NYMEX Natural Gas Future January 2018


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 3.414 3.384 -0.030 -0.9% 3.249
High 3.437 3.391 -0.046 -1.3% 3.403
Low 3.380 3.267 -0.113 -3.3% 3.238
Close 3.392 3.270 -0.122 -3.6% 3.340
Range 0.057 0.124 0.067 117.5% 0.165
ATR 0.066 0.070 0.004 6.4% 0.000
Volume 46,727 57,243 10,516 22.5% 227,749
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.681 3.600 3.338
R3 3.557 3.476 3.304
R2 3.433 3.433 3.293
R1 3.352 3.352 3.281 3.331
PP 3.309 3.309 3.309 3.299
S1 3.228 3.228 3.259 3.207
S2 3.185 3.185 3.247
S3 3.061 3.104 3.236
S4 2.937 2.980 3.202
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.822 3.746 3.431
R3 3.657 3.581 3.385
R2 3.492 3.492 3.370
R1 3.416 3.416 3.355 3.454
PP 3.327 3.327 3.327 3.346
S1 3.251 3.251 3.325 3.289
S2 3.162 3.162 3.310
S3 2.997 3.086 3.295
S4 2.832 2.921 3.249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.450 3.267 0.183 5.6% 0.072 2.2% 2% False True 44,421
10 3.450 3.221 0.229 7.0% 0.071 2.2% 21% False False 46,368
20 3.450 3.200 0.250 7.6% 0.069 2.1% 28% False False 38,218
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 39 trading days
Fibonacci Retracements and Extensions
4.250 3.918
2.618 3.716
1.618 3.592
1.000 3.515
0.618 3.468
HIGH 3.391
0.618 3.344
0.500 3.329
0.382 3.314
LOW 3.267
0.618 3.190
1.000 3.143
1.618 3.066
2.618 2.942
4.250 2.740
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 3.329 3.359
PP 3.309 3.329
S1 3.290 3.300

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

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