NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.966 |
2.897 |
-0.069 |
-2.3% |
3.032 |
| High |
2.971 |
2.913 |
-0.058 |
-2.0% |
3.087 |
| Low |
2.877 |
2.879 |
0.002 |
0.1% |
2.916 |
| Close |
2.894 |
2.907 |
0.013 |
0.4% |
3.037 |
| Range |
0.094 |
0.034 |
-0.060 |
-63.8% |
0.171 |
| ATR |
0.098 |
0.093 |
-0.005 |
-4.7% |
0.000 |
| Volume |
155,300 |
112,908 |
-42,392 |
-27.3% |
868,377 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.002 |
2.988 |
2.926 |
|
| R3 |
2.968 |
2.954 |
2.916 |
|
| R2 |
2.934 |
2.934 |
2.913 |
|
| R1 |
2.920 |
2.920 |
2.910 |
2.927 |
| PP |
2.900 |
2.900 |
2.900 |
2.903 |
| S1 |
2.886 |
2.886 |
2.904 |
2.893 |
| S2 |
2.866 |
2.866 |
2.901 |
|
| S3 |
2.832 |
2.852 |
2.898 |
|
| S4 |
2.798 |
2.818 |
2.888 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.526 |
3.453 |
3.131 |
|
| R3 |
3.355 |
3.282 |
3.084 |
|
| R2 |
3.184 |
3.184 |
3.068 |
|
| R1 |
3.111 |
3.111 |
3.053 |
3.148 |
| PP |
3.013 |
3.013 |
3.013 |
3.032 |
| S1 |
2.940 |
2.940 |
3.021 |
2.977 |
| S2 |
2.842 |
2.842 |
3.006 |
|
| S3 |
2.671 |
2.769 |
2.990 |
|
| S4 |
2.500 |
2.598 |
2.943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.082 |
2.877 |
0.205 |
7.1% |
0.080 |
2.7% |
15% |
False |
False |
149,809 |
| 10 |
3.095 |
2.877 |
0.218 |
7.5% |
0.081 |
2.8% |
14% |
False |
False |
166,039 |
| 20 |
3.426 |
2.877 |
0.549 |
18.9% |
0.091 |
3.1% |
5% |
False |
False |
167,814 |
| 40 |
3.506 |
2.877 |
0.629 |
21.6% |
0.089 |
3.1% |
5% |
False |
False |
123,801 |
| 60 |
3.506 |
2.877 |
0.629 |
21.6% |
0.089 |
3.0% |
5% |
False |
False |
97,307 |
| 80 |
3.506 |
2.877 |
0.629 |
21.6% |
0.087 |
3.0% |
5% |
False |
False |
80,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.058 |
|
2.618 |
3.002 |
|
1.618 |
2.968 |
|
1.000 |
2.947 |
|
0.618 |
2.934 |
|
HIGH |
2.913 |
|
0.618 |
2.900 |
|
0.500 |
2.896 |
|
0.382 |
2.892 |
|
LOW |
2.879 |
|
0.618 |
2.858 |
|
1.000 |
2.845 |
|
1.618 |
2.824 |
|
2.618 |
2.790 |
|
4.250 |
2.735 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.903 |
2.980 |
| PP |
2.900 |
2.955 |
| S1 |
2.896 |
2.931 |
|