NYMEX Natural Gas Future October 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 3.030 2.987 -0.043 -1.4% 2.805
High 3.042 3.000 -0.042 -1.4% 3.027
Low 2.952 2.950 -0.002 -0.1% 2.805
Close 2.989 2.965 -0.024 -0.8% 3.009
Range 0.090 0.050 -0.040 -44.4% 0.222
ATR 0.074 0.073 -0.002 -2.3% 0.000
Volume 65,129 60,240 -4,889 -7.5% 502,984
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 3.122 3.093 2.993
R3 3.072 3.043 2.979
R2 3.022 3.022 2.974
R1 2.993 2.993 2.970 2.983
PP 2.972 2.972 2.972 2.966
S1 2.943 2.943 2.960 2.933
S2 2.922 2.922 2.956
S3 2.872 2.893 2.951
S4 2.822 2.843 2.938
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 3.613 3.533 3.131
R3 3.391 3.311 3.070
R2 3.169 3.169 3.050
R1 3.089 3.089 3.029 3.129
PP 2.947 2.947 2.947 2.967
S1 2.867 2.867 2.989 2.907
S2 2.725 2.725 2.968
S3 2.503 2.645 2.948
S4 2.281 2.423 2.887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.042 2.835 0.207 7.0% 0.077 2.6% 63% False False 90,197
10 3.042 2.799 0.243 8.2% 0.062 2.1% 68% False False 77,225
20 3.131 2.799 0.332 11.2% 0.068 2.3% 50% False False 62,004
40 3.142 2.799 0.343 11.6% 0.072 2.4% 48% False False 49,421
60 3.459 2.799 0.660 22.3% 0.076 2.6% 25% False False 47,479
80 3.520 2.799 0.721 24.3% 0.077 2.6% 23% False False 43,396
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 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.213
2.618 3.131
1.618 3.081
1.000 3.050
0.618 3.031
HIGH 3.000
0.618 2.981
0.500 2.975
0.382 2.969
LOW 2.950
0.618 2.919
1.000 2.900
1.618 2.869
2.618 2.819
4.250 2.738
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 2.975 2.996
PP 2.972 2.986
S1 2.968 2.975

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

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