NYMEX Natural Gas Future June 2017


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 3.278 3.368 0.090 2.7% 3.243
High 3.388 3.431 0.043 1.3% 3.431
Low 3.273 3.350 0.077 2.4% 3.140
Close 3.376 3.424 0.048 1.4% 3.424
Range 0.115 0.081 -0.034 -29.6% 0.291
ATR 0.096 0.094 -0.001 -1.1% 0.000
Volume 199,191 150,243 -48,948 -24.6% 940,293
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 3.645 3.615 3.469
R3 3.564 3.534 3.446
R2 3.483 3.483 3.439
R1 3.453 3.453 3.431 3.468
PP 3.402 3.402 3.402 3.409
S1 3.372 3.372 3.417 3.387
S2 3.321 3.321 3.409
S3 3.240 3.291 3.402
S4 3.159 3.210 3.379
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 4.205 4.105 3.584
R3 3.914 3.814 3.504
R2 3.623 3.623 3.477
R1 3.523 3.523 3.451 3.573
PP 3.332 3.332 3.332 3.357
S1 3.232 3.232 3.397 3.282
S2 3.041 3.041 3.371
S3 2.750 2.941 3.344
S4 2.459 2.650 3.264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.431 3.140 0.291 8.5% 0.108 3.2% 98% True False 188,058
10 3.431 3.140 0.291 8.5% 0.100 2.9% 98% True False 159,082
20 3.431 3.125 0.306 8.9% 0.091 2.6% 98% True False 140,125
40 3.431 3.014 0.417 12.2% 0.092 2.7% 98% True False 96,041
60 3.431 2.817 0.614 17.9% 0.091 2.7% 99% True False 75,752
80 3.541 2.817 0.724 21.1% 0.092 2.7% 84% False False 62,333
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.775
2.618 3.643
1.618 3.562
1.000 3.512
0.618 3.481
HIGH 3.431
0.618 3.400
0.500 3.391
0.382 3.381
LOW 3.350
0.618 3.300
1.000 3.269
1.618 3.219
2.618 3.138
4.250 3.006
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 3.413 3.388
PP 3.402 3.352
S1 3.391 3.317

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

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