NYMEX Natural Gas Future June 2018

Trading Metrics calculated at close of trading on 27-Mar-2018

Day Change Summary
	Previous	Current
	26-Mar-2018	27-Mar-2018	Change	Change %	Previous Week
Open	2.680	2.726	0.046	1.7%	2.760
High	2.737	2.774	0.037	1.4%	2.787
Low	2.676	2.719	0.043	1.6%	2.682
Close	2.716	2.766	0.050	1.8%	2.692
Range	0.061	0.055	-0.006	-9.8%	0.105
ATR	0.055	0.055	0.000	0.4%	0.000
Volume	27,922	52,180	24,258	86.9%	137,767

Daily Pivots for day following 27-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	2.918	2.897	2.796
R3	2.863	2.842	2.781
R2	2.808	2.808	2.776
R1	2.787	2.787	2.771	2.798
PP	2.753	2.753	2.753	2.758
S1	2.732	2.732	2.761	2.743
S2	2.698	2.698	2.756
S3	2.643	2.677	2.751
S4	2.588	2.622	2.736

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.035	2.969	2.750
R3	2.930	2.864	2.721
R2	2.825	2.825	2.711
R1	2.759	2.759	2.702	2.740
PP	2.720	2.720	2.720	2.711
S1	2.654	2.654	2.682	2.635
S2	2.615	2.615	2.673
S3	2.510	2.549	2.663
S4	2.405	2.444	2.634

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.787	2.676	0.111	4.0%	0.054	1.9%	81%	False	False	33,494
10	2.867	2.676	0.191	6.9%	0.055	2.0%	47%	False	False	28,756
20	2.873	2.676	0.197	7.1%	0.052	1.9%	46%	False	False	26,129
40	2.975	2.638	0.337	12.2%	0.057	2.1%	38%	False	False	23,113
60	2.975	2.638	0.337	12.2%	0.060	2.2%	38%	False	False	22,588

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.008
2.618	2.918
1.618	2.863
1.000	2.829
0.618	2.808
HIGH	2.774
0.618	2.753
0.500	2.747
0.382	2.740
LOW	2.719
0.618	2.685
1.000	2.664
1.618	2.630
2.618	2.575
4.250	2.485

Fisher Pivots for day following 27-Mar-2018
Pivot	1 day	3 day
R1	2.760	2.752
PP	2.753	2.739
S1	2.747	2.725

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