NYMEX Natural Gas Future September 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	3.000	3.060	0.060	2.0%	2.982
High	3.066	3.076	0.010	0.3%	2.985
Low	2.990	3.031	0.041	1.4%	2.879
Close	3.043	3.059	0.016	0.5%	2.949
Range	0.076	0.045	-0.031	-40.8%	0.106
ATR	0.086	0.083	-0.003	-3.4%	0.000
Volume	29,482	27,183	-2,299	-7.8%	172,330

Daily Pivots for day following 27-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.190	3.170	3.084
R3	3.145	3.125	3.071
R2	3.100	3.100	3.067
R1	3.080	3.080	3.063	3.068
PP	3.055	3.055	3.055	3.049
S1	3.035	3.035	3.055	3.023
S2	3.010	3.010	3.051
S3	2.965	2.990	3.047
S4	2.920	2.945	3.034

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.256	3.208	3.007
R3	3.150	3.102	2.978
R2	3.044	3.044	2.968
R1	2.996	2.996	2.959	2.967
PP	2.938	2.938	2.938	2.923
S1	2.890	2.890	2.939	2.861
S2	2.832	2.832	2.930
S3	2.726	2.784	2.920
S4	2.620	2.678	2.891

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.076	2.879	0.197	6.4%	0.065	2.1%	91%	True	False	30,976
10	3.087	2.879	0.208	6.8%	0.071	2.3%	87%	False	False	36,037
20	3.187	2.879	0.308	10.1%	0.078	2.6%	58%	False	False	44,079
40	3.506	2.879	0.627	20.5%	0.081	2.7%	29%	False	False	34,673
60	3.506	2.879	0.627	20.5%	0.080	2.6%	29%	False	False	29,977

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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.267
2.618	3.194
1.618	3.149
1.000	3.121
0.618	3.104
HIGH	3.076
0.618	3.059
0.500	3.054
0.382	3.048
LOW	3.031
0.618	3.003
1.000	2.986
1.618	2.958
2.618	2.913
4.250	2.840

Fisher Pivots for day following 27-Jun-2017
Pivot	1 day	3 day
R1	3.057	3.038
PP	3.055	3.016
S1	3.054	2.995

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