NYMEX Natural Gas Future August 2017

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	3.087	3.057	-0.030	-1.0%	3.292
High	3.087	3.087	0.000	0.0%	3.292
Low	3.030	2.980	-0.050	-1.7%	3.030
Close	3.041	3.024	-0.017	-0.6%	3.041
Range	0.057	0.107	0.050	87.7%	0.262
ATR	0.094	0.095	0.001	1.0%	0.000
Volume	55,780	54,442	-1,338	-2.4%	246,551

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.351	3.295	3.083
R3	3.244	3.188	3.053
R2	3.137	3.137	3.044
R1	3.081	3.081	3.034	3.056
PP	3.030	3.030	3.030	3.018
S1	2.974	2.974	3.014	2.949
S2	2.923	2.923	3.004
S3	2.816	2.867	2.995
S4	2.709	2.760	2.965

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.907	3.736	3.185
R3	3.645	3.474	3.113
R2	3.383	3.383	3.089
R1	3.212	3.212	3.065	3.167
PP	3.121	3.121	3.121	3.098
S1	2.950	2.950	3.017	2.905
S2	2.859	2.859	2.993
S3	2.597	2.688	2.969
S4	2.335	2.426	2.897

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.292	2.980	0.312	10.3%	0.103	3.4%	14%	False	True	60,198
10	3.462	2.980	0.482	15.9%	0.093	3.1%	9%	False	True	51,151
20	3.530	2.980	0.550	18.2%	0.094	3.1%	8%	False	True	45,757
40	3.530	2.980	0.550	18.2%	0.086	2.8%	8%	False	True	34,273
60	3.530	2.980	0.550	18.2%	0.085	2.8%	8%	False	True	27,547

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.542
2.618	3.367
1.618	3.260
1.000	3.194
0.618	3.153
HIGH	3.087
0.618	3.046
0.500	3.034
0.382	3.021
LOW	2.980
0.618	2.914
1.000	2.873
1.618	2.807
2.618	2.700
4.250	2.525

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	3.034	3.071
PP	3.030	3.055
S1	3.027	3.040

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols