NYMEX Natural Gas Future June 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3.278 |
3.368 |
0.090 |
2.7% |
3.243 |
| High |
3.388 |
3.431 |
0.043 |
1.3% |
3.431 |
| Low |
3.273 |
3.350 |
0.077 |
2.4% |
3.140 |
| Close |
3.376 |
3.424 |
0.048 |
1.4% |
3.424 |
| Range |
0.115 |
0.081 |
-0.034 |
-29.6% |
0.291 |
| ATR |
0.096 |
0.094 |
-0.001 |
-1.1% |
0.000 |
| Volume |
199,191 |
150,243 |
-48,948 |
-24.6% |
940,293 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.645 |
3.615 |
3.469 |
|
| R3 |
3.564 |
3.534 |
3.446 |
|
| R2 |
3.483 |
3.483 |
3.439 |
|
| R1 |
3.453 |
3.453 |
3.431 |
3.468 |
| PP |
3.402 |
3.402 |
3.402 |
3.409 |
| S1 |
3.372 |
3.372 |
3.417 |
3.387 |
| S2 |
3.321 |
3.321 |
3.409 |
|
| S3 |
3.240 |
3.291 |
3.402 |
|
| S4 |
3.159 |
3.210 |
3.379 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.105 |
3.584 |
|
| R3 |
3.914 |
3.814 |
3.504 |
|
| R2 |
3.623 |
3.623 |
3.477 |
|
| R1 |
3.523 |
3.523 |
3.451 |
3.573 |
| PP |
3.332 |
3.332 |
3.332 |
3.357 |
| S1 |
3.232 |
3.232 |
3.397 |
3.282 |
| S2 |
3.041 |
3.041 |
3.371 |
|
| S3 |
2.750 |
2.941 |
3.344 |
|
| S4 |
2.459 |
2.650 |
3.264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.431 |
3.140 |
0.291 |
8.5% |
0.108 |
3.2% |
98% |
True |
False |
188,058 |
| 10 |
3.431 |
3.140 |
0.291 |
8.5% |
0.100 |
2.9% |
98% |
True |
False |
159,082 |
| 20 |
3.431 |
3.125 |
0.306 |
8.9% |
0.091 |
2.6% |
98% |
True |
False |
140,125 |
| 40 |
3.431 |
3.014 |
0.417 |
12.2% |
0.092 |
2.7% |
98% |
True |
False |
96,041 |
| 60 |
3.431 |
2.817 |
0.614 |
17.9% |
0.091 |
2.7% |
99% |
True |
False |
75,752 |
| 80 |
3.541 |
2.817 |
0.724 |
21.1% |
0.092 |
2.7% |
84% |
False |
False |
62,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.775 |
|
2.618 |
3.643 |
|
1.618 |
3.562 |
|
1.000 |
3.512 |
|
0.618 |
3.481 |
|
HIGH |
3.431 |
|
0.618 |
3.400 |
|
0.500 |
3.391 |
|
0.382 |
3.381 |
|
LOW |
3.350 |
|
0.618 |
3.300 |
|
1.000 |
3.269 |
|
1.618 |
3.219 |
|
2.618 |
3.138 |
|
4.250 |
3.006 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.413 |
3.388 |
| PP |
3.402 |
3.352 |
| S1 |
3.391 |
3.317 |
|