NYMEX Natural Gas Future January 2018


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 3.056 3.013 -0.043 -1.4% 3.165
High 3.081 3.038 -0.043 -1.4% 3.179
Low 2.903 2.971 0.068 2.3% 2.903
Close 2.916 3.017 0.101 3.5% 2.916
Range 0.178 0.067 -0.111 -62.4% 0.276
ATR 0.080 0.083 0.003 3.7% 0.000
Volume 188,530 227,100 38,570 20.5% 557,069
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 3.210 3.180 3.054
R3 3.143 3.113 3.035
R2 3.076 3.076 3.029
R1 3.046 3.046 3.023 3.061
PP 3.009 3.009 3.009 3.016
S1 2.979 2.979 3.011 2.994
S2 2.942 2.942 3.005
S3 2.875 2.912 2.999
S4 2.808 2.845 2.980
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 3.827 3.648 3.068
R3 3.551 3.372 2.992
R2 3.275 3.275 2.967
R1 3.096 3.096 2.941 3.048
PP 2.999 2.999 2.999 2.975
S1 2.820 2.820 2.891 2.772
S2 2.723 2.723 2.865
S3 2.447 2.544 2.840
S4 2.171 2.268 2.764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.179 2.903 0.276 9.1% 0.084 2.8% 41% False False 156,833
10 3.321 2.903 0.418 13.9% 0.081 2.7% 27% False False 134,857
20 3.321 2.903 0.418 13.9% 0.077 2.6% 27% False False 114,143
40 3.321 2.903 0.418 13.9% 0.072 2.4% 27% False False 87,846
60 3.450 2.903 0.547 18.1% 0.070 2.3% 21% False False 73,290
80 3.450 2.903 0.547 18.1% 0.067 2.2% 21% False False 61,829
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 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.323
2.618 3.213
1.618 3.146
1.000 3.105
0.618 3.079
HIGH 3.038
0.618 3.012
0.500 3.005
0.382 2.997
LOW 2.971
0.618 2.930
1.000 2.904
1.618 2.863
2.618 2.796
4.250 2.686
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 3.013 3.015
PP 3.009 3.013
S1 3.005 3.012

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

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