NYMEX Natural Gas Future October 2018


Trading Metrics calculated at close of trading on 27-Aug-2018
Day Change Summary
Previous Current
24-Aug-2018 27-Aug-2018 Change Change % Previous Week
Open 2.967 2.900 -0.067 -2.3% 2.940
High 2.967 2.912 -0.055 -1.9% 2.974
Low 2.904 2.864 -0.040 -1.4% 2.904
Close 2.913 2.869 -0.044 -1.5% 2.913
Range 0.063 0.048 -0.015 -23.8% 0.070
ATR 0.047 0.047 0.000 0.4% 0.000
Volume 95,748 99,226 3,478 3.6% 430,764
Daily Pivots for day following 27-Aug-2018
Classic Woodie Camarilla DeMark
R4 3.026 2.995 2.895
R3 2.978 2.947 2.882
R2 2.930 2.930 2.878
R1 2.899 2.899 2.873 2.891
PP 2.882 2.882 2.882 2.877
S1 2.851 2.851 2.865 2.843
S2 2.834 2.834 2.860
S3 2.786 2.803 2.856
S4 2.738 2.755 2.843
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 3.140 3.097 2.952
R3 3.070 3.027 2.932
R2 3.000 3.000 2.926
R1 2.957 2.957 2.919 2.944
PP 2.930 2.930 2.930 2.924
S1 2.887 2.887 2.907 2.874
S2 2.860 2.860 2.900
S3 2.790 2.817 2.894
S4 2.720 2.747 2.875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.974 2.864 0.110 3.8% 0.044 1.5% 5% False True 88,302
10 2.979 2.864 0.115 4.0% 0.046 1.6% 4% False True 81,631
20 2.979 2.751 0.228 7.9% 0.047 1.6% 52% False False 80,153
40 2.979 2.688 0.291 10.1% 0.045 1.6% 62% False False 60,008
60 3.025 2.688 0.337 11.7% 0.048 1.7% 54% False False 50,485
80 3.025 2.688 0.337 11.7% 0.049 1.7% 54% False False 44,071
100 3.025 2.688 0.337 11.7% 0.049 1.7% 54% False False 40,128
120 3.025 2.688 0.337 11.7% 0.049 1.7% 54% False False 37,032
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.116
2.618 3.038
1.618 2.990
1.000 2.960
0.618 2.942
HIGH 2.912
0.618 2.894
0.500 2.888
0.382 2.882
LOW 2.864
0.618 2.834
1.000 2.816
1.618 2.786
2.618 2.738
4.250 2.660
Fisher Pivots for day following 27-Aug-2018
Pivot 1 day 3 day
R1 2.888 2.917
PP 2.882 2.901
S1 2.875 2.885

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

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