NYMEX Natural Gas Future October 2018


Trading Metrics calculated at close of trading on 05-Sep-2018
Day Change Summary
Previous Current
04-Sep-2018 05-Sep-2018 Change Change % Previous Week
Open 2.900 2.815 -0.085 -2.9% 2.900
High 2.904 2.843 -0.061 -2.1% 2.931
Low 2.812 2.786 -0.026 -0.9% 2.830
Close 2.823 2.795 -0.028 -1.0% 2.916
Range 0.092 0.057 -0.035 -38.0% 0.101
ATR 0.051 0.052 0.000 0.8% 0.000
Volume 217,010 138,639 -78,371 -36.1% 591,301
Daily Pivots for day following 05-Sep-2018
Classic Woodie Camarilla DeMark
R4 2.979 2.944 2.826
R3 2.922 2.887 2.811
R2 2.865 2.865 2.805
R1 2.830 2.830 2.800 2.819
PP 2.808 2.808 2.808 2.803
S1 2.773 2.773 2.790 2.762
S2 2.751 2.751 2.785
S3 2.694 2.716 2.779
S4 2.637 2.659 2.764
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 3.195 3.157 2.972
R3 3.094 3.056 2.944
R2 2.993 2.993 2.935
R1 2.955 2.955 2.925 2.974
PP 2.892 2.892 2.892 2.902
S1 2.854 2.854 2.907 2.873
S2 2.791 2.791 2.897
S3 2.690 2.753 2.888
S4 2.589 2.652 2.860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.931 2.786 0.145 5.2% 0.059 2.1% 6% False True 146,442
10 2.974 2.786 0.188 6.7% 0.052 1.9% 5% False True 120,360
20 2.979 2.786 0.193 6.9% 0.048 1.7% 5% False True 102,713
40 2.979 2.688 0.291 10.4% 0.046 1.7% 37% False False 75,626
60 3.025 2.688 0.337 12.1% 0.049 1.7% 32% False False 60,519
80 3.025 2.688 0.337 12.1% 0.049 1.8% 32% False False 52,632
100 3.025 2.688 0.337 12.1% 0.049 1.8% 32% False False 47,258
120 3.025 2.688 0.337 12.1% 0.050 1.8% 32% False False 42,833
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.085
2.618 2.992
1.618 2.935
1.000 2.900
0.618 2.878
HIGH 2.843
0.618 2.821
0.500 2.815
0.382 2.808
LOW 2.786
0.618 2.751
1.000 2.729
1.618 2.694
2.618 2.637
4.250 2.544
Fisher Pivots for day following 05-Sep-2018
Pivot 1 day 3 day
R1 2.815 2.859
PP 2.808 2.837
S1 2.802 2.816

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

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