NYMEX Natural Gas Future August 2017

Trading Metrics calculated at close of trading on 20-Jun-2017

Day Change Summary
	Previous	Current
	19-Jun-2017	20-Jun-2017	Change	Change %	Previous Week
Open	2.995	2.927	-0.068	-2.3%	3.064
High	2.995	2.936	-0.059	-2.0%	3.116
Low	2.902	2.903	0.001	0.0%	2.936
Close	2.917	2.930	0.013	0.4%	3.060
Range	0.093	0.033	-0.060	-64.5%	0.180
ATR	0.095	0.091	-0.004	-4.7%	0.000
Volume	108,583	65,877	-42,706	-39.3%	492,082

Daily Pivots for day following 20-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.022	3.009	2.948
R3	2.989	2.976	2.939
R2	2.956	2.956	2.936
R1	2.943	2.943	2.933	2.950
PP	2.923	2.923	2.923	2.926
S1	2.910	2.910	2.927	2.917
S2	2.890	2.890	2.924
S3	2.857	2.877	2.921
S4	2.824	2.844	2.912

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.577	3.499	3.159
R3	3.397	3.319	3.110
R2	3.217	3.217	3.093
R1	3.139	3.139	3.077	3.088
PP	3.037	3.037	3.037	3.012
S1	2.959	2.959	3.044	2.908
S2	2.857	2.857	3.027
S3	2.677	2.779	3.011
S4	2.497	2.599	2.961

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.102	2.902	0.200	6.8%	0.079	2.7%	14%	False	False	92,410
10	3.128	2.902	0.226	7.7%	0.080	2.7%	12%	False	False	94,631
20	3.460	2.902	0.558	19.0%	0.088	3.0%	5%	False	False	73,145
40	3.530	2.902	0.628	21.4%	0.086	2.9%	4%	False	False	53,094
60	3.530	2.902	0.628	21.4%	0.085	2.9%	4%	False	False	41,841

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 80 trading days

Fibonacci Retracements and Extensions
4.250	3.076
2.618	3.022
1.618	2.989
1.000	2.969
0.618	2.956
HIGH	2.936
0.618	2.923
0.500	2.920
0.382	2.916
LOW	2.903
0.618	2.883
1.000	2.870
1.618	2.850
2.618	2.817
4.250	2.763

Fisher Pivots for day following 20-Jun-2017
Pivot	1 day	3 day
R1	2.927	3.002
PP	2.923	2.978
S1	2.920	2.954

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