NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	2.970	2.948	-0.022	-0.7%	3.057
High	2.989	3.070	0.081	2.7%	3.113
Low	2.922	2.929	0.007	0.2%	2.972
Close	2.937	3.064	0.127	4.3%	3.056
Range	0.067	0.141	0.074	110.4%	0.141
ATR	0.085	0.089	0.004	4.7%	0.000
Volume	53,076	47,083	-5,993	-11.3%	260,349

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.444	3.395	3.142
R3	3.303	3.254	3.103
R2	3.162	3.162	3.090
R1	3.113	3.113	3.077	3.138
PP	3.021	3.021	3.021	3.033
S1	2.972	2.972	3.051	2.997
S2	2.880	2.880	3.038
S3	2.739	2.831	3.025
S4	2.598	2.690	2.986

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.470	3.404	3.134
R3	3.329	3.263	3.095
R2	3.188	3.188	3.082
R1	3.122	3.122	3.069	3.085
PP	3.047	3.047	3.047	3.028
S1	2.981	2.981	3.043	2.944
S2	2.906	2.906	3.030
S3	2.765	2.840	3.017
S4	2.624	2.699	2.978

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.099	2.922	0.177	5.8%	0.087	2.8%	80%	False	False	63,357
10	3.113	2.922	0.191	6.2%	0.084	2.7%	74%	False	False	53,862
20	3.438	2.922	0.516	16.8%	0.086	2.8%	28%	False	False	41,130
40	3.506	2.922	0.584	19.1%	0.084	2.7%	24%	False	False	31,514

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	3.669
2.618	3.439
1.618	3.298
1.000	3.211
0.618	3.157
HIGH	3.070
0.618	3.016
0.500	3.000
0.382	2.983
LOW	2.929
0.618	2.842
1.000	2.788
1.618	2.701
2.618	2.560
4.250	2.330

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	3.043	3.042
PP	3.021	3.020
S1	3.000	2.998

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