NYMEX Natural Gas Future October 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 3.036 3.085 0.049 1.6% 3.019
High 3.091 3.103 0.012 0.4% 3.019
Low 3.020 3.060 0.040 1.3% 2.910
Close 3.071 3.088 0.017 0.6% 2.980
Range 0.071 0.043 -0.028 -39.4% 0.109
ATR 0.083 0.081 -0.003 -3.5% 0.000
Volume 24,144 23,042 -1,102 -4.6% 143,556
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 3.213 3.193 3.112
R3 3.170 3.150 3.100
R2 3.127 3.127 3.096
R1 3.107 3.107 3.092 3.117
PP 3.084 3.084 3.084 3.089
S1 3.064 3.064 3.084 3.074
S2 3.041 3.041 3.080
S3 2.998 3.021 3.076
S4 2.955 2.978 3.064
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 3.297 3.247 3.040
R3 3.188 3.138 3.010
R2 3.079 3.079 3.000
R1 3.029 3.029 2.990 3.000
PP 2.970 2.970 2.970 2.955
S1 2.920 2.920 2.970 2.891
S2 2.861 2.861 2.960
S3 2.752 2.811 2.950
S4 2.643 2.702 2.920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.103 2.910 0.193 6.3% 0.063 2.0% 92% True False 24,883
10 3.108 2.910 0.198 6.4% 0.070 2.3% 90% False False 31,227
20 3.209 2.910 0.299 9.7% 0.076 2.5% 60% False False 39,843
40 3.520 2.910 0.610 19.8% 0.079 2.6% 29% False False 37,128
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 0.016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.286
2.618 3.216
1.618 3.173
1.000 3.146
0.618 3.130
HIGH 3.103
0.618 3.087
0.500 3.082
0.382 3.076
LOW 3.060
0.618 3.033
1.000 3.017
1.618 2.990
2.618 2.947
4.250 2.877
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 3.086 3.066
PP 3.084 3.044
S1 3.082 3.023

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

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