NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 21-Jun-2017

Day Change Summary
	Previous	Current
	20-Jun-2017	21-Jun-2017	Change	Change %	Previous Week
Open	2.942	2.940	-0.002	-0.1%	3.070
High	2.958	2.987	0.029	1.0%	3.125
Low	2.926	2.930	0.004	0.1%	2.949
Close	2.955	2.945	-0.010	-0.3%	3.070
Range	0.032	0.057	0.025	78.1%	0.176
ATR	0.085	0.083	-0.002	-2.4%	0.000
Volume	24,937	25,560	623	2.5%	218,016

Daily Pivots for day following 21-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.125	3.092	2.976
R3	3.068	3.035	2.961
R2	3.011	3.011	2.955
R1	2.978	2.978	2.950	2.995
PP	2.954	2.954	2.954	2.962
S1	2.921	2.921	2.940	2.938
S2	2.897	2.897	2.935
S3	2.840	2.864	2.929
S4	2.783	2.807	2.914

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	3.108	2.918	0.190	6.5%	0.076	2.6%	14%	False	False	31,902
10	3.125	2.918	0.207	7.0%	0.075	2.6%	13%	False	False	40,198
20	3.391	2.918	0.473	16.1%	0.080	2.7%	6%	False	False	42,759
40	3.520	2.918	0.602	20.4%	0.080	2.7%	4%	False	False	37,417

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.229
2.618	3.136
1.618	3.079
1.000	3.044
0.618	3.022
HIGH	2.987
0.618	2.965
0.500	2.959
0.382	2.952
LOW	2.930
0.618	2.895
1.000	2.873
1.618	2.838
2.618	2.781
4.250	2.688

Fisher Pivots for day following 21-Jun-2017
Pivot	1 day	3 day
R1	2.959	2.969
PP	2.954	2.961
S1	2.950	2.953

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