.046 |
3.046 |
| PP |
3.039 |
3.039 |
| S1 |
3.031 |
3.031 |
|