NYMEX Natural Gas Future September 2018

Trading Metrics calculated at close of trading on 24-Aug-2018

Day Change Summary
	Previous	Current
	23-Aug-2018	24-Aug-2018	Change	Change %	Previous Week
Open	2.958	2.972	0.014	0.5%	2.940
High	2.982	2.979	-0.003	-0.1%	2.993
Low	2.935	2.911	-0.024	-0.8%	2.903
Close	2.964	2.917	-0.047	-1.6%	2.917
Range	0.047	0.068	0.021	44.7%	0.090
ATR	0.049	0.050	0.001	2.8%	0.000
Volume	106,844	101,424	-5,420	-5.1%	540,331

Daily Pivots for day following 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.140	3.096	2.954
R3	3.072	3.028	2.936
R2	3.004	3.004	2.929
R1	2.960	2.960	2.923	2.948
PP	2.936	2.936	2.936	2.930
S1	2.892	2.892	2.911	2.880
S2	2.868	2.868	2.905
S3	2.800	2.824	2.898
S4	2.732	2.756	2.880

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	3.208	3.152	2.967
R3	3.118	3.062	2.942
R2	3.028	3.028	2.934
R1	2.972	2.972	2.925	2.955
PP	2.938	2.938	2.938	2.929
S1	2.882	2.882	2.909	2.865
S2	2.848	2.848	2.901
S3	2.758	2.792	2.892
S4	2.668	2.702	2.868

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.993	2.903	0.090	3.1%	0.049	1.7%	16%	False	False	108,066
10	2.993	2.891	0.102	3.5%	0.050	1.7%	25%	False	False	112,825
20	2.993	2.740	0.253	8.7%	0.050	1.7%	70%	False	False	130,968
40	2.993	2.671	0.322	11.0%	0.048	1.6%	76%	False	False	105,564
60	3.018	2.671	0.347	11.9%	0.050	1.7%	71%	False	False	84,680
80	3.018	2.671	0.347	11.9%	0.051	1.8%	71%	False	False	69,854
100	3.018	2.671	0.347	11.9%	0.051	1.8%	71%	False	False	59,855

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	0.008
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	3.268
2.618	3.157
1.618	3.089
1.000	3.047
0.618	3.021
HIGH	2.979
0.618	2.953
0.500	2.945
0.382	2.937
LOW	2.911
0.618	2.869
1.000	2.843
1.618	2.801
2.618	2.733
4.250	2.622

Fisher Pivots for day following 24-Aug-2018
Pivot	1 day	3 day
R1	2.945	2.952
PP	2.936	2.940
S1	2.926	2.929

Download as Excel Spreadsheet

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

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