NYMEX Natural Gas Future October 2017


Trading Metrics calculated at close of trading on 16-Jun-2017
Day Change Summary
Previous Current
15-Jun-2017 16-Jun-2017 Change Change % Previous Week
Open 2.973 3.077 0.104 3.5% 3.070
High 3.092 3.108 0.016 0.5% 3.125
Low 2.954 3.057 0.103 3.5% 2.949
Close 3.086 3.070 -0.016 -0.5% 3.070
Range 0.138 0.051 -0.087 -63.0% 0.176
ATR 0.087 0.084 -0.003 -3.0% 0.000
Volume 41,456 26,171 -15,285 -36.9% 218,016
Daily Pivots for day following 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 3.231 3.202 3.098
R3 3.180 3.151 3.084
R2 3.129 3.129 3.079
R1 3.100 3.100 3.075 3.089
PP 3.078 3.078 3.078 3.073
S1 3.049 3.049 3.065 3.038
S2 3.027 3.027 3.061
S3 2.976 2.998 3.056
S4 2.925 2.947 3.042
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 3.576 3.499 3.167
R3 3.400 3.323 3.118
R2 3.224 3.224 3.102
R1 3.147 3.147 3.086 3.158
PP 3.048 3.048 3.048 3.054
S1 2.971 2.971 3.054 2.982
S2 2.872 2.872 3.038
S3 2.696 2.795 3.022
S4 2.520 2.619 2.973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.125 2.949 0.176 5.7% 0.089 2.9% 69% False False 43,603
10 3.131 2.949 0.182 5.9% 0.080 2.6% 66% False False 44,099
20 3.459 2.949 0.510 16.6% 0.082 2.7% 24% False False 42,813
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.325
2.618 3.242
1.618 3.191
1.000 3.159
0.618 3.140
HIGH 3.108
0.618 3.089
0.500 3.083
0.382 3.076
LOW 3.057
0.618 3.025
1.000 3.006
1.618 2.974
2.618 2.923
4.250 2.840
Fisher Pivots for day following 16-Jun-2017
Pivot 1 day 3 day
R1 3.083 3.056
PP 3.078 3.042
S1 3.074 3.029

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

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