NYMEX Natural Gas Future March 2019


Trading Metrics calculated at close of trading on 21-Sep-2018
Day Change Summary
Previous Current
20-Sep-2018 21-Sep-2018 Change Change % Previous Week
Open 2.889 2.928 0.039 1.3% 2.819
High 2.943 2.943 0.000 0.0% 2.943
Low 2.873 2.913 0.040 1.4% 2.818
Close 2.938 2.939 0.001 0.0% 2.939
Range 0.070 0.030 -0.040 -57.1% 0.125
ATR 0.043 0.042 -0.001 -2.2% 0.000
Volume 58,529 40,961 -17,568 -30.0% 244,592
Daily Pivots for day following 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 3.022 3.010 2.956
R3 2.992 2.980 2.947
R2 2.962 2.962 2.945
R1 2.950 2.950 2.942 2.956
PP 2.932 2.932 2.932 2.935
S1 2.920 2.920 2.936 2.926
S2 2.902 2.902 2.934
S3 2.872 2.890 2.931
S4 2.842 2.860 2.923
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 3.275 3.232 3.008
R3 3.150 3.107 2.973
R2 3.025 3.025 2.962
R1 2.982 2.982 2.950 3.004
PP 2.900 2.900 2.900 2.911
S1 2.857 2.857 2.928 2.879
S2 2.775 2.775 2.916
S3 2.650 2.732 2.905
S4 2.525 2.607 2.870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.943 2.818 0.125 4.3% 0.045 1.5% 97% True False 48,918
10 2.943 2.810 0.133 4.5% 0.043 1.5% 97% True False 42,271
20 3.034 2.810 0.224 7.6% 0.043 1.4% 58% False False 34,453
40 3.039 2.810 0.229 7.8% 0.039 1.3% 56% False False 28,946
60 3.068 2.810 0.258 8.8% 0.038 1.3% 50% False False 23,977
80 3.113 2.810 0.303 10.3% 0.039 1.3% 43% False False 22,745
100 3.113 2.810 0.303 10.3% 0.039 1.3% 43% False False 20,753
120 3.113 2.810 0.303 10.3% 0.039 1.3% 43% False False 19,071
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 3.071
2.618 3.022
1.618 2.992
1.000 2.973
0.618 2.962
HIGH 2.943
0.618 2.932
0.500 2.928
0.382 2.924
LOW 2.913
0.618 2.894
1.000 2.883
1.618 2.864
2.618 2.834
4.250 2.786
Fisher Pivots for day following 21-Sep-2018
Pivot 1 day 3 day
R1 2.935 2.929
PP 2.932 2.918
S1 2.928 2.908

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

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