NYMEX Natural Gas Future October 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 2.974 2.950 -0.024 -0.8% 2.929
High 2.982 2.998 0.016 0.5% 3.035
Low 2.914 2.880 -0.034 -1.2% 2.903
Close 2.924 2.961 0.037 1.3% 2.924
Range 0.068 0.118 0.050 73.5% 0.132
ATR 0.072 0.075 0.003 4.6% 0.000
Volume 108,309 165,826 57,517 53.1% 512,559
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 3.300 3.249 3.026
R3 3.182 3.131 2.993
R2 3.064 3.064 2.983
R1 3.013 3.013 2.972 3.039
PP 2.946 2.946 2.946 2.959
S1 2.895 2.895 2.950 2.921
S2 2.828 2.828 2.939
S3 2.710 2.777 2.929
S4 2.592 2.659 2.896
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 3.350 3.269 2.997
R3 3.218 3.137 2.960
R2 3.086 3.086 2.948
R1 3.005 3.005 2.936 2.980
PP 2.954 2.954 2.954 2.941
S1 2.873 2.873 2.912 2.848
S2 2.822 2.822 2.900
S3 2.690 2.741 2.888
S4 2.558 2.609 2.851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.035 2.880 0.155 5.2% 0.078 2.6% 52% False True 115,783
10 3.035 2.880 0.155 5.2% 0.073 2.5% 52% False True 97,286
20 3.042 2.799 0.243 8.2% 0.068 2.3% 67% False False 87,430
40 3.131 2.799 0.332 11.2% 0.075 2.5% 49% False False 65,760
60 3.142 2.799 0.343 11.6% 0.074 2.5% 47% False False 56,198
80 3.520 2.799 0.721 24.3% 0.077 2.6% 22% False False 51,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 3.500
2.618 3.307
1.618 3.189
1.000 3.116
0.618 3.071
HIGH 2.998
0.618 2.953
0.500 2.939
0.382 2.925
LOW 2.880
0.618 2.807
1.000 2.762
1.618 2.689
2.618 2.571
4.250 2.379
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 2.954 2.957
PP 2.946 2.952
S1 2.939 2.948

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

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