NYMEX Natural Gas Future May 2018

Trading Metrics calculated at close of trading on 12-Dec-2017

Day Change Summary
	Previous	Current
	11-Dec-2017	12-Dec-2017	Change	Change %	Previous Week
Open	2.738	2.704	-0.034	-1.2%	2.887
High	2.738	2.733	-0.005	-0.2%	2.891
Low	2.706	2.616	-0.090	-3.3%	2.695
Close	2.723	2.620	-0.103	-3.8%	2.704
Range	0.032	0.117	0.085	265.6%	0.196
ATR
Volume	13,968	38,358	24,390	174.6%	149,029

Daily Pivots for day following 12-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.007	2.931	2.684
R3	2.890	2.814	2.652
R2	2.773	2.773	2.641
R1	2.697	2.697	2.631	2.677
PP	2.656	2.656	2.656	2.646
S1	2.580	2.580	2.609	2.560
S2	2.539	2.539	2.599
S3	2.422	2.463	2.588
S4	2.305	2.346	2.556

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.351	3.224	2.812
R3	3.155	3.028	2.758
R2	2.959	2.959	2.740
R1	2.832	2.832	2.722	2.798
PP	2.763	2.763	2.763	2.746
S1	2.636	2.636	2.686	2.602
S2	2.567	2.567	2.668
S3	2.371	2.440	2.650
S4	2.175	2.244	2.596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.824	2.616	0.208	7.9%	0.068	2.6%	2%	False	True	28,644
10	2.947	2.616	0.331	12.6%	0.066	2.5%	1%	False	True	27,439

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	0.010
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.230
2.618	3.039
1.618	2.922
1.000	2.850
0.618	2.805
HIGH	2.733
0.618	2.688
0.500	2.675
0.382	2.661
LOW	2.616
0.618	2.544
1.000	2.499
1.618	2.427
2.618	2.310
4.250	2.119

Fisher Pivots for day following 12-Dec-2017
Pivot	1 day	3 day
R1	2.675	2.682
PP	2.656	2.661
S1	2.638	2.641

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