NYMEX Natural Gas Future October 2017


Trading Metrics calculated at close of trading on 28-Jun-2017
Day Change Summary
Previous Current
27-Jun-2017 28-Jun-2017 Change Change % Previous Week
Open 3.085 3.071 -0.014 -0.5% 3.019
High 3.103 3.132 0.029 0.9% 3.019
Low 3.060 3.071 0.011 0.4% 2.910
Close 3.088 3.115 0.027 0.9% 2.980
Range 0.043 0.061 0.018 41.9% 0.109
ATR 0.081 0.079 -0.001 -1.7% 0.000
Volume 23,042 31,436 8,394 36.4% 143,556
Daily Pivots for day following 28-Jun-2017
Classic Woodie Camarilla DeMark
R4 3.289 3.263 3.149
R3 3.228 3.202 3.132
R2 3.167 3.167 3.126
R1 3.141 3.141 3.121 3.154
PP 3.106 3.106 3.106 3.113
S1 3.080 3.080 3.109 3.093
S2 3.045 3.045 3.104
S3 2.984 3.019 3.098
S4 2.923 2.958 3.081
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 3.297 3.247 3.040
R3 3.188 3.138 3.010
R2 3.079 3.079 3.000
R1 3.029 3.029 2.990 3.000
PP 2.970 2.970 2.970 2.955
S1 2.920 2.920 2.970 2.891
S2 2.861 2.861 2.960
S3 2.752 2.811 2.950
S4 2.643 2.702 2.920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.132 2.910 0.222 7.1% 0.063 2.0% 92% True False 26,058
10 3.132 2.910 0.222 7.1% 0.070 2.2% 92% True False 28,980
20 3.165 2.910 0.255 8.2% 0.075 2.4% 80% False False 38,613
40 3.520 2.910 0.610 19.6% 0.079 2.5% 34% False False 37,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.391
2.618 3.292
1.618 3.231
1.000 3.193
0.618 3.170
HIGH 3.132
0.618 3.109
0.500 3.102
0.382 3.094
LOW 3.071
0.618 3.033
1.000 3.010
1.618 2.972
2.618 2.911
4.250 2.812
Fisher Pivots for day following 28-Jun-2017
Pivot 1 day 3 day
R1 3.111 3.102
PP 3.106 3.089
S1 3.102 3.076

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

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