NYMEX Natural Gas Future November 2017

Trading Metrics calculated at close of trading on 06-Oct-2017

Day Change Summary
	Previous	Current
	05-Oct-2017	06-Oct-2017	Change	Change %	Previous Week
Open	2.934	2.895	-0.039	-1.3%	3.018
High	2.995	2.917	-0.078	-2.6%	3.025
Low	2.894	2.856	-0.038	-1.3%	2.856
Close	2.923	2.863	-0.060	-2.1%	2.863
Range	0.101	0.061	-0.040	-39.6%	0.169
ATR	0.079	0.078	-0.001	-1.1%	0.000
Volume	180,003	226,636	46,633	25.9%	970,298

Daily Pivots for day following 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.062	3.023	2.897
R3	3.001	2.962	2.880
R2	2.940	2.940	2.874
R1	2.901	2.901	2.869	2.890
PP	2.879	2.879	2.879	2.873
S1	2.840	2.840	2.857	2.829
S2	2.818	2.818	2.852
S3	2.757	2.779	2.846
S4	2.696	2.718	2.829

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.422	3.311	2.956
R3	3.253	3.142	2.909
R2	3.084	3.084	2.894
R1	2.973	2.973	2.878	2.944
PP	2.915	2.915	2.915	2.900
S1	2.804	2.804	2.848	2.775
S2	2.746	2.746	2.832
S3	2.577	2.635	2.817
S4	2.408	2.466	2.770

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.025	2.856	0.169	5.9%	0.086	3.0%	4%	False	True	194,059
10	3.089	2.856	0.233	8.1%	0.077	2.7%	3%	False	True	173,510
20	3.214	2.856	0.358	12.5%	0.076	2.7%	2%	False	True	142,020
40	3.214	2.856	0.358	12.5%	0.073	2.6%	2%	False	True	90,609
60	3.214	2.856	0.358	12.5%	0.070	2.5%	2%	False	True	69,805
80	3.214	2.856	0.358	12.5%	0.072	2.5%	2%	False	True	57,116

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	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.176
2.618	3.077
1.618	3.016
1.000	2.978
0.618	2.955
HIGH	2.917
0.618	2.894
0.500	2.887
0.382	2.879
LOW	2.856
0.618	2.818
1.000	2.795
1.618	2.757
2.618	2.696
4.250	2.597

Fisher Pivots for day following 06-Oct-2017
Pivot	1 day	3 day
R1	2.887	2.926
PP	2.879	2.905
S1	2.871	2.884

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