NYMEX Natural Gas Future October 2017


Trading Metrics calculated at close of trading on 07-Sep-2017
Day Change Summary
Previous Current
06-Sep-2017 07-Sep-2017 Change Change % Previous Week
Open 2.970 3.008 0.038 1.3% 2.950
High 3.031 3.030 -0.001 0.0% 3.088
Low 2.960 2.968 0.008 0.3% 2.880
Close 3.000 2.981 -0.019 -0.6% 3.070
Range 0.071 0.062 -0.009 -12.7% 0.208
ATR 0.079 0.078 -0.001 -1.5% 0.000
Volume 145,052 137,126 -7,926 -5.5% 716,570
Daily Pivots for day following 07-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.179 3.142 3.015
R3 3.117 3.080 2.998
R2 3.055 3.055 2.992
R1 3.018 3.018 2.987 3.006
PP 2.993 2.993 2.993 2.987
S1 2.956 2.956 2.975 2.944
S2 2.931 2.931 2.970
S3 2.869 2.894 2.964
S4 2.807 2.832 2.947
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.637 3.561 3.184
R3 3.429 3.353 3.127
R2 3.221 3.221 3.108
R1 3.145 3.145 3.089 3.183
PP 3.013 3.013 3.013 3.032
S1 2.937 2.937 3.051 2.975
S2 2.805 2.805 3.032
S3 2.597 2.729 3.013
S4 2.389 2.521 2.956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.088 2.908 0.180 6.0% 0.091 3.0% 41% False False 159,787
10 3.088 2.880 0.208 7.0% 0.081 2.7% 49% False False 139,754
20 3.088 2.880 0.208 7.0% 0.076 2.6% 49% False False 113,926
40 3.131 2.799 0.332 11.1% 0.072 2.4% 55% False False 83,323
60 3.142 2.799 0.343 11.5% 0.074 2.5% 53% False False 67,742
80 3.464 2.799 0.665 22.3% 0.077 2.6% 27% False False 61,538
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.294
2.618 3.192
1.618 3.130
1.000 3.092
0.618 3.068
HIGH 3.030
0.618 3.006
0.500 2.999
0.382 2.992
LOW 2.968
0.618 2.930
1.000 2.906
1.618 2.868
2.618 2.806
4.250 2.705
Fisher Pivots for day following 07-Sep-2017
Pivot 1 day 3 day
R1 2.999 3.010
PP 2.993 3.000
S1 2.987 2.991

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

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