NYMEX Natural Gas Future November 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 2.995 3.005 0.010 0.3% 3.110
High 3.025 3.089 0.064 2.1% 3.214
Low 2.974 3.000 0.026 0.9% 3.003
Close 3.000 3.061 0.061 2.0% 3.021
Range 0.051 0.089 0.038 74.5% 0.211
ATR 0.074 0.075 0.001 1.4% 0.000
Volume 132,726 195,939 63,213 47.6% 603,928
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.317 3.278 3.110
R3 3.228 3.189 3.085
R2 3.139 3.139 3.077
R1 3.100 3.100 3.069 3.120
PP 3.050 3.050 3.050 3.060
S1 3.011 3.011 3.053 3.031
S2 2.961 2.961 3.045
S3 2.872 2.922 3.037
S4 2.783 2.833 3.012
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.712 3.578 3.137
R3 3.501 3.367 3.079
R2 3.290 3.290 3.060
R1 3.156 3.156 3.040 3.118
PP 3.079 3.079 3.079 3.060
S1 2.945 2.945 3.002 2.907
S2 2.868 2.868 2.982
S3 2.657 2.734 2.963
S4 2.446 2.523 2.905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.149 2.974 0.175 5.7% 0.077 2.5% 50% False False 151,602
10 3.214 2.974 0.240 7.8% 0.073 2.4% 36% False False 123,945
20 3.214 2.957 0.257 8.4% 0.076 2.5% 40% False False 96,647
40 3.214 2.890 0.324 10.6% 0.069 2.3% 53% False False 65,622
60 3.214 2.886 0.328 10.7% 0.071 2.3% 53% False False 51,495
80 3.214 2.886 0.328 10.7% 0.071 2.3% 53% False False 42,577
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.467
2.618 3.322
1.618 3.233
1.000 3.178
0.618 3.144
HIGH 3.089
0.618 3.055
0.500 3.045
0.382 3.034
LOW 3.000
0.618 2.945
1.000 2.911
1.618 2.856
2.618 2.767
4.250 2.622
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 3.056 3.051
PP 3.050 3.041
S1 3.045 3.032

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

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