NYMEX Natural Gas Future September 2018


Trading Metrics calculated at close of trading on 28-Jun-2018
Day Change Summary
Previous Current
27-Jun-2018 28-Jun-2018 Change Change % Previous Week
Open 2.920 2.956 0.036 1.2% 3.018
High 2.970 2.992 0.022 0.7% 3.018
Low 2.917 2.908 -0.009 -0.3% 2.871
Close 2.951 2.919 -0.032 -1.1% 2.920
Range 0.053 0.084 0.031 58.5% 0.147
ATR 0.058 0.059 0.002 3.3% 0.000
Volume 39,823 43,082 3,259 8.2% 155,580
Daily Pivots for day following 28-Jun-2018
Classic Woodie Camarilla DeMark
R4 3.192 3.139 2.965
R3 3.108 3.055 2.942
R2 3.024 3.024 2.934
R1 2.971 2.971 2.927 2.956
PP 2.940 2.940 2.940 2.932
S1 2.887 2.887 2.911 2.872
S2 2.856 2.856 2.904
S3 2.772 2.803 2.896
S4 2.688 2.719 2.873
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 3.377 3.296 3.001
R3 3.230 3.149 2.960
R2 3.083 3.083 2.947
R1 3.002 3.002 2.933 2.969
PP 2.936 2.936 2.936 2.920
S1 2.855 2.855 2.907 2.822
S2 2.789 2.789 2.893
S3 2.642 2.708 2.880
S4 2.495 2.561 2.839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.992 2.872 0.120 4.1% 0.054 1.9% 39% True False 30,829
10 3.018 2.871 0.147 5.0% 0.060 2.0% 33% False False 32,433
20 3.018 2.867 0.151 5.2% 0.056 1.9% 34% False False 42,912
40 3.018 2.711 0.307 10.5% 0.055 1.9% 68% False False 34,143
60 3.018 2.711 0.307 10.5% 0.053 1.8% 68% False False 29,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.349
2.618 3.212
1.618 3.128
1.000 3.076
0.618 3.044
HIGH 2.992
0.618 2.960
0.500 2.950
0.382 2.940
LOW 2.908
0.618 2.856
1.000 2.824
1.618 2.772
2.618 2.688
4.250 2.551
Fisher Pivots for day following 28-Jun-2018
Pivot 1 day 3 day
R1 2.950 2.937
PP 2.940 2.931
S1 2.929 2.925

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

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