NYMEX Natural Gas Future September 2018

Trading Metrics calculated at close of trading on 15-Aug-2018

Day Change Summary
	Previous	Current
	14-Aug-2018	15-Aug-2018	Change	Change %	Previous Week
Open	2.926	2.952	0.026	0.9%	2.851
High	2.974	2.963	-0.011	-0.4%	2.959
Low	2.922	2.930	0.008	0.3%	2.822
Close	2.959	2.940	-0.019	-0.6%	2.944
Range	0.052	0.033	-0.019	-36.5%	0.137
ATR	0.049	0.048	-0.001	-2.3%	0.000
Volume	123,286	93,169	-30,117	-24.4%	767,030

Daily Pivots for day following 15-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.043	3.025	2.958
R3	3.010	2.992	2.949
R2	2.977	2.977	2.946
R1	2.959	2.959	2.943	2.952
PP	2.944	2.944	2.944	2.941
S1	2.926	2.926	2.937	2.919
S2	2.911	2.911	2.934
S3	2.878	2.893	2.931
S4	2.845	2.860	2.922

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.319	3.269	3.019
R3	3.182	3.132	2.982
R2	3.045	3.045	2.969
R1	2.995	2.995	2.957	3.020
PP	2.908	2.908	2.908	2.921
S1	2.858	2.858	2.931	2.883
S2	2.771	2.771	2.919
S3	2.634	2.721	2.906
S4	2.497	2.584	2.869

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.974	2.897	0.077	2.6%	0.040	1.4%	56%	False	False	132,204
10	2.974	2.740	0.234	8.0%	0.049	1.7%	85%	False	False	143,619
20	2.974	2.671	0.303	10.3%	0.046	1.6%	89%	False	False	128,094
40	2.992	2.671	0.321	10.9%	0.048	1.6%	84%	False	False	91,460
60	3.018	2.671	0.347	11.8%	0.052	1.8%	78%	False	False	74,893
80	3.018	2.671	0.347	11.8%	0.051	1.7%	78%	False	False	61,624

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.103
2.618	3.049
1.618	3.016
1.000	2.996
0.618	2.983
HIGH	2.963
0.618	2.950
0.500	2.947
0.382	2.943
LOW	2.930
0.618	2.910
1.000	2.897
1.618	2.877
2.618	2.844
4.250	2.790

Fisher Pivots for day following 15-Aug-2018
Pivot	1 day	3 day
R1	2.947	2.939
PP	2.944	2.937
S1	2.942	2.936

Download as Excel Spreadsheet

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

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