NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 28-Jul-2017

Day Change Summary
	Previous	Current
	27-Jul-2017	28-Jul-2017	Change	Change %	Previous Week
Open	2.922	2.958	0.036	1.2%	2.921
High	2.990	2.983	-0.007	-0.2%	2.990
Low	2.898	2.923	0.025	0.9%	2.866
Close	2.967	2.941	-0.026	-0.9%	2.941
Range	0.092	0.060	-0.032	-34.8%	0.124
ATR	0.082	0.080	-0.002	-1.9%	0.000
Volume	175,911	83,193	-92,718	-52.7%	614,086

Daily Pivots for day following 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.129	3.095	2.974
R3	3.069	3.035	2.958
R2	3.009	3.009	2.952
R1	2.975	2.975	2.947	2.962
PP	2.949	2.949	2.949	2.943
S1	2.915	2.915	2.936	2.902
S2	2.889	2.889	2.930
S3	2.829	2.855	2.925
S4	2.769	2.795	2.908

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.304	3.247	3.009
R3	3.180	3.123	2.975
R2	3.056	3.056	2.964
R1	2.999	2.999	2.952	3.028
PP	2.932	2.932	2.932	2.947
S1	2.875	2.875	2.930	2.904
S2	2.808	2.808	2.918
S3	2.684	2.751	2.907
S4	2.560	2.627	2.873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.990	2.866	0.124	4.2%	0.070	2.4%	60%	False	False	122,817
10	3.101	2.866	0.235	8.0%	0.072	2.4%	32%	False	False	102,981
20	3.101	2.830	0.271	9.2%	0.082	2.8%	41%	False	False	89,741
40	3.114	2.830	0.284	9.7%	0.078	2.7%	39%	False	False	66,924
60	3.506	2.830	0.676	23.0%	0.082	2.8%	16%	False	False	53,860
80	3.506	2.830	0.676	23.0%	0.080	2.7%	16%	False	False	45,484

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.238
2.618	3.140
1.618	3.080
1.000	3.043
0.618	3.020
HIGH	2.983
0.618	2.960
0.500	2.953
0.382	2.946
LOW	2.923
0.618	2.886
1.000	2.863
1.618	2.826
2.618	2.766
4.250	2.668

Fisher Pivots for day following 28-Jul-2017
Pivot	1 day	3 day
R1	2.953	2.940
PP	2.949	2.938
S1	2.945	2.937

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