NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.918 |
2.921 |
0.003 |
0.1% |
3.064 |
| High |
2.966 |
2.980 |
0.014 |
0.5% |
3.116 |
| Low |
2.899 |
2.875 |
-0.024 |
-0.8% |
2.936 |
| Close |
2.915 |
2.915 |
0.000 |
0.0% |
3.060 |
| Range |
0.067 |
0.105 |
0.038 |
56.7% |
0.180 |
| ATR |
0.089 |
0.090 |
0.001 |
1.3% |
0.000 |
| Volume |
98,251 |
105,860 |
7,609 |
7.7% |
492,082 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.238 |
3.182 |
2.973 |
|
| R3 |
3.133 |
3.077 |
2.944 |
|
| R2 |
3.028 |
3.028 |
2.934 |
|
| R1 |
2.972 |
2.972 |
2.925 |
2.948 |
| PP |
2.923 |
2.923 |
2.923 |
2.911 |
| S1 |
2.867 |
2.867 |
2.905 |
2.843 |
| S2 |
2.818 |
2.818 |
2.896 |
|
| S3 |
2.713 |
2.762 |
2.886 |
|
| S4 |
2.608 |
2.657 |
2.857 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.577 |
3.499 |
3.159 |
|
| R3 |
3.397 |
3.319 |
3.110 |
|
| R2 |
3.217 |
3.217 |
3.093 |
|
| R1 |
3.139 |
3.139 |
3.077 |
3.088 |
| PP |
3.037 |
3.037 |
3.037 |
3.012 |
| S1 |
2.959 |
2.959 |
3.044 |
2.908 |
| S2 |
2.857 |
2.857 |
3.027 |
|
| S3 |
2.677 |
2.779 |
3.011 |
|
| S4 |
2.497 |
2.599 |
2.961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.102 |
2.875 |
0.227 |
7.8% |
0.072 |
2.5% |
18% |
False |
True |
91,598 |
| 10 |
3.116 |
2.875 |
0.241 |
8.3% |
0.080 |
2.8% |
17% |
False |
True |
95,268 |
| 20 |
3.391 |
2.875 |
0.516 |
17.7% |
0.088 |
3.0% |
8% |
False |
True |
79,383 |
| 40 |
3.530 |
2.875 |
0.655 |
22.5% |
0.086 |
3.0% |
6% |
False |
True |
57,097 |
| 60 |
3.530 |
2.875 |
0.655 |
22.5% |
0.085 |
2.9% |
6% |
False |
True |
44,780 |
| 80 |
3.530 |
2.875 |
0.655 |
22.5% |
0.084 |
2.9% |
6% |
False |
True |
37,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.426 |
|
2.618 |
3.255 |
|
1.618 |
3.150 |
|
1.000 |
3.085 |
|
0.618 |
3.045 |
|
HIGH |
2.980 |
|
0.618 |
2.940 |
|
0.500 |
2.928 |
|
0.382 |
2.915 |
|
LOW |
2.875 |
|
0.618 |
2.810 |
|
1.000 |
2.770 |
|
1.618 |
2.705 |
|
2.618 |
2.600 |
|
4.250 |
2.429 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.928 |
2.928 |
| PP |
2.923 |
2.923 |
| S1 |
2.919 |
2.919 |
|