NYMEX Natural Gas Future October 2017


Trading Metrics calculated at close of trading on 24-Aug-2017
Day Change Summary
Previous Current
23-Aug-2017 24-Aug-2017 Change Change % Previous Week
Open 2.961 2.956 -0.005 -0.2% 3.030
High 2.985 3.015 0.030 1.0% 3.042
Low 2.929 2.950 0.021 0.7% 2.886
Close 2.960 2.982 0.022 0.7% 2.930
Range 0.056 0.065 0.009 16.1% 0.156
ATR 0.072 0.072 -0.001 -0.7% 0.000
Volume 73,883 111,290 37,407 50.6% 359,604
Daily Pivots for day following 24-Aug-2017
Classic Woodie Camarilla DeMark
R4 3.177 3.145 3.018
R3 3.112 3.080 3.000
R2 3.047 3.047 2.994
R1 3.015 3.015 2.988 3.031
PP 2.982 2.982 2.982 2.991
S1 2.950 2.950 2.976 2.966
S2 2.917 2.917 2.970
S3 2.852 2.885 2.964
S4 2.787 2.820 2.946
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 2.903 0.132 4.4% 0.071 2.4% 60% False False 93,073
10 3.042 2.886 0.156 5.2% 0.066 2.2% 62% False False 85,466
20 3.042 2.799 0.243 8.1% 0.067 2.3% 75% False False 78,932
40 3.142 2.799 0.343 11.5% 0.074 2.5% 53% False False 60,864
60 3.165 2.799 0.366 12.3% 0.074 2.5% 50% False False 53,447
80 3.520 2.799 0.721 24.2% 0.076 2.6% 25% False False 48,953
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.291
2.618 3.185
1.618 3.120
1.000 3.080
0.618 3.055
HIGH 3.015
0.618 2.990
0.500 2.983
0.382 2.975
LOW 2.950
0.618 2.910
1.000 2.885
1.618 2.845
2.618 2.780
4.250 2.674
Fisher Pivots for day following 24-Aug-2017
Pivot 1 day 3 day
R1 2.983 2.982
PP 2.982 2.982
S1 2.982 2.982

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

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