NYMEX Natural Gas Future August 2017
Trading Metrics calculated at close of trading on 28-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3.067 |
3.052 |
-0.015 |
-0.5% |
2.995 |
High |
3.084 |
3.117 |
0.033 |
1.1% |
2.995 |
Low |
3.038 |
3.047 |
0.009 |
0.3% |
2.875 |
Close |
3.064 |
3.094 |
0.030 |
1.0% |
2.951 |
Range |
0.046 |
0.070 |
0.024 |
52.2% |
0.120 |
ATR |
0.087 |
0.086 |
-0.001 |
-1.4% |
0.000 |
Volume |
131,020 |
119,296 |
-11,724 |
-8.9% |
458,501 |
|
Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.296 |
3.265 |
3.133 |
|
R3 |
3.226 |
3.195 |
3.113 |
|
R2 |
3.156 |
3.156 |
3.107 |
|
R1 |
3.125 |
3.125 |
3.100 |
3.141 |
PP |
3.086 |
3.086 |
3.086 |
3.094 |
S1 |
3.055 |
3.055 |
3.088 |
3.071 |
S2 |
3.016 |
3.016 |
3.081 |
|
S3 |
2.946 |
2.985 |
3.075 |
|
S4 |
2.876 |
2.915 |
3.056 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.300 |
3.246 |
3.017 |
|
R3 |
3.180 |
3.126 |
2.984 |
|
R2 |
3.060 |
3.060 |
2.973 |
|
R1 |
3.006 |
3.006 |
2.962 |
2.973 |
PP |
2.940 |
2.940 |
2.940 |
2.924 |
S1 |
2.886 |
2.886 |
2.940 |
2.853 |
S2 |
2.820 |
2.820 |
2.929 |
|
S3 |
2.700 |
2.766 |
2.918 |
|
S4 |
2.580 |
2.646 |
2.885 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.117 |
2.875 |
0.242 |
7.8% |
0.071 |
2.3% |
90% |
True |
False |
110,619 |
10 |
3.117 |
2.875 |
0.242 |
7.8% |
0.075 |
2.4% |
90% |
True |
False |
101,380 |
20 |
3.161 |
2.875 |
0.286 |
9.2% |
0.080 |
2.6% |
77% |
False |
False |
91,251 |
40 |
3.530 |
2.875 |
0.655 |
21.2% |
0.085 |
2.7% |
33% |
False |
False |
65,896 |
60 |
3.530 |
2.875 |
0.655 |
21.2% |
0.084 |
2.7% |
33% |
False |
False |
51,333 |
80 |
3.530 |
2.875 |
0.655 |
21.2% |
0.082 |
2.7% |
33% |
False |
False |
41,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.415 |
2.618 |
3.300 |
1.618 |
3.230 |
1.000 |
3.187 |
0.618 |
3.160 |
HIGH |
3.117 |
0.618 |
3.090 |
0.500 |
3.082 |
0.382 |
3.074 |
LOW |
3.047 |
0.618 |
3.004 |
1.000 |
2.977 |
1.618 |
2.934 |
2.618 |
2.864 |
4.250 |
2.750 |
|
|
Fisher Pivots for day following 28-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3.090 |
3.081 |
PP |
3.086 |
3.068 |
S1 |
3.082 |
3.055 |
|