NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 08-Sep-2017

Day Change Summary
	Previous	Current
	07-Sep-2017	08-Sep-2017	Change	Change %	Previous Week
Open	3.075	3.045	-0.030	-1.0%	3.093
High	3.095	3.048	-0.047	-1.5%	3.129
Low	3.040	2.957	-0.083	-2.7%	2.957
Close	3.053	2.965	-0.088	-2.9%	2.965
Range	0.055	0.091	0.036	65.5%	0.172
ATR	0.073	0.074	0.002	2.3%	0.000
Volume	46,539	93,654	47,115	101.2%	252,607

Daily Pivots for day following 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.263	3.205	3.015
R3	3.172	3.114	2.990
R2	3.081	3.081	2.982
R1	3.023	3.023	2.973	3.007
PP	2.990	2.990	2.990	2.982
S1	2.932	2.932	2.957	2.916
S2	2.899	2.899	2.948
S3	2.808	2.841	2.940
S4	2.717	2.750	2.915

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.533	3.421	3.060
R3	3.361	3.249	3.012
R2	3.189	3.189	2.997
R1	3.077	3.077	2.981	3.047
PP	3.017	3.017	3.017	3.002
S1	2.905	2.905	2.949	2.875
S2	2.845	2.845	2.933
S3	2.673	2.733	2.918
S4	2.501	2.561	2.870

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.152	2.957	0.195	6.6%	0.077	2.6%	4%	False	True	62,773
10	3.152	2.954	0.198	6.7%	0.080	2.7%	6%	False	False	46,185
20	3.152	2.954	0.198	6.7%	0.070	2.4%	6%	False	False	39,198
40	3.198	2.886	0.312	10.5%	0.067	2.3%	25%	False	False	33,698
60	3.200	2.886	0.314	10.6%	0.070	2.4%	25%	False	False	28,815

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	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.435
2.618	3.286
1.618	3.195
1.000	3.139
0.618	3.104
HIGH	3.048
0.618	3.013
0.500	3.003
0.382	2.992
LOW	2.957
0.618	2.901
1.000	2.866
1.618	2.810
2.618	2.719
4.250	2.570

Fisher Pivots for day following 08-Sep-2017
Pivot	1 day	3 day
R1	3.003	3.027
PP	2.990	3.006
S1	2.978	2.986

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