NYMEX Natural Gas Future September 2017


Trading Metrics calculated at close of trading on 02-Aug-2017
Day Change Summary
Previous Current
01-Aug-2017 02-Aug-2017 Change Change % Previous Week
Open 2.810 2.815 0.005 0.2% 2.921
High 2.835 2.837 0.002 0.1% 2.990
Low 2.761 2.785 0.024 0.9% 2.866
Close 2.819 2.811 -0.008 -0.3% 2.941
Range 0.074 0.052 -0.022 -29.7% 0.124
ATR 0.085 0.083 -0.002 -2.8% 0.000
Volume 151,158 111,069 -40,089 -26.5% 614,086
Daily Pivots for day following 02-Aug-2017
Classic Woodie Camarilla DeMark
R4 2.967 2.941 2.840
R3 2.915 2.889 2.825
R2 2.863 2.863 2.821
R1 2.837 2.837 2.816 2.824
PP 2.811 2.811 2.811 2.805
S1 2.785 2.785 2.806 2.772
S2 2.759 2.759 2.801
S3 2.707 2.733 2.797
S4 2.655 2.681 2.782
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 2.761 0.229 8.1% 0.079 2.8% 22% False False 139,511
10 3.101 2.761 0.340 12.1% 0.079 2.8% 15% False False 126,690
20 3.101 2.761 0.340 12.1% 0.076 2.7% 15% False False 104,106
40 3.114 2.761 0.353 12.6% 0.078 2.8% 14% False False 75,300
60 3.506 2.761 0.745 26.5% 0.081 2.9% 7% False False 60,150
80 3.506 2.761 0.745 26.5% 0.080 2.8% 7% False False 50,243
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.021
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.058
2.618 2.973
1.618 2.921
1.000 2.889
0.618 2.869
HIGH 2.837
0.618 2.817
0.500 2.811
0.382 2.805
LOW 2.785
0.618 2.753
1.000 2.733
1.618 2.701
2.618 2.649
4.250 2.564
Fisher Pivots for day following 02-Aug-2017
Pivot 1 day 3 day
R1 2.811 2.831
PP 2.811 2.824
S1 2.811 2.818

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

View Archives - Comment on this page... - Back to Index of Symbols