NYMEX Natural Gas Future May 2018

Trading Metrics calculated at close of trading on 21-Mar-2018

Day Change Summary
	Previous	Current
	20-Mar-2018	21-Mar-2018	Change	Change %	Previous Week
Open	2.693	2.704	0.011	0.4%	2.757
High	2.720	2.735	0.015	0.6%	2.831
Low	2.675	2.664	-0.011	-0.4%	2.696
Close	2.704	2.667	-0.037	-1.4%	2.716
Range	0.045	0.071	0.026	57.8%	0.135
ATR	0.059	0.060	0.001	1.4%	0.000
Volume	95,916	118,594	22,678	23.6%	427,835

Daily Pivots for day following 21-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	2.902	2.855	2.706
R3	2.831	2.784	2.687
R2	2.760	2.760	2.680
R1	2.713	2.713	2.674	2.701
PP	2.689	2.689	2.689	2.683
S1	2.642	2.642	2.660	2.630
S2	2.618	2.618	2.654
S3	2.547	2.571	2.647
S4	2.476	2.500	2.628

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.153	3.069	2.790
R3	3.018	2.934	2.753
R2	2.883	2.883	2.741
R1	2.799	2.799	2.728	2.774
PP	2.748	2.748	2.748	2.735
S1	2.664	2.664	2.704	2.639
S2	2.613	2.613	2.691
S3	2.478	2.529	2.679
S4	2.343	2.394	2.642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.775	2.664	0.111	4.2%	0.059	2.2%	3%	False	True	90,068
10	2.831	2.664	0.167	6.3%	0.059	2.2%	2%	False	True	91,952
20	2.831	2.648	0.183	6.9%	0.057	2.1%	10%	False	False	71,915
40	2.951	2.600	0.351	13.2%	0.061	2.3%	19%	False	False	63,501
60	2.951	2.522	0.429	16.1%	0.065	2.5%	34%	False	False	56,504

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.037
2.618	2.921
1.618	2.850
1.000	2.806
0.618	2.779
HIGH	2.735
0.618	2.708
0.500	2.700
0.382	2.691
LOW	2.664
0.618	2.620
1.000	2.593
1.618	2.549
2.618	2.478
4.250	2.362

Fisher Pivots for day following 21-Mar-2018
Pivot	1 day	3 day
R1	2.700	2.700
PP	2.689	2.689
S1	2.678	2.678

Download as Excel Spreadsheet

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

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