NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.019 |
3.034 |
0.015 |
0.5% |
3.026 |
| High |
3.068 |
3.066 |
-0.002 |
-0.1% |
3.095 |
| Low |
2.978 |
3.028 |
0.050 |
1.7% |
2.935 |
| Close |
3.028 |
3.039 |
0.011 |
0.4% |
3.039 |
| Range |
0.090 |
0.038 |
-0.052 |
-57.8% |
0.160 |
| ATR |
0.097 |
0.093 |
-0.004 |
-4.3% |
0.000 |
| Volume |
205,114 |
138,973 |
-66,141 |
-32.2% |
812,168 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.158 |
3.137 |
3.060 |
|
| R3 |
3.120 |
3.099 |
3.049 |
|
| R2 |
3.082 |
3.082 |
3.046 |
|
| R1 |
3.061 |
3.061 |
3.042 |
3.072 |
| PP |
3.044 |
3.044 |
3.044 |
3.050 |
| S1 |
3.023 |
3.023 |
3.036 |
3.034 |
| S2 |
3.006 |
3.006 |
3.032 |
|
| S3 |
2.968 |
2.985 |
3.029 |
|
| S4 |
2.930 |
2.947 |
3.018 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.503 |
3.431 |
3.127 |
|
| R3 |
3.343 |
3.271 |
3.083 |
|
| R2 |
3.183 |
3.183 |
3.068 |
|
| R1 |
3.111 |
3.111 |
3.054 |
3.147 |
| PP |
3.023 |
3.023 |
3.023 |
3.041 |
| S1 |
2.951 |
2.951 |
3.024 |
2.987 |
| S2 |
2.863 |
2.863 |
3.010 |
|
| S3 |
2.703 |
2.791 |
2.995 |
|
| S4 |
2.543 |
2.631 |
2.951 |
|
|
| 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% |
0.083 |
2.7% |
65% |
False |
False |
162,433 |
| 10 |
3.328 |
2.935 |
0.393 |
12.9% |
0.092 |
3.0% |
26% |
False |
False |
176,034 |
| 20 |
3.506 |
2.935 |
0.571 |
18.8% |
0.091 |
3.0% |
18% |
False |
False |
148,212 |
| 40 |
3.506 |
2.935 |
0.571 |
18.8% |
0.089 |
2.9% |
18% |
False |
False |
103,599 |
| 60 |
3.506 |
2.935 |
0.571 |
18.8% |
0.088 |
2.9% |
18% |
False |
False |
81,143 |
| 80 |
3.506 |
2.888 |
0.618 |
20.3% |
0.088 |
2.9% |
24% |
False |
False |
69,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.228 |
|
2.618 |
3.165 |
|
1.618 |
3.127 |
|
1.000 |
3.104 |
|
0.618 |
3.089 |
|
HIGH |
3.066 |
|
0.618 |
3.051 |
|
0.500 |
3.047 |
|
0.382 |
3.043 |
|
LOW |
3.028 |
|
0.618 |
3.005 |
|
1.000 |
2.990 |
|
1.618 |
2.967 |
|
2.618 |
2.929 |
|
4.250 |
2.867 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.047 |
3.038 |
| PP |
3.044 |
3.037 |
| S1 |
3.042 |
3.037 |
|