NYMEX Natural Gas Future September 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	2.794	2.801	0.007	0.3%	2.705
High	2.814	2.831	0.017	0.6%	2.797
Low	2.766	2.772	0.006	0.2%	2.685
Close	2.797	2.782	-0.015	-0.5%	2.782
Range	0.048	0.059	0.011	22.9%	0.112
ATR	0.048	0.048	0.001	1.7%	0.000
Volume	124,253	154,916	30,663	24.7%	544,822

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	2.972	2.936	2.814
R3	2.913	2.877	2.798
R2	2.854	2.854	2.793
R1	2.818	2.818	2.787	2.807
PP	2.795	2.795	2.795	2.789
S1	2.759	2.759	2.777	2.748
S2	2.736	2.736	2.771
S3	2.677	2.700	2.766
S4	2.618	2.641	2.750

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	2.831	2.721	0.110	4.0%	0.044	1.6%	55%	True	False	122,716
10	2.831	2.671	0.160	5.8%	0.041	1.5%	69%	True	False	109,501
20	2.878	2.671	0.207	7.4%	0.045	1.6%	54%	False	False	89,272
40	3.018	2.671	0.347	12.5%	0.051	1.8%	32%	False	False	66,990
60	3.018	2.671	0.347	12.5%	0.052	1.9%	32%	False	False	53,511
80	3.018	2.671	0.347	12.5%	0.052	1.9%	32%	False	False	45,048

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	0.013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.082
2.618	2.985
1.618	2.926
1.000	2.890
0.618	2.867
HIGH	2.831
0.618	2.808
0.500	2.802
0.382	2.795
LOW	2.772
0.618	2.736
1.000	2.713
1.618	2.677
2.618	2.618
4.250	2.521

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	2.802	2.794
PP	2.795	2.790
S1	2.789	2.786

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