NYMEX Natural Gas Future June 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3.325 |
3.234 |
-0.091 |
-2.7% |
3.387 |
| High |
3.333 |
3.252 |
-0.081 |
-2.4% |
3.408 |
| Low |
3.211 |
3.176 |
-0.035 |
-1.1% |
3.161 |
| Close |
3.219 |
3.209 |
-0.010 |
-0.3% |
3.256 |
| Range |
0.122 |
0.076 |
-0.046 |
-37.7% |
0.247 |
| ATR |
0.097 |
0.096 |
-0.002 |
-1.6% |
0.000 |
| Volume |
131,858 |
51,800 |
-80,058 |
-60.7% |
789,876 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.440 |
3.401 |
3.251 |
|
| R3 |
3.364 |
3.325 |
3.230 |
|
| R2 |
3.288 |
3.288 |
3.223 |
|
| R1 |
3.249 |
3.249 |
3.216 |
3.231 |
| PP |
3.212 |
3.212 |
3.212 |
3.203 |
| S1 |
3.173 |
3.173 |
3.202 |
3.155 |
| S2 |
3.136 |
3.136 |
3.195 |
|
| S3 |
3.060 |
3.097 |
3.188 |
|
| S4 |
2.984 |
3.021 |
3.167 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.016 |
3.883 |
3.392 |
|
| R3 |
3.769 |
3.636 |
3.324 |
|
| R2 |
3.522 |
3.522 |
3.301 |
|
| R1 |
3.389 |
3.389 |
3.279 |
3.332 |
| PP |
3.275 |
3.275 |
3.275 |
3.247 |
| S1 |
3.142 |
3.142 |
3.233 |
3.085 |
| S2 |
3.028 |
3.028 |
3.211 |
|
| S3 |
2.781 |
2.895 |
3.188 |
|
| S4 |
2.534 |
2.648 |
3.120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.334 |
3.161 |
0.173 |
5.4% |
0.085 |
2.6% |
28% |
False |
False |
122,618 |
| 10 |
3.431 |
3.161 |
0.270 |
8.4% |
0.095 |
3.0% |
18% |
False |
False |
145,552 |
| 20 |
3.431 |
3.140 |
0.291 |
9.1% |
0.094 |
2.9% |
24% |
False |
False |
147,684 |
| 40 |
3.431 |
3.125 |
0.306 |
9.5% |
0.093 |
2.9% |
27% |
False |
False |
117,638 |
| 60 |
3.431 |
2.926 |
0.505 |
15.7% |
0.090 |
2.8% |
56% |
False |
False |
90,385 |
| 80 |
3.431 |
2.817 |
0.614 |
19.1% |
0.091 |
2.8% |
64% |
False |
False |
74,620 |
| 100 |
3.607 |
2.817 |
0.790 |
24.6% |
0.096 |
3.0% |
50% |
False |
False |
63,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.575 |
|
2.618 |
3.451 |
|
1.618 |
3.375 |
|
1.000 |
3.328 |
|
0.618 |
3.299 |
|
HIGH |
3.252 |
|
0.618 |
3.223 |
|
0.500 |
3.214 |
|
0.382 |
3.205 |
|
LOW |
3.176 |
|
0.618 |
3.129 |
|
1.000 |
3.100 |
|
1.618 |
3.053 |
|
2.618 |
2.977 |
|
4.250 |
2.853 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.214 |
3.255 |
| PP |
3.212 |
3.240 |
| S1 |
3.211 |
3.224 |
|