NYMEX Natural Gas Future November 2017


Trading Metrics calculated at close of trading on 28-Sep-2017
Day Change Summary
Previous Current
27-Sep-2017 28-Sep-2017 Change Change % Previous Week
Open 3.005 3.059 0.054 1.8% 3.110
High 3.089 3.081 -0.008 -0.3% 3.214
Low 3.000 3.001 0.001 0.0% 3.003
Close 3.061 3.017 -0.044 -1.4% 3.021
Range 0.089 0.080 -0.009 -10.1% 0.211
ATR 0.075 0.075 0.000 0.5% 0.000
Volume 195,939 192,444 -3,495 -1.8% 603,928
Daily Pivots for day following 28-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.273 3.225 3.061
R3 3.193 3.145 3.039
R2 3.113 3.113 3.032
R1 3.065 3.065 3.024 3.049
PP 3.033 3.033 3.033 3.025
S1 2.985 2.985 3.010 2.969
S2 2.953 2.953 3.002
S3 2.873 2.905 2.995
S4 2.793 2.825 2.973
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.712 3.578 3.137
R3 3.501 3.367 3.079
R2 3.290 3.290 3.060
R1 3.156 3.156 3.040 3.118
PP 3.079 3.079 3.079 3.060
S1 2.945 2.945 3.002 2.907
S2 2.868 2.868 2.982
S3 2.657 2.734 2.963
S4 2.446 2.523 2.905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.089 2.974 0.115 3.8% 0.064 2.1% 37% False False 151,861
10 3.214 2.974 0.240 8.0% 0.074 2.5% 18% False False 132,695
20 3.214 2.957 0.257 8.5% 0.078 2.6% 23% False False 104,848
40 3.214 2.890 0.324 10.7% 0.070 2.3% 39% False False 69,873
60 3.214 2.886 0.328 10.9% 0.070 2.3% 40% False False 54,307
80 3.214 2.886 0.328 10.9% 0.071 2.3% 40% False False 44,871
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.421
2.618 3.290
1.618 3.210
1.000 3.161
0.618 3.130
HIGH 3.081
0.618 3.050
0.500 3.041
0.382 3.032
LOW 3.001
0.618 2.952
1.000 2.921
1.618 2.872
2.618 2.792
4.250 2.661
Fisher Pivots for day following 28-Sep-2017
Pivot 1 day 3 day
R1 3.041 3.032
PP 3.033 3.027
S1 3.025 3.022

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

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