NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	2.930	2.922	-0.008	-0.3%	2.969
High	2.951	2.990	0.039	1.3%	3.101
Low	2.883	2.898	0.015	0.5%	2.928
Close	2.914	2.967	0.053	1.8%	2.961
Range	0.068	0.092	0.024	35.3%	0.173
ATR	0.081	0.082	0.001	0.9%	0.000
Volume	110,727	175,911	65,184	58.9%	415,728

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.228	3.189	3.018
R3	3.136	3.097	2.992
R2	3.044	3.044	2.984
R1	3.005	3.005	2.975	3.025
PP	2.952	2.952	2.952	2.961
S1	2.913	2.913	2.959	2.933
S2	2.860	2.860	2.950
S3	2.768	2.821	2.942
S4	2.676	2.729	2.916

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.516	3.411	3.056
R3	3.343	3.238	3.009
R2	3.170	3.170	2.993
R1	3.065	3.065	2.977	3.031
PP	2.997	2.997	2.997	2.980
S1	2.892	2.892	2.945	2.858
S2	2.824	2.824	2.929
S3	2.651	2.719	2.913
S4	2.478	2.546	2.866

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.030	2.866	0.164	5.5%	0.079	2.6%	62%	False	False	128,777
10	3.101	2.866	0.235	7.9%	0.073	2.4%	43%	False	False	104,558
20	3.114	2.830	0.284	9.6%	0.083	2.8%	48%	False	False	87,884
40	3.143	2.830	0.313	10.5%	0.080	2.7%	44%	False	False	65,890
60	3.506	2.830	0.676	22.8%	0.082	2.7%	20%	False	False	52,646
80	3.506	2.830	0.676	22.8%	0.081	2.7%	20%	False	False	44,744

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.381
2.618	3.231
1.618	3.139
1.000	3.082
0.618	3.047
HIGH	2.990
0.618	2.955
0.500	2.944
0.382	2.933
LOW	2.898
0.618	2.841
1.000	2.806
1.618	2.749
2.618	2.657
4.250	2.507

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	2.959	2.957
PP	2.952	2.946
S1	2.944	2.936

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