NYMEX Natural Gas Future August 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 3.003 3.067 0.064 2.1% 2.995
High 3.073 3.084 0.011 0.4% 2.995
Low 2.993 3.038 0.045 1.5% 2.875
Close 3.049 3.064 0.015 0.5% 2.951
Range 0.080 0.046 -0.034 -42.5% 0.120
ATR 0.090 0.087 -0.003 -3.5% 0.000
Volume 116,991 131,020 14,029 12.0% 458,501
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 3.200 3.178 3.089
R3 3.154 3.132 3.077
R2 3.108 3.108 3.072
R1 3.086 3.086 3.068 3.074
PP 3.062 3.062 3.062 3.056
S1 3.040 3.040 3.060 3.028
S2 3.016 3.016 3.056
S3 2.970 2.994 3.051
S4 2.924 2.948 3.039
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 3.300 3.246 3.017
R3 3.180 3.126 2.984
R2 3.060 3.060 2.973
R1 3.006 3.006 2.962 2.973
PP 2.940 2.940 2.940 2.924
S1 2.886 2.886 2.940 2.853
S2 2.820 2.820 2.929
S3 2.700 2.766 2.918
S4 2.580 2.646 2.885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.084 2.875 0.209 6.8% 0.070 2.3% 90% True False 106,410
10 3.102 2.875 0.227 7.4% 0.075 2.4% 83% False False 99,410
20 3.205 2.875 0.330 10.8% 0.082 2.7% 57% False False 88,511
40 3.530 2.875 0.655 21.4% 0.085 2.8% 29% False False 63,659
60 3.530 2.875 0.655 21.4% 0.085 2.8% 29% False False 49,568
80 3.530 2.875 0.655 21.4% 0.083 2.7% 29% False False 40,597
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 3.280
2.618 3.204
1.618 3.158
1.000 3.130
0.618 3.112
HIGH 3.084
0.618 3.066
0.500 3.061
0.382 3.056
LOW 3.038
0.618 3.010
1.000 2.992
1.618 2.964
2.618 2.918
4.250 2.843
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 3.063 3.042
PP 3.062 3.019
S1 3.061 2.997

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

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