NYMEX Natural Gas Future October 2017

Trading Metrics calculated at close of trading on 27-Sep-2017

Day Change Summary
	Previous	Current
	26-Sep-2017	27-Sep-2017	Change	Change %	Previous Week
Open	2.921	2.917	-0.004	-0.1%	3.049
High	2.955	2.989	0.034	1.2%	3.166
Low	2.898	2.912	0.014	0.5%	2.942
Close	2.918	2.974	0.056	1.9%	2.959
Range	0.057	0.077	0.020	35.1%	0.224
ATR	0.079	0.079	0.000	-0.2%	0.000
Volume	54,994	14,091	-40,903	-74.4%	920,659

Daily Pivots for day following 27-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.189	3.159	3.016
R3	3.112	3.082	2.995
R2	3.035	3.035	2.988
R1	3.005	3.005	2.981	3.020
PP	2.958	2.958	2.958	2.966
S1	2.928	2.928	2.967	2.943
S2	2.881	2.881	2.960
S3	2.804	2.851	2.953
S4	2.727	2.774	2.932

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.694	3.551	3.082
R3	3.470	3.327	3.021
R2	3.246	3.246	3.000
R1	3.103	3.103	2.980	3.063
PP	3.022	3.022	3.022	3.002
S1	2.879	2.879	2.938	2.839
S2	2.798	2.798	2.918
S3	2.574	2.655	2.897
S4	2.350	2.431	2.836

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.091	2.898	0.193	6.5%	0.078	2.6%	39%	False	False	104,704
10	3.166	2.898	0.268	9.0%	0.076	2.6%	28%	False	False	141,141
20	3.166	2.885	0.281	9.4%	0.080	2.7%	32%	False	False	156,290
40	3.166	2.799	0.367	12.3%	0.074	2.5%	48%	False	False	122,931
60	3.166	2.799	0.367	12.3%	0.076	2.5%	48%	False	False	97,217
80	3.166	2.799	0.367	12.3%	0.075	2.5%	48%	False	False	81,999
100	3.520	2.799	0.721	24.2%	0.077	2.6%	24%	False	False	73,471

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.316
2.618	3.191
1.618	3.114
1.000	3.066
0.618	3.037
HIGH	2.989
0.618	2.960
0.500	2.951
0.382	2.941
LOW	2.912
0.618	2.864
1.000	2.835
1.618	2.787
2.618	2.710
4.250	2.585

Fisher Pivots for day following 27-Sep-2017
Pivot	1 day	3 day
R1	2.966	2.964
PP	2.958	2.954
S1	2.951	2.944

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