NYMEX Natural Gas Future February 2018

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

Day Change Summary
	Previous	Current
	03-Nov-2017	06-Nov-2017	Change	Change %	Previous Week
Open	3.060	3.184	0.124	4.1%	3.081
High	3.113	3.240	0.127	4.1%	3.141
Low	3.056	3.157	0.101	3.3%	2.991
Close	3.102	3.231	0.129	4.2%	3.102
Range	0.057	0.083	0.026	45.6%	0.150
ATR	0.069	0.074	0.005	7.2%	0.000
Volume	21,603	38,836	17,233	79.8%	141,483

Daily Pivots for day following 06-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.458	3.428	3.277
R3	3.375	3.345	3.254
R2	3.292	3.292	3.246
R1	3.262	3.262	3.239	3.277
PP	3.209	3.209	3.209	3.217
S1	3.179	3.179	3.223	3.194
S2	3.126	3.126	3.216
S3	3.043	3.096	3.208
S4	2.960	3.013	3.185

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.528	3.465	3.185
R3	3.378	3.315	3.143
R2	3.228	3.228	3.130
R1	3.165	3.165	3.116	3.197
PP	3.078	3.078	3.078	3.094
S1	3.015	3.015	3.088	3.047
S2	2.928	2.928	3.075
S3	2.778	2.865	3.061
S4	2.628	2.715	3.020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.240	2.991	0.249	7.7%	0.079	2.4%	96%	True	False	32,655
10	3.287	2.991	0.296	9.2%	0.072	2.2%	81%	False	False	26,329
20	3.321	2.991	0.330	10.2%	0.068	2.1%	73%	False	False	25,967
40	3.446	2.991	0.455	14.1%	0.065	2.0%	53%	False	False	22,222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.593
2.618	3.457
1.618	3.374
1.000	3.323
0.618	3.291
HIGH	3.240
0.618	3.208
0.500	3.199
0.382	3.189
LOW	3.157
0.618	3.106
1.000	3.074
1.618	3.023
2.618	2.940
4.250	2.804

Fisher Pivots for day following 06-Nov-2017
Pivot	1 day	3 day
R1	3.220	3.196
PP	3.209	3.161
S1	3.199	3.126

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