NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.962 |
2.943 |
-0.019 |
-0.6% |
3.026 |
| High |
2.989 |
3.066 |
0.077 |
2.6% |
3.095 |
| Low |
2.916 |
2.929 |
0.013 |
0.4% |
2.935 |
| Close |
2.933 |
3.056 |
0.123 |
4.2% |
3.039 |
| Range |
0.073 |
0.137 |
0.064 |
87.7% |
0.160 |
| ATR |
0.093 |
0.096 |
0.003 |
3.4% |
0.000 |
| Volume |
164,623 |
195,042 |
30,419 |
18.5% |
812,168 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.428 |
3.379 |
3.131 |
|
| R3 |
3.291 |
3.242 |
3.094 |
|
| R2 |
3.154 |
3.154 |
3.081 |
|
| R1 |
3.105 |
3.105 |
3.069 |
3.130 |
| PP |
3.017 |
3.017 |
3.017 |
3.029 |
| S1 |
2.968 |
2.968 |
3.043 |
2.993 |
| S2 |
2.880 |
2.880 |
3.031 |
|
| S3 |
2.743 |
2.831 |
3.018 |
|
| S4 |
2.606 |
2.694 |
2.981 |
|
|
| 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 |
3.087 |
2.916 |
0.171 |
5.6% |
0.090 |
2.9% |
82% |
False |
False |
177,235 |
| 10 |
3.095 |
2.916 |
0.179 |
5.9% |
0.089 |
2.9% |
78% |
False |
False |
170,670 |
| 20 |
3.428 |
2.916 |
0.512 |
16.8% |
0.093 |
3.0% |
27% |
False |
False |
164,391 |
| 40 |
3.506 |
2.916 |
0.590 |
19.3% |
0.091 |
3.0% |
24% |
False |
False |
117,296 |
| 60 |
3.506 |
2.916 |
0.590 |
19.3% |
0.089 |
2.9% |
24% |
False |
False |
92,123 |
| 80 |
3.506 |
2.888 |
0.618 |
20.2% |
0.088 |
2.9% |
27% |
False |
False |
77,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.648 |
|
2.618 |
3.425 |
|
1.618 |
3.288 |
|
1.000 |
3.203 |
|
0.618 |
3.151 |
|
HIGH |
3.066 |
|
0.618 |
3.014 |
|
0.500 |
2.998 |
|
0.382 |
2.981 |
|
LOW |
2.929 |
|
0.618 |
2.844 |
|
1.000 |
2.792 |
|
1.618 |
2.707 |
|
2.618 |
2.570 |
|
4.250 |
2.347 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.037 |
3.034 |
| PP |
3.017 |
3.013 |
| S1 |
2.998 |
2.991 |
|