NYMEX Natural Gas Future September 2018

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

Day Change Summary
	Previous	Current
	26-Jul-2018	27-Jul-2018	Change	Change %	Previous Week
Open	2.755	2.758	0.003	0.1%	2.705
High	2.779	2.797	0.018	0.6%	2.797
Low	2.749	2.757	0.008	0.3%	2.685
Close	2.762	2.782	0.020	0.7%	2.782
Range	0.030	0.040	0.010	33.3%	0.112
ATR	0.048	0.048	-0.001	-1.2%	0.000
Volume	139,029	104,665	-34,364	-24.7%	544,822

Daily Pivots for day following 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	2.899	2.880	2.804
R3	2.859	2.840	2.793
R2	2.819	2.819	2.789
R1	2.800	2.800	2.786	2.810
PP	2.779	2.779	2.779	2.783
S1	2.760	2.760	2.778	2.770
S2	2.739	2.739	2.775
S3	2.699	2.720	2.771
S4	2.659	2.680	2.760

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.091	3.048	2.844
R3	2.979	2.936	2.813
R2	2.867	2.867	2.803
R1	2.824	2.824	2.792	2.846
PP	2.755	2.755	2.755	2.765
S1	2.712	2.712	2.772	2.734
S2	2.643	2.643	2.761
S3	2.531	2.600	2.751
S4	2.419	2.488	2.720

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.797	2.685	0.112	4.0%	0.035	1.3%	87%	True	False	108,964
10	2.797	2.671	0.126	4.5%	0.040	1.4%	88%	True	False	97,457
20	2.931	2.671	0.260	9.3%	0.045	1.6%	43%	False	False	80,161
40	3.018	2.671	0.347	12.5%	0.051	1.8%	32%	False	False	61,536
60	3.018	2.671	0.347	12.5%	0.052	1.9%	32%	False	False	49,482
80	3.018	2.671	0.347	12.5%	0.051	1.8%	32%	False	False	42,076

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.967
2.618	2.902
1.618	2.862
1.000	2.837
0.618	2.822
HIGH	2.797
0.618	2.782
0.500	2.777
0.382	2.772
LOW	2.757
0.618	2.732
1.000	2.717
1.618	2.692
2.618	2.652
4.250	2.587

Fisher Pivots for day following 27-Jul-2018
Pivot	1 day	3 day
R1	2.780	2.774
PP	2.779	2.767
S1	2.777	2.759

Download as Excel Spreadsheet

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

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