NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.061 |
3.019 |
-0.042 |
-1.4% |
3.250 |
| High |
3.095 |
3.068 |
-0.027 |
-0.9% |
3.255 |
| Low |
3.010 |
2.978 |
-0.032 |
-1.1% |
2.988 |
| Close |
3.020 |
3.028 |
0.008 |
0.3% |
2.999 |
| Range |
0.085 |
0.090 |
0.005 |
5.9% |
0.267 |
| ATR |
0.098 |
0.097 |
-0.001 |
-0.6% |
0.000 |
| Volume |
179,726 |
205,114 |
25,388 |
14.1% |
807,230 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.251 |
3.078 |
|
| R3 |
3.205 |
3.161 |
3.053 |
|
| R2 |
3.115 |
3.115 |
3.045 |
|
| R1 |
3.071 |
3.071 |
3.036 |
3.093 |
| PP |
3.025 |
3.025 |
3.025 |
3.036 |
| S1 |
2.981 |
2.981 |
3.020 |
3.003 |
| S2 |
2.935 |
2.935 |
3.012 |
|
| S3 |
2.845 |
2.891 |
3.003 |
|
| S4 |
2.755 |
2.801 |
2.979 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.882 |
3.707 |
3.146 |
|
| R3 |
3.615 |
3.440 |
3.072 |
|
| R2 |
3.348 |
3.348 |
3.048 |
|
| R1 |
3.173 |
3.173 |
3.023 |
3.127 |
| PP |
3.081 |
3.081 |
3.081 |
3.058 |
| S1 |
2.906 |
2.906 |
2.975 |
2.860 |
| S2 |
2.814 |
2.814 |
2.950 |
|
| S3 |
2.547 |
2.639 |
2.926 |
|
| S4 |
2.280 |
2.372 |
2.852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.095 |
2.935 |
0.160 |
5.3% |
0.088 |
2.9% |
58% |
False |
False |
164,104 |
| 10 |
3.351 |
2.935 |
0.416 |
13.7% |
0.099 |
3.3% |
22% |
False |
False |
181,187 |
| 20 |
3.506 |
2.935 |
0.571 |
18.9% |
0.095 |
3.1% |
16% |
False |
False |
147,230 |
| 40 |
3.506 |
2.935 |
0.571 |
18.9% |
0.089 |
2.9% |
16% |
False |
False |
101,780 |
| 60 |
3.506 |
2.935 |
0.571 |
18.9% |
0.089 |
2.9% |
16% |
False |
False |
79,238 |
| 80 |
3.506 |
2.888 |
0.618 |
20.4% |
0.088 |
2.9% |
23% |
False |
False |
67,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.451 |
|
2.618 |
3.304 |
|
1.618 |
3.214 |
|
1.000 |
3.158 |
|
0.618 |
3.124 |
|
HIGH |
3.068 |
|
0.618 |
3.034 |
|
0.500 |
3.023 |
|
0.382 |
3.012 |
|
LOW |
2.978 |
|
0.618 |
2.922 |
|
1.000 |
2.888 |
|
1.618 |
2.832 |
|
2.618 |
2.742 |
|
4.250 |
2.596 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.026 |
3.034 |
| PP |
3.025 |
3.032 |
| S1 |
3.023 |
3.030 |
|