NYMEX Natural Gas Future October 2017


Trading Metrics calculated at close of trading on 12-Sep-2017
Day Change Summary
Previous Current
11-Sep-2017 12-Sep-2017 Change Change % Previous Week
Open 2.910 2.950 0.040 1.4% 3.013
High 2.953 3.043 0.090 3.0% 3.059
Low 2.899 2.936 0.037 1.3% 2.885
Close 2.950 3.001 0.051 1.7% 2.890
Range 0.054 0.107 0.053 98.1% 0.174
ATR 0.078 0.080 0.002 2.6% 0.000
Volume 164,090 248,747 84,657 51.6% 666,213
Daily Pivots for day following 12-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.314 3.265 3.060
R3 3.207 3.158 3.030
R2 3.100 3.100 3.021
R1 3.051 3.051 3.011 3.076
PP 2.993 2.993 2.993 3.006
S1 2.944 2.944 2.991 2.969
S2 2.886 2.886 2.981
S3 2.779 2.837 2.972
S4 2.672 2.730 2.942
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.467 3.352 2.986
R3 3.293 3.178 2.938
R2 3.119 3.119 2.922
R1 3.004 3.004 2.906 2.975
PP 2.945 2.945 2.945 2.930
S1 2.830 2.830 2.874 2.801
S2 2.771 2.771 2.858
S3 2.597 2.656 2.842
S4 2.423 2.482 2.794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.043 2.885 0.158 5.3% 0.077 2.6% 73% True False 179,971
10 3.088 2.885 0.203 6.8% 0.081 2.7% 57% False False 162,979
20 3.088 2.880 0.208 6.9% 0.077 2.6% 58% False False 130,132
40 3.131 2.799 0.332 11.1% 0.073 2.4% 61% False False 95,420
60 3.142 2.799 0.343 11.4% 0.074 2.5% 59% False False 76,011
80 3.459 2.799 0.660 22.0% 0.076 2.5% 31% False False 67,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.498
2.618 3.323
1.618 3.216
1.000 3.150
0.618 3.109
HIGH 3.043
0.618 3.002
0.500 2.990
0.382 2.977
LOW 2.936
0.618 2.870
1.000 2.829
1.618 2.763
2.618 2.656
4.250 2.481
Fisher Pivots for day following 12-Sep-2017
Pivot 1 day 3 day
R1 2.997 2.989
PP 2.993 2.976
S1 2.990 2.964

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

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