NYMEX Natural Gas Future September 2017

Trading Metrics calculated at close of trading on 11-Aug-2017

Day Change Summary
	Previous	Current
	10-Aug-2017	11-Aug-2017	Change	Change %	Previous Week
Open	2.877	2.976	0.099	3.4%	2.772
High	2.995	2.997	0.002	0.1%	2.997
Low	2.872	2.962	0.090	3.1%	2.764
Close	2.985	2.983	-0.002	-0.1%	2.983
Range	0.123	0.035	-0.088	-71.5%	0.233
ATR	0.080	0.076	-0.003	-4.0%	0.000
Volume	262,157	137,469	-124,688	-47.6%	863,134

Daily Pivots for day following 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.086	3.069	3.002
R3	3.051	3.034	2.993
R2	3.016	3.016	2.989
R1	2.999	2.999	2.986	3.008
PP	2.981	2.981	2.981	2.985
S1	2.964	2.964	2.980	2.973
S2	2.946	2.946	2.977
S3	2.911	2.929	2.973
S4	2.876	2.894	2.964

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.614	3.531	3.111
R3	3.381	3.298	3.047
R2	3.148	3.148	3.026
R1	3.065	3.065	3.004	3.107
PP	2.915	2.915	2.915	2.935
S1	2.832	2.832	2.962	2.874
S2	2.682	2.682	2.940
S3	2.449	2.599	2.919
S4	2.216	2.366	2.855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.997	2.764	0.233	7.8%	0.071	2.4%	94%	True	False	172,626
10	2.997	2.753	0.244	8.2%	0.070	2.4%	94%	True	False	152,811
20	3.101	2.753	0.348	11.7%	0.071	2.4%	66%	False	False	127,896
40	3.114	2.753	0.361	12.1%	0.075	2.5%	64%	False	False	91,662
60	3.438	2.753	0.685	23.0%	0.078	2.6%	34%	False	False	74,818
80	3.506	2.753	0.753	25.2%	0.079	2.7%	31%	False	False	61,588

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	0.014
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	3.146
2.618	3.089
1.618	3.054
1.000	3.032
0.618	3.019
HIGH	2.997
0.618	2.984
0.500	2.980
0.382	2.975
LOW	2.962
0.618	2.940
1.000	2.927
1.618	2.905
2.618	2.870
4.250	2.813

Fisher Pivots for day following 11-Aug-2017
Pivot	1 day	3 day
R1	2.982	2.955
PP	2.981	2.927
S1	2.980	2.899

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