NYMEX Natural Gas Future September 2018

Trading Metrics calculated at close of trading on 01-Jun-2018

Day Change Summary
	Previous	Current
	31-May-2018	01-Jun-2018	Change	Change %	Previous Week
Open	2.899	2.943	0.044	1.5%	2.970
High	2.980	2.974	-0.006	-0.2%	2.998
Low	2.894	2.928	0.034	1.2%	2.870
Close	2.944	2.955	0.011	0.4%	2.955
Range	0.086	0.046	-0.040	-46.5%	0.128
ATR	0.056	0.055	-0.001	-1.2%	0.000
Volume	35,579	22,244	-13,335	-37.5%	105,152

Daily Pivots for day following 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.090	3.069	2.980
R3	3.044	3.023	2.968
R2	2.998	2.998	2.963
R1	2.977	2.977	2.959	2.988
PP	2.952	2.952	2.952	2.958
S1	2.931	2.931	2.951	2.942
S2	2.906	2.906	2.947
S3	2.860	2.885	2.942
S4	2.814	2.839	2.930

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.325	3.268	3.025
R3	3.197	3.140	2.990
R2	3.069	3.069	2.978
R1	3.012	3.012	2.967	2.977
PP	2.941	2.941	2.941	2.923
S1	2.884	2.884	2.943	2.849
S2	2.813	2.813	2.932
S3	2.685	2.756	2.920
S4	2.557	2.628	2.885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.998	2.870	0.128	4.3%	0.069	2.3%	66%	False	False	25,179
10	2.998	2.845	0.153	5.2%	0.056	1.9%	72%	False	False	25,808
20	2.998	2.711	0.287	9.7%	0.053	1.8%	85%	False	False	25,368
40	2.998	2.711	0.287	9.7%	0.052	1.8%	85%	False	False	22,735

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.170
2.618	3.094
1.618	3.048
1.000	3.020
0.618	3.002
HIGH	2.974
0.618	2.956
0.500	2.951
0.382	2.946
LOW	2.928
0.618	2.900
1.000	2.882
1.618	2.854
2.618	2.808
4.250	2.733

Fisher Pivots for day following 01-Jun-2018
Pivot	1 day	3 day
R1	2.954	2.946
PP	2.952	2.937
S1	2.951	2.928

Download as Excel Spreadsheet

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

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