NYMEX Natural Gas Future November 2017


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 3.059 3.022 -0.037 -1.2% 3.000
High 3.081 3.044 -0.037 -1.2% 3.089
Low 3.001 2.992 -0.009 -0.3% 2.974
Close 3.017 3.007 -0.010 -0.3% 3.007
Range 0.080 0.052 -0.028 -35.0% 0.115
ATR 0.075 0.074 -0.002 -2.2% 0.000
Volume 192,444 117,984 -74,460 -38.7% 764,810
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.170 3.141 3.036
R3 3.118 3.089 3.021
R2 3.066 3.066 3.017
R1 3.037 3.037 3.012 3.026
PP 3.014 3.014 3.014 3.009
S1 2.985 2.985 3.002 2.974
S2 2.962 2.962 2.997
S3 2.910 2.933 2.993
S4 2.858 2.881 2.978
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 3.368 3.303 3.070
R3 3.253 3.188 3.039
R2 3.138 3.138 3.028
R1 3.073 3.073 3.018 3.106
PP 3.023 3.023 3.023 3.040
S1 2.958 2.958 2.996 2.991
S2 2.908 2.908 2.986
S3 2.793 2.843 2.975
S4 2.678 2.728 2.944
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% 0.068 2.3% 29% False False 152,962
10 3.214 2.974 0.240 8.0% 0.073 2.4% 14% False False 136,873
20 3.214 2.957 0.257 8.5% 0.074 2.5% 19% False False 109,198
40 3.214 2.890 0.324 10.8% 0.070 2.3% 36% False False 72,197
60 3.214 2.886 0.328 10.9% 0.070 2.3% 37% False False 55,939
80 3.214 2.886 0.328 10.9% 0.071 2.4% 37% False False 46,124
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.265
2.618 3.180
1.618 3.128
1.000 3.096
0.618 3.076
HIGH 3.044
0.618 3.024
0.500 3.018
0.382 3.012
LOW 2.992
0.618 2.960
1.000 2.940
1.618 2.908
2.618 2.856
4.250 2.771
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 3.018 3.041
PP 3.014 3.029
S1 3.011 3.018

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

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