NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.032 |
3.011 |
-0.021 |
-0.7% |
3.026 |
| High |
3.087 |
3.065 |
-0.022 |
-0.7% |
3.095 |
| Low |
3.001 |
2.949 |
-0.052 |
-1.7% |
2.935 |
| Close |
3.024 |
2.966 |
-0.058 |
-1.9% |
3.039 |
| Range |
0.086 |
0.116 |
0.030 |
34.9% |
0.160 |
| ATR |
0.092 |
0.094 |
0.002 |
1.8% |
0.000 |
| Volume |
163,496 |
224,042 |
60,546 |
37.0% |
812,168 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.341 |
3.270 |
3.030 |
|
| R3 |
3.225 |
3.154 |
2.998 |
|
| R2 |
3.109 |
3.109 |
2.987 |
|
| R1 |
3.038 |
3.038 |
2.977 |
3.016 |
| PP |
2.993 |
2.993 |
2.993 |
2.982 |
| S1 |
2.922 |
2.922 |
2.955 |
2.900 |
| S2 |
2.877 |
2.877 |
2.945 |
|
| S3 |
2.761 |
2.806 |
2.934 |
|
| S4 |
2.645 |
2.690 |
2.902 |
|
|
| 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 |
2.949 |
0.146 |
4.9% |
0.083 |
2.8% |
12% |
False |
True |
182,270 |
| 10 |
3.172 |
2.935 |
0.237 |
8.0% |
0.093 |
3.1% |
13% |
False |
False |
179,178 |
| 20 |
3.449 |
2.935 |
0.514 |
17.3% |
0.094 |
3.2% |
6% |
False |
False |
158,020 |
| 40 |
3.506 |
2.935 |
0.571 |
19.3% |
0.090 |
3.0% |
5% |
False |
False |
110,576 |
| 60 |
3.506 |
2.935 |
0.571 |
19.3% |
0.089 |
3.0% |
5% |
False |
False |
86,885 |
| 80 |
3.506 |
2.888 |
0.618 |
20.8% |
0.088 |
3.0% |
13% |
False |
False |
73,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.558 |
|
2.618 |
3.369 |
|
1.618 |
3.253 |
|
1.000 |
3.181 |
|
0.618 |
3.137 |
|
HIGH |
3.065 |
|
0.618 |
3.021 |
|
0.500 |
3.007 |
|
0.382 |
2.993 |
|
LOW |
2.949 |
|
0.618 |
2.877 |
|
1.000 |
2.833 |
|
1.618 |
2.761 |
|
2.618 |
2.645 |
|
4.250 |
2.456 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.007 |
3.018 |
| PP |
2.993 |
3.001 |
| S1 |
2.980 |
2.983 |
|