NYMEX Natural Gas Future November 2017


Trading Metrics calculated at close of trading on 21-Sep-2017
Day Change Summary
Previous Current
20-Sep-2017 21-Sep-2017 Change Change % Previous Week
Open 3.171 3.141 -0.030 -0.9% 2.984
High 3.203 3.149 -0.054 -1.7% 3.159
Low 3.136 3.003 -0.133 -4.2% 2.972
Close 3.149 3.007 -0.142 -4.5% 3.085
Range 0.067 0.146 0.079 117.9% 0.187
ATR 0.075 0.080 0.005 6.8% 0.000
Volume 101,252 191,146 89,894 88.8% 501,368
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.491 3.395 3.087
R3 3.345 3.249 3.047
R2 3.199 3.199 3.034
R1 3.103 3.103 3.020 3.078
PP 3.053 3.053 3.053 3.041
S1 2.957 2.957 2.994 2.932
S2 2.907 2.907 2.980
S3 2.761 2.811 2.967
S4 2.615 2.665 2.927
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.633 3.546 3.188
R3 3.446 3.359 3.136
R2 3.259 3.259 3.119
R1 3.172 3.172 3.102 3.216
PP 3.072 3.072 3.072 3.094
S1 2.985 2.985 3.068 3.029
S2 2.885 2.885 3.051
S3 2.698 2.798 3.034
S4 2.511 2.611 2.982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.214 3.003 0.211 7.0% 0.084 2.8% 2% False True 113,528
10 3.214 2.957 0.257 8.5% 0.081 2.7% 19% False False 108,646
20 3.214 2.954 0.260 8.6% 0.079 2.6% 20% False False 73,947
40 3.214 2.886 0.328 10.9% 0.071 2.4% 37% False False 53,921
60 3.214 2.886 0.328 10.9% 0.073 2.4% 37% False False 43,126
80 3.269 2.886 0.383 12.7% 0.072 2.4% 32% False False 36,422
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 0.012
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 3.770
2.618 3.531
1.618 3.385
1.000 3.295
0.618 3.239
HIGH 3.149
0.618 3.093
0.500 3.076
0.382 3.059
LOW 3.003
0.618 2.913
1.000 2.857
1.618 2.767
2.618 2.621
4.250 2.383
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 3.076 3.109
PP 3.053 3.075
S1 3.030 3.041

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

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