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

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