NYMEX Natural Gas Future October 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 2.916 3.009 0.093 3.2% 2.805
High 3.027 3.021 -0.006 -0.2% 3.027
Low 2.911 2.992 0.081 2.8% 2.805
Close 3.017 3.009 -0.008 -0.3% 3.009
Range 0.116 0.029 -0.087 -75.0% 0.222
ATR 0.077 0.073 -0.003 -4.4% 0.000
Volume 137,616 90,807 -46,809 -34.0% 502,984
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 3.094 3.081 3.025
R3 3.065 3.052 3.017
R2 3.036 3.036 3.014
R1 3.023 3.023 3.012 3.024
PP 3.007 3.007 3.007 3.008
S1 2.994 2.994 3.006 2.995
S2 2.978 2.978 3.004
S3 2.949 2.965 3.001
S4 2.920 2.936 2.993
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 3.613 3.533 3.131
R3 3.391 3.311 3.070
R2 3.169 3.169 3.050
R1 3.089 3.089 3.029 3.129
PP 2.947 2.947 2.947 2.967
S1 2.867 2.867 2.989 2.907
S2 2.725 2.725 2.968
S3 2.503 2.645 2.948
S4 2.281 2.423 2.887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.027 2.805 0.222 7.4% 0.067 2.2% 92% False False 100,596
10 3.027 2.799 0.228 7.6% 0.066 2.2% 92% False False 78,276
20 3.131 2.799 0.332 11.0% 0.067 2.2% 63% False False 59,142
40 3.142 2.799 0.343 11.4% 0.072 2.4% 61% False False 47,976
60 3.459 2.799 0.660 21.9% 0.076 2.5% 32% False False 46,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Narrowest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 3.144
2.618 3.097
1.618 3.068
1.000 3.050
0.618 3.039
HIGH 3.021
0.618 3.010
0.500 3.007
0.382 3.003
LOW 2.992
0.618 2.974
1.000 2.963
1.618 2.945
2.618 2.916
4.250 2.869
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 3.008 2.983
PP 3.007 2.957
S1 3.007 2.931

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

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