NYMEX Natural Gas Future May 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 2.627 2.670 0.043 1.6% 2.713
High 2.680 2.721 0.041 1.5% 2.736
Low 2.610 2.660 0.050 1.9% 2.622
Close 2.657 2.714 0.057 2.1% 2.633
Range 0.070 0.061 -0.009 -12.9% 0.114
ATR 0.059 0.060 0.000 0.6% 0.000
Volume 130,129 148,928 18,799 14.4% 499,028
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 2.881 2.859 2.748
R3 2.820 2.798 2.731
R2 2.759 2.759 2.725
R1 2.737 2.737 2.720 2.748
PP 2.698 2.698 2.698 2.704
S1 2.676 2.676 2.708 2.687
S2 2.637 2.637 2.703
S3 2.576 2.615 2.697
S4 2.515 2.554 2.680
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 3.006 2.933 2.696
R3 2.892 2.819 2.664
R2 2.778 2.778 2.654
R1 2.705 2.705 2.643 2.685
PP 2.664 2.664 2.664 2.653
S1 2.591 2.591 2.623 2.571
S2 2.550 2.550 2.612
S3 2.436 2.477 2.602
S4 2.322 2.363 2.570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.735 2.610 0.125 4.6% 0.059 2.2% 83% False False 119,169
10 2.820 2.610 0.210 7.7% 0.060 2.2% 50% False False 100,789
20 2.831 2.610 0.221 8.1% 0.056 2.1% 47% False False 86,817
40 2.951 2.600 0.351 12.9% 0.061 2.2% 32% False False 70,214
60 2.951 2.600 0.351 12.9% 0.064 2.3% 32% False False 62,707
80 2.951 2.504 0.447 16.5% 0.066 2.4% 47% False False 54,091
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.980
2.618 2.881
1.618 2.820
1.000 2.782
0.618 2.759
HIGH 2.721
0.618 2.698
0.500 2.691
0.382 2.683
LOW 2.660
0.618 2.622
1.000 2.599
1.618 2.561
2.618 2.500
4.250 2.401
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 2.706 2.698
PP 2.698 2.682
S1 2.691 2.666

These figures are updated between 7pm and 10pm EST after a trading day.

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