NYMEX Natural Gas Future May 2019


Trading Metrics calculated at close of trading on 27-Dec-2018
Day Change Summary
Previous Current
26-Dec-2018 27-Dec-2018 Change Change % Previous Week
Open 2.773 2.809 0.036 1.3% 2.777
High 2.813 2.835 0.022 0.8% 2.854
Low 2.748 2.788 0.040 1.5% 2.715
Close 2.792 2.827 0.035 1.3% 2.848
Range 0.065 0.047 -0.018 -27.7% 0.139
ATR 0.072 0.070 -0.002 -2.5% 0.000
Volume 19,918 25,619 5,701 28.6% 112,186
Daily Pivots for day following 27-Dec-2018
Classic Woodie Camarilla DeMark
R4 2.958 2.939 2.853
R3 2.911 2.892 2.840
R2 2.864 2.864 2.836
R1 2.845 2.845 2.831 2.855
PP 2.817 2.817 2.817 2.821
S1 2.798 2.798 2.823 2.808
S2 2.770 2.770 2.818
S3 2.723 2.751 2.814
S4 2.676 2.704 2.801
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 3.223 3.174 2.924
R3 3.084 3.035 2.886
R2 2.945 2.945 2.873
R1 2.896 2.896 2.861 2.921
PP 2.806 2.806 2.806 2.818
S1 2.757 2.757 2.835 2.782
S2 2.667 2.667 2.823
S3 2.528 2.618 2.810
S4 2.389 2.479 2.772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.862 2.748 0.114 4.0% 0.073 2.6% 69% False False 20,494
10 2.864 2.715 0.149 5.3% 0.071 2.5% 75% False False 22,558
20 2.926 2.715 0.211 7.5% 0.069 2.4% 53% False False 22,877
40 2.926 2.602 0.324 11.5% 0.069 2.4% 69% False False 27,648
60 2.926 2.602 0.324 11.5% 0.056 2.0% 69% False False 22,984
80 2.926 2.549 0.377 13.3% 0.049 1.7% 74% False False 19,659
100 2.926 2.549 0.377 13.3% 0.044 1.6% 74% False False 17,163
120 2.926 2.540 0.386 13.7% 0.041 1.4% 74% False False 15,037
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.035
2.618 2.958
1.618 2.911
1.000 2.882
0.618 2.864
HIGH 2.835
0.618 2.817
0.500 2.812
0.382 2.806
LOW 2.788
0.618 2.759
1.000 2.741
1.618 2.712
2.618 2.665
4.250 2.588
Fisher Pivots for day following 27-Dec-2018
Pivot 1 day 3 day
R1 2.822 2.820
PP 2.817 2.812
S1 2.812 2.805

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

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