NYMEX Natural Gas Future February 2019
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
3.132 |
3.081 |
-0.051 |
-1.6% |
2.912 |
| High |
3.145 |
3.161 |
0.016 |
0.5% |
3.080 |
| Low |
3.076 |
3.073 |
-0.003 |
-0.1% |
2.912 |
| Close |
3.089 |
3.117 |
0.028 |
0.9% |
3.075 |
| Range |
0.069 |
0.088 |
0.019 |
27.5% |
0.168 |
| ATR |
0.048 |
0.051 |
0.003 |
5.8% |
0.000 |
| Volume |
46,691 |
59,225 |
12,534 |
26.8% |
133,322 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.381 |
3.337 |
3.165 |
|
| R3 |
3.293 |
3.249 |
3.141 |
|
| R2 |
3.205 |
3.205 |
3.133 |
|
| R1 |
3.161 |
3.161 |
3.125 |
3.183 |
| PP |
3.117 |
3.117 |
3.117 |
3.128 |
| S1 |
3.073 |
3.073 |
3.109 |
3.095 |
| S2 |
3.029 |
3.029 |
3.101 |
|
| S3 |
2.941 |
2.985 |
3.093 |
|
| S4 |
2.853 |
2.897 |
3.069 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.526 |
3.469 |
3.167 |
|
| R3 |
3.358 |
3.301 |
3.121 |
|
| R2 |
3.190 |
3.190 |
3.106 |
|
| R1 |
3.133 |
3.133 |
3.090 |
3.162 |
| PP |
3.022 |
3.022 |
3.022 |
3.037 |
| S1 |
2.965 |
2.965 |
3.060 |
2.994 |
| S2 |
2.854 |
2.854 |
3.044 |
|
| S3 |
2.686 |
2.797 |
3.029 |
|
| S4 |
2.518 |
2.629 |
2.983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.161 |
3.043 |
0.118 |
3.8% |
0.059 |
1.9% |
63% |
True |
False |
43,522 |
| 10 |
3.161 |
2.904 |
0.257 |
8.2% |
0.057 |
1.8% |
83% |
True |
False |
34,596 |
| 20 |
3.161 |
2.904 |
0.257 |
8.2% |
0.050 |
1.6% |
83% |
True |
False |
25,536 |
| 40 |
3.161 |
2.904 |
0.257 |
8.2% |
0.044 |
1.4% |
83% |
True |
False |
17,916 |
| 60 |
3.161 |
2.904 |
0.257 |
8.2% |
0.042 |
1.3% |
83% |
True |
False |
14,296 |
| 80 |
3.206 |
2.904 |
0.302 |
9.7% |
0.042 |
1.3% |
71% |
False |
False |
12,478 |
| 100 |
3.206 |
2.904 |
0.302 |
9.7% |
0.042 |
1.3% |
71% |
False |
False |
11,131 |
| 120 |
3.206 |
2.904 |
0.302 |
9.7% |
0.042 |
1.3% |
71% |
False |
False |
9,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.535 |
|
2.618 |
3.391 |
|
1.618 |
3.303 |
|
1.000 |
3.249 |
|
0.618 |
3.215 |
|
HIGH |
3.161 |
|
0.618 |
3.127 |
|
0.500 |
3.117 |
|
0.382 |
3.107 |
|
LOW |
3.073 |
|
0.618 |
3.019 |
|
1.000 |
2.985 |
|
1.618 |
2.931 |
|
2.618 |
2.843 |
|
4.250 |
2.699 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.117 |
3.117 |
| PP |
3.117 |
3.117 |
| S1 |
3.117 |
3.117 |
|