NYMEX Natural Gas Future March 2019
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
2.900 |
2.853 |
-0.047 |
-1.6% |
2.850 |
| High |
2.902 |
2.915 |
0.013 |
0.4% |
2.914 |
| Low |
2.857 |
2.851 |
-0.006 |
-0.2% |
2.834 |
| Close |
2.868 |
2.903 |
0.035 |
1.2% |
2.905 |
| Range |
0.045 |
0.064 |
0.019 |
42.2% |
0.080 |
| ATR |
0.038 |
0.040 |
0.002 |
4.7% |
0.000 |
| Volume |
23,694 |
31,014 |
7,320 |
30.9% |
58,460 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.082 |
3.056 |
2.938 |
|
| R3 |
3.018 |
2.992 |
2.921 |
|
| R2 |
2.954 |
2.954 |
2.915 |
|
| R1 |
2.928 |
2.928 |
2.909 |
2.941 |
| PP |
2.890 |
2.890 |
2.890 |
2.896 |
| S1 |
2.864 |
2.864 |
2.897 |
2.877 |
| S2 |
2.826 |
2.826 |
2.891 |
|
| S3 |
2.762 |
2.800 |
2.885 |
|
| S4 |
2.698 |
2.736 |
2.868 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.124 |
3.095 |
2.949 |
|
| R3 |
3.044 |
3.015 |
2.927 |
|
| R2 |
2.964 |
2.964 |
2.920 |
|
| R1 |
2.935 |
2.935 |
2.912 |
2.950 |
| PP |
2.884 |
2.884 |
2.884 |
2.892 |
| S1 |
2.855 |
2.855 |
2.898 |
2.870 |
| S2 |
2.804 |
2.804 |
2.890 |
|
| S3 |
2.724 |
2.775 |
2.883 |
|
| S4 |
2.644 |
2.695 |
2.861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.945 |
2.851 |
0.094 |
3.2% |
0.045 |
1.6% |
55% |
False |
True |
25,176 |
| 10 |
2.945 |
2.834 |
0.111 |
3.8% |
0.036 |
1.2% |
62% |
False |
False |
17,969 |
| 20 |
2.945 |
2.823 |
0.122 |
4.2% |
0.036 |
1.2% |
66% |
False |
False |
16,186 |
| 40 |
3.113 |
2.823 |
0.290 |
10.0% |
0.040 |
1.4% |
28% |
False |
False |
17,252 |
| 60 |
3.113 |
2.821 |
0.292 |
10.1% |
0.040 |
1.4% |
28% |
False |
False |
16,587 |
| 80 |
3.113 |
2.819 |
0.294 |
10.1% |
0.039 |
1.4% |
29% |
False |
False |
15,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.187 |
|
2.618 |
3.083 |
|
1.618 |
3.019 |
|
1.000 |
2.979 |
|
0.618 |
2.955 |
|
HIGH |
2.915 |
|
0.618 |
2.891 |
|
0.500 |
2.883 |
|
0.382 |
2.875 |
|
LOW |
2.851 |
|
0.618 |
2.811 |
|
1.000 |
2.787 |
|
1.618 |
2.747 |
|
2.618 |
2.683 |
|
4.250 |
2.579 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.896 |
2.901 |
| PP |
2.890 |
2.900 |
| S1 |
2.883 |
2.898 |
|