NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.146 |
3.080 |
-0.066 |
-2.1% |
3.393 |
| High |
3.172 |
3.128 |
-0.044 |
-1.4% |
3.428 |
| Low |
3.061 |
2.988 |
-0.073 |
-2.4% |
3.240 |
| Close |
3.071 |
3.008 |
-0.063 |
-2.1% |
3.310 |
| Range |
0.111 |
0.140 |
0.029 |
26.1% |
0.188 |
| ATR |
0.098 |
0.101 |
0.003 |
3.1% |
0.000 |
| Volume |
208,510 |
236,236 |
27,726 |
13.3% |
714,409 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.375 |
3.085 |
|
| R3 |
3.321 |
3.235 |
3.047 |
|
| R2 |
3.181 |
3.181 |
3.034 |
|
| R1 |
3.095 |
3.095 |
3.021 |
3.068 |
| PP |
3.041 |
3.041 |
3.041 |
3.028 |
| S1 |
2.955 |
2.955 |
2.995 |
2.928 |
| S2 |
2.901 |
2.901 |
2.982 |
|
| S3 |
2.761 |
2.815 |
2.970 |
|
| S4 |
2.621 |
2.675 |
2.931 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.890 |
3.788 |
3.413 |
|
| R3 |
3.702 |
3.600 |
3.362 |
|
| R2 |
3.514 |
3.514 |
3.344 |
|
| R1 |
3.412 |
3.412 |
3.327 |
3.369 |
| PP |
3.326 |
3.326 |
3.326 |
3.305 |
| S1 |
3.224 |
3.224 |
3.293 |
3.181 |
| S2 |
3.138 |
3.138 |
3.276 |
|
| S3 |
2.950 |
3.036 |
3.258 |
|
| S4 |
2.762 |
2.848 |
3.207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.351 |
2.988 |
0.363 |
12.1% |
0.110 |
3.7% |
6% |
False |
True |
198,270 |
| 10 |
3.428 |
2.988 |
0.440 |
14.6% |
0.097 |
3.2% |
5% |
False |
True |
158,113 |
| 20 |
3.506 |
2.988 |
0.518 |
17.2% |
0.098 |
3.2% |
4% |
False |
True |
127,914 |
| 40 |
3.506 |
2.988 |
0.518 |
17.2% |
0.089 |
3.0% |
4% |
False |
True |
87,729 |
| 60 |
3.506 |
2.988 |
0.518 |
17.2% |
0.088 |
2.9% |
4% |
False |
True |
68,408 |
| 80 |
3.506 |
2.888 |
0.618 |
20.5% |
0.088 |
2.9% |
19% |
False |
False |
59,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.723 |
|
2.618 |
3.495 |
|
1.618 |
3.355 |
|
1.000 |
3.268 |
|
0.618 |
3.215 |
|
HIGH |
3.128 |
|
0.618 |
3.075 |
|
0.500 |
3.058 |
|
0.382 |
3.041 |
|
LOW |
2.988 |
|
0.618 |
2.901 |
|
1.000 |
2.848 |
|
1.618 |
2.761 |
|
2.618 |
2.621 |
|
4.250 |
2.393 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.058 |
3.122 |
| PP |
3.041 |
3.084 |
| S1 |
3.025 |
3.046 |
|