NYMEX Natural Gas Future January 2018

Trading Metrics calculated at close of trading on 05-Oct-2017

Day Change Summary
	Previous	Current
	04-Oct-2017	05-Oct-2017	Change	Change %	Previous Week
Open	3.221	3.248	0.027	0.8%	3.275
High	3.286	3.283	-0.003	-0.1%	3.350
Low	3.218	3.200	-0.018	-0.6%	3.254
Close	3.247	3.230	-0.017	-0.5%	3.295
Range	0.068	0.083	0.015	22.1%	0.096
ATR	0.066	0.068	0.001	1.8%	0.000
Volume	48,609	51,895	3,286	6.8%	218,738

Daily Pivots for day following 05-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.487	3.441	3.276
R3	3.404	3.358	3.253
R2	3.321	3.321	3.245
R1	3.275	3.275	3.238	3.257
PP	3.238	3.238	3.238	3.228
S1	3.192	3.192	3.222	3.174
S2	3.155	3.155	3.215
S3	3.072	3.109	3.207
S4	2.989	3.026	3.184

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.588	3.537	3.348
R3	3.492	3.441	3.321
R2	3.396	3.396	3.313
R1	3.345	3.345	3.304	3.371
PP	3.300	3.300	3.300	3.312
S1	3.249	3.249	3.286	3.275
S2	3.204	3.204	3.277
S3	3.108	3.153	3.269
S4	3.012	3.057	3.242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.322	3.200	0.122	3.8%	0.071	2.2%	25%	False	True	50,051
10	3.350	3.200	0.150	4.6%	0.063	1.9%	20%	False	True	46,569
20	3.450	3.200	0.250	7.7%	0.067	2.1%	12%	False	True	46,468
40	3.450	3.200	0.250	7.7%	0.065	2.0%	12%	False	True	38,294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.636
2.618	3.500
1.618	3.417
1.000	3.366
0.618	3.334
HIGH	3.283
0.618	3.251
0.500	3.242
0.382	3.232
LOW	3.200
0.618	3.149
1.000	3.117
1.618	3.066
2.618	2.983
4.250	2.847

Fisher Pivots for day following 05-Oct-2017
Pivot	1 day	3 day
R1	3.242	3.243
PP	3.238	3.239
S1	3.234	3.234

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