NYMEX Natural Gas Future December 2017


Trading Metrics calculated at close of trading on 26-Oct-2017
Day Change Summary
Previous Current
25-Oct-2017 26-Oct-2017 Change Change % Previous Week
Open 3.153 3.094 -0.059 -1.9% 3.122
High 3.156 3.103 -0.053 -1.7% 3.182
Low 3.076 3.036 -0.040 -1.3% 3.012
Close 3.082 3.051 -0.031 -1.0% 3.113
Range 0.080 0.067 -0.013 -16.3% 0.170
ATR 0.073 0.073 0.000 -0.6% 0.000
Volume 115,555 157,238 41,683 36.1% 653,943
Daily Pivots for day following 26-Oct-2017
Classic Woodie Camarilla DeMark
R4 3.264 3.225 3.088
R3 3.197 3.158 3.069
R2 3.130 3.130 3.063
R1 3.091 3.091 3.057 3.077
PP 3.063 3.063 3.063 3.057
S1 3.024 3.024 3.045 3.010
S2 2.996 2.996 3.039
S3 2.929 2.957 3.033
S4 2.862 2.890 3.014
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 3.612 3.533 3.207
R3 3.442 3.363 3.160
R2 3.272 3.272 3.144
R1 3.193 3.193 3.129 3.148
PP 3.102 3.102 3.102 3.080
S1 3.023 3.023 3.097 2.978
S2 2.932 2.932 3.082
S3 2.762 2.853 3.066
S4 2.592 2.683 3.020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.198 3.036 0.162 5.3% 0.066 2.2% 9% False True 133,931
10 3.198 3.012 0.186 6.1% 0.068 2.2% 21% False False 126,874
20 3.210 3.012 0.198 6.5% 0.070 2.3% 20% False False 109,268
40 3.353 3.012 0.341 11.2% 0.071 2.3% 11% False False 71,819
60 3.353 3.012 0.341 11.2% 0.067 2.2% 11% False False 54,594
80 3.353 3.012 0.341 11.2% 0.066 2.2% 11% False False 44,648
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.388
2.618 3.278
1.618 3.211
1.000 3.170
0.618 3.144
HIGH 3.103
0.618 3.077
0.500 3.070
0.382 3.062
LOW 3.036
0.618 2.995
1.000 2.969
1.618 2.928
2.618 2.861
4.250 2.751
Fisher Pivots for day following 26-Oct-2017
Pivot 1 day 3 day
R1 3.070 3.101
PP 3.063 3.084
S1 3.057 3.068

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

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