NYMEX Natural Gas Future September 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 3.066 3.058 -0.008 -0.3% 2.892
High 3.084 3.101 0.017 0.6% 3.043
Low 3.050 3.008 -0.042 -1.4% 2.863
Close 3.055 3.033 -0.022 -0.7% 2.971
Range 0.034 0.093 0.059 173.5% 0.180
ATR 0.081 0.082 0.001 1.0% 0.000
Volume 66,014 101,370 35,356 53.6% 510,985
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 3.326 3.273 3.084
R3 3.233 3.180 3.059
R2 3.140 3.140 3.050
R1 3.087 3.087 3.042 3.067
PP 3.047 3.047 3.047 3.038
S1 2.994 2.994 3.024 2.974
S2 2.954 2.954 3.016
S3 2.861 2.901 3.007
S4 2.768 2.808 2.982
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 3.499 3.415 3.070
R3 3.319 3.235 3.021
R2 3.139 3.139 3.004
R1 3.055 3.055 2.988 3.097
PP 2.959 2.959 2.959 2.980
S1 2.875 2.875 2.955 2.917
S2 2.779 2.779 2.938
S3 2.599 2.695 2.922
S4 2.419 2.515 2.872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.101 2.917 0.184 6.1% 0.066 2.2% 63% True False 80,339
10 3.101 2.842 0.259 8.5% 0.077 2.5% 74% True False 86,017
20 3.114 2.830 0.284 9.4% 0.080 2.6% 71% False False 63,292
40 3.370 2.830 0.540 17.8% 0.081 2.7% 38% False False 53,255
60 3.506 2.830 0.676 22.3% 0.081 2.7% 30% False False 43,484
80 3.506 2.830 0.676 22.3% 0.081 2.7% 30% False False 37,581
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.496
2.618 3.344
1.618 3.251
1.000 3.194
0.618 3.158
HIGH 3.101
0.618 3.065
0.500 3.055
0.382 3.044
LOW 3.008
0.618 2.951
1.000 2.915
1.618 2.858
2.618 2.765
4.250 2.613
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 3.055 3.054
PP 3.047 3.047
S1 3.040 3.040

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

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