NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 29-Sep-2017

Day Change Summary
	Previous	Current
	28-Sep-2017	29-Sep-2017	Change	Change %	Previous Week
Open	3.059	3.022	-0.037	-1.2%	3.000
High	3.081	3.044	-0.037	-1.2%	3.089
Low	3.001	2.992	-0.009	-0.3%	2.974
Close	3.017	3.007	-0.010	-0.3%	3.007
Range	0.080	0.052	-0.028	-35.0%	0.115
ATR	0.075	0.074	-0.002	-2.2%	0.000
Volume	192,444	117,984	-74,460	-38.7%	764,810

Daily Pivots for day following 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.170	3.141	3.036
R3	3.118	3.089	3.021
R2	3.066	3.066	3.017
R1	3.037	3.037	3.012	3.026
PP	3.014	3.014	3.014	3.009
S1	2.985	2.985	3.002	2.974
S2	2.962	2.962	2.997
S3	2.910	2.933	2.993
S4	2.858	2.881	2.978

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.368	3.303	3.070
R3	3.253	3.188	3.039
R2	3.138	3.138	3.028
R1	3.073	3.073	3.018	3.106
PP	3.023	3.023	3.023	3.040
S1	2.958	2.958	2.996	2.991
S2	2.908	2.908	2.986
S3	2.793	2.843	2.975
S4	2.678	2.728	2.944

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.089	2.974	0.115	3.8%	0.068	2.3%	29%	False	False	152,962
10	3.214	2.974	0.240	8.0%	0.073	2.4%	14%	False	False	136,873
20	3.214	2.957	0.257	8.5%	0.074	2.5%	19%	False	False	109,198
40	3.214	2.890	0.324	10.8%	0.070	2.3%	36%	False	False	72,197
60	3.214	2.886	0.328	10.9%	0.070	2.3%	37%	False	False	55,939
80	3.214	2.886	0.328	10.9%	0.071	2.4%	37%	False	False	46,124

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.265
2.618	3.180
1.618	3.128
1.000	3.096
0.618	3.076
HIGH	3.044
0.618	3.024
0.500	3.018
0.382	3.012
LOW	2.992
0.618	2.960
1.000	2.940
1.618	2.908
2.618	2.856
4.250	2.771

Fisher Pivots for day following 29-Sep-2017
Pivot	1 day	3 day
R1	3.018	3.041
PP	3.014	3.029
S1	3.011	3.018

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