NYMEX Natural Gas Future September 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 2.961 2.920 -0.041 -1.4% 2.772
High 2.972 2.933 -0.039 -1.3% 2.997
Low 2.919 2.883 -0.036 -1.2% 2.764
Close 2.935 2.890 -0.045 -1.5% 2.983
Range 0.053 0.050 -0.003 -5.7% 0.233
ATR 0.076 0.074 -0.002 -2.2% 0.000
Volume 103,177 135,731 32,554 31.6% 863,134
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 3.052 3.021 2.918
R3 3.002 2.971 2.904
R2 2.952 2.952 2.899
R1 2.921 2.921 2.895 2.912
PP 2.902 2.902 2.902 2.897
S1 2.871 2.871 2.885 2.862
S2 2.852 2.852 2.881
S3 2.802 2.821 2.876
S4 2.752 2.771 2.863
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 3.018 2.872 0.146 5.1% 0.071 2.4% 12% False False 153,820
10 3.018 2.753 0.265 9.2% 0.065 2.3% 52% False False 145,913
20 3.101 2.753 0.348 12.0% 0.072 2.5% 39% False False 136,302
40 3.114 2.753 0.361 12.5% 0.075 2.6% 38% False False 98,265
60 3.438 2.753 0.685 23.7% 0.079 2.7% 20% False False 79,794
80 3.506 2.753 0.753 26.1% 0.079 2.7% 18% False False 65,637
100 3.506 2.753 0.753 26.1% 0.079 2.7% 18% False False 56,411
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 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.146
2.618 3.064
1.618 3.014
1.000 2.983
0.618 2.964
HIGH 2.933
0.618 2.914
0.500 2.908
0.382 2.902
LOW 2.883
0.618 2.852
1.000 2.833
1.618 2.802
2.618 2.752
4.250 2.671
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 2.908 2.951
PP 2.902 2.930
S1 2.896 2.910

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

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