NYMEX Natural Gas Future November 2018


Trading Metrics calculated at close of trading on 28-Sep-2018
Day Change Summary
Previous Current
27-Sep-2018 28-Sep-2018 Change Change % Previous Week
Open 2.972 3.057 0.085 2.9% 2.979
High 3.111 3.062 -0.049 -1.6% 3.111
Low 2.963 2.977 0.014 0.5% 2.950
Close 3.056 3.008 -0.048 -1.6% 3.008
Range 0.148 0.085 -0.063 -42.6% 0.161
ATR 0.066 0.067 0.001 2.1% 0.000
Volume 250,438 166,734 -83,704 -33.4% 1,023,540
Daily Pivots for day following 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 3.271 3.224 3.055
R3 3.186 3.139 3.031
R2 3.101 3.101 3.024
R1 3.054 3.054 3.016 3.035
PP 3.016 3.016 3.016 3.006
S1 2.969 2.969 3.000 2.950
S2 2.931 2.931 2.992
S3 2.846 2.884 2.985
S4 2.761 2.799 2.961
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 3.506 3.418 3.097
R3 3.345 3.257 3.052
R2 3.184 3.184 3.038
R1 3.096 3.096 3.023 3.140
PP 3.023 3.023 3.023 3.045
S1 2.935 2.935 2.993 2.979
S2 2.862 2.862 2.978
S3 2.701 2.774 2.964
S4 2.540 2.613 2.919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.111 2.950 0.161 5.4% 0.093 3.1% 36% False False 204,708
10 3.111 2.756 0.355 11.8% 0.081 2.7% 71% False False 181,154
20 3.111 2.747 0.364 12.1% 0.066 2.2% 72% False False 134,046
40 3.111 2.747 0.364 12.1% 0.054 1.8% 72% False False 89,565
60 3.111 2.737 0.374 12.4% 0.050 1.7% 72% False False 69,559
80 3.111 2.737 0.374 12.4% 0.051 1.7% 72% False False 57,189
100 3.111 2.737 0.374 12.4% 0.050 1.7% 72% False False 48,858
120 3.111 2.737 0.374 12.4% 0.050 1.7% 72% False False 43,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.423
2.618 3.285
1.618 3.200
1.000 3.147
0.618 3.115
HIGH 3.062
0.618 3.030
0.500 3.020
0.382 3.009
LOW 2.977
0.618 2.924
1.000 2.892
1.618 2.839
2.618 2.754
4.250 2.616
Fisher Pivots for day following 28-Sep-2018
Pivot 1 day 3 day
R1 3.020 3.037
PP 3.016 3.027
S1 3.012 3.018

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

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