NYMEX Natural Gas Future June 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
3.173 |
3.255 |
0.082 |
2.6% |
3.311 |
| High |
3.277 |
3.266 |
-0.011 |
-0.3% |
3.324 |
| Low |
3.159 |
3.207 |
0.048 |
1.5% |
3.174 |
| Close |
3.271 |
3.239 |
-0.032 |
-1.0% |
3.192 |
| Range |
0.118 |
0.059 |
-0.059 |
-50.0% |
0.150 |
| ATR |
0.091 |
0.089 |
-0.002 |
-2.1% |
0.000 |
| Volume |
199,772 |
139,117 |
-60,655 |
-30.4% |
468,525 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.414 |
3.386 |
3.271 |
|
| R3 |
3.355 |
3.327 |
3.255 |
|
| R2 |
3.296 |
3.296 |
3.250 |
|
| R1 |
3.268 |
3.268 |
3.244 |
3.253 |
| PP |
3.237 |
3.237 |
3.237 |
3.230 |
| S1 |
3.209 |
3.209 |
3.234 |
3.194 |
| S2 |
3.178 |
3.178 |
3.228 |
|
| S3 |
3.119 |
3.150 |
3.223 |
|
| S4 |
3.060 |
3.091 |
3.207 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.680 |
3.586 |
3.275 |
|
| R3 |
3.530 |
3.436 |
3.233 |
|
| R2 |
3.380 |
3.380 |
3.220 |
|
| R1 |
3.286 |
3.286 |
3.206 |
3.258 |
| PP |
3.230 |
3.230 |
3.230 |
3.216 |
| S1 |
3.136 |
3.136 |
3.178 |
3.108 |
| S2 |
3.080 |
3.080 |
3.165 |
|
| S3 |
2.930 |
2.986 |
3.151 |
|
| S4 |
2.780 |
2.836 |
3.110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.277 |
3.125 |
0.152 |
4.7% |
0.090 |
2.8% |
75% |
False |
False |
146,420 |
| 10 |
3.324 |
3.125 |
0.199 |
6.1% |
0.084 |
2.6% |
57% |
False |
False |
119,301 |
| 20 |
3.422 |
3.125 |
0.297 |
9.2% |
0.090 |
2.8% |
38% |
False |
False |
92,220 |
| 40 |
3.422 |
2.936 |
0.486 |
15.0% |
0.088 |
2.7% |
62% |
False |
False |
63,817 |
| 60 |
3.422 |
2.817 |
0.605 |
18.7% |
0.090 |
2.8% |
70% |
False |
False |
52,066 |
| 80 |
3.541 |
2.817 |
0.724 |
22.4% |
0.097 |
3.0% |
58% |
False |
False |
43,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.517 |
|
2.618 |
3.420 |
|
1.618 |
3.361 |
|
1.000 |
3.325 |
|
0.618 |
3.302 |
|
HIGH |
3.266 |
|
0.618 |
3.243 |
|
0.500 |
3.237 |
|
0.382 |
3.230 |
|
LOW |
3.207 |
|
0.618 |
3.171 |
|
1.000 |
3.148 |
|
1.618 |
3.112 |
|
2.618 |
3.053 |
|
4.250 |
2.956 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.238 |
3.226 |
| PP |
3.237 |
3.214 |
| S1 |
3.237 |
3.201 |
|