NYMEX Natural Gas Future March 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 |
2.941 |
2.914 |
-0.027 |
-0.9% |
2.819 |
| High |
2.954 |
2.968 |
0.014 |
0.5% |
2.943 |
| Low |
2.896 |
2.902 |
0.006 |
0.2% |
2.818 |
| Close |
2.922 |
2.932 |
0.010 |
0.3% |
2.939 |
| Range |
0.058 |
0.066 |
0.008 |
13.8% |
0.125 |
| ATR |
0.042 |
0.044 |
0.002 |
4.0% |
0.000 |
| Volume |
74,092 |
67,278 |
-6,814 |
-9.2% |
244,592 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.132 |
3.098 |
2.968 |
|
| R3 |
3.066 |
3.032 |
2.950 |
|
| R2 |
3.000 |
3.000 |
2.944 |
|
| R1 |
2.966 |
2.966 |
2.938 |
2.983 |
| PP |
2.934 |
2.934 |
2.934 |
2.943 |
| S1 |
2.900 |
2.900 |
2.926 |
2.917 |
| S2 |
2.868 |
2.868 |
2.920 |
|
| S3 |
2.802 |
2.834 |
2.914 |
|
| S4 |
2.736 |
2.768 |
2.896 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.275 |
3.232 |
3.008 |
|
| R3 |
3.150 |
3.107 |
2.973 |
|
| R2 |
3.025 |
3.025 |
2.962 |
|
| R1 |
2.982 |
2.982 |
2.950 |
3.004 |
| PP |
2.900 |
2.900 |
2.900 |
2.911 |
| S1 |
2.857 |
2.857 |
2.928 |
2.879 |
| S2 |
2.775 |
2.775 |
2.916 |
|
| S3 |
2.650 |
2.732 |
2.905 |
|
| S4 |
2.525 |
2.607 |
2.870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.968 |
2.896 |
0.072 |
2.5% |
0.045 |
1.5% |
50% |
True |
False |
63,062 |
| 10 |
2.968 |
2.810 |
0.158 |
5.4% |
0.046 |
1.6% |
77% |
True |
False |
55,432 |
| 20 |
2.979 |
2.810 |
0.169 |
5.8% |
0.044 |
1.5% |
72% |
False |
False |
44,246 |
| 40 |
3.039 |
2.810 |
0.229 |
7.8% |
0.040 |
1.4% |
53% |
False |
False |
33,433 |
| 60 |
3.039 |
2.810 |
0.229 |
7.8% |
0.039 |
1.3% |
53% |
False |
False |
27,460 |
| 80 |
3.113 |
2.810 |
0.303 |
10.3% |
0.040 |
1.3% |
40% |
False |
False |
25,167 |
| 100 |
3.113 |
2.810 |
0.303 |
10.3% |
0.040 |
1.4% |
40% |
False |
False |
23,127 |
| 120 |
3.113 |
2.810 |
0.303 |
10.3% |
0.040 |
1.3% |
40% |
False |
False |
20,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.249 |
|
2.618 |
3.141 |
|
1.618 |
3.075 |
|
1.000 |
3.034 |
|
0.618 |
3.009 |
|
HIGH |
2.968 |
|
0.618 |
2.943 |
|
0.500 |
2.935 |
|
0.382 |
2.927 |
|
LOW |
2.902 |
|
0.618 |
2.861 |
|
1.000 |
2.836 |
|
1.618 |
2.795 |
|
2.618 |
2.729 |
|
4.250 |
2.622 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2.935 |
2.932 |
| PP |
2.934 |
2.932 |
| S1 |
2.933 |
2.932 |
|