NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 23-Aug-2017

Day Change Summary
	Previous	Current
	22-Aug-2017	23-Aug-2017	Change	Change %	Previous Week
Open	2.992	2.961	-0.031	-1.0%	3.030
High	3.035	2.985	-0.050	-1.6%	3.042
Low	2.953	2.929	-0.024	-0.8%	2.886
Close	2.968	2.960	-0.008	-0.3%	2.930
Range	0.082	0.056	-0.026	-31.7%	0.156
ATR	0.074	0.072	-0.001	-1.7%	0.000
Volume	119,611	73,883	-45,728	-38.2%	359,604

Daily Pivots for day following 23-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.126	3.099	2.991
R3	3.070	3.043	2.975
R2	3.014	3.014	2.970
R1	2.987	2.987	2.965	2.973
PP	2.958	2.958	2.958	2.951
S1	2.931	2.931	2.955	2.917
S2	2.902	2.902	2.950
S3	2.846	2.875	2.945
S4	2.790	2.819	2.929

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.421	3.331	3.016
R3	3.265	3.175	2.973
R2	3.109	3.109	2.959
R1	3.019	3.019	2.944	2.986
PP	2.953	2.953	2.953	2.936
S1	2.863	2.863	2.916	2.830
S2	2.797	2.797	2.901
S3	2.641	2.707	2.887
S4	2.485	2.551	2.844

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.035	2.886	0.149	5.0%	0.076	2.6%	50%	False	False	88,776
10	3.042	2.886	0.156	5.3%	0.071	2.4%	47%	False	False	88,098
20	3.042	2.799	0.243	8.2%	0.068	2.3%	66%	False	False	75,919
40	3.142	2.799	0.343	11.6%	0.074	2.5%	47%	False	False	58,868
60	3.209	2.799	0.410	13.9%	0.075	2.5%	39%	False	False	52,526
80	3.520	2.799	0.721	24.4%	0.076	2.6%	22%	False	False	47,998

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	0.019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.223
2.618	3.132
1.618	3.076
1.000	3.041
0.618	3.020
HIGH	2.985
0.618	2.964
0.500	2.957
0.382	2.950
LOW	2.929
0.618	2.894
1.000	2.873
1.618	2.838
2.618	2.782
4.250	2.691

Fisher Pivots for day following 23-Aug-2017
Pivot	1 day	3 day
R1	2.959	2.969
PP	2.958	2.966
S1	2.957	2.963

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