NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.896 |
2.898 |
0.002 |
0.1% |
2.966 |
| High |
2.962 |
2.940 |
-0.022 |
-0.7% |
2.971 |
| Low |
2.855 |
2.895 |
0.040 |
1.4% |
2.855 |
| Close |
2.894 |
2.929 |
0.035 |
1.2% |
2.929 |
| Range |
0.107 |
0.045 |
-0.062 |
-57.9% |
0.116 |
| ATR |
0.093 |
0.090 |
-0.003 |
-3.6% |
0.000 |
| Volume |
150,925 |
99,800 |
-51,125 |
-33.9% |
660,930 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.056 |
3.038 |
2.954 |
|
| R3 |
3.011 |
2.993 |
2.941 |
|
| R2 |
2.966 |
2.966 |
2.937 |
|
| R1 |
2.948 |
2.948 |
2.933 |
2.957 |
| PP |
2.921 |
2.921 |
2.921 |
2.926 |
| S1 |
2.903 |
2.903 |
2.925 |
2.912 |
| S2 |
2.876 |
2.876 |
2.921 |
|
| S3 |
2.831 |
2.858 |
2.917 |
|
| S4 |
2.786 |
2.813 |
2.904 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.266 |
3.214 |
2.993 |
|
| R3 |
3.150 |
3.098 |
2.961 |
|
| R2 |
3.034 |
3.034 |
2.950 |
|
| R1 |
2.982 |
2.982 |
2.940 |
2.950 |
| PP |
2.918 |
2.918 |
2.918 |
2.903 |
| S1 |
2.866 |
2.866 |
2.918 |
2.834 |
| S2 |
2.802 |
2.802 |
2.908 |
|
| S3 |
2.686 |
2.750 |
2.897 |
|
| S4 |
2.570 |
2.634 |
2.865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.971 |
2.855 |
0.116 |
4.0% |
0.070 |
2.4% |
64% |
False |
False |
132,186 |
| 10 |
3.087 |
2.855 |
0.232 |
7.9% |
0.082 |
2.8% |
32% |
False |
False |
152,930 |
| 20 |
3.328 |
2.855 |
0.473 |
16.1% |
0.087 |
3.0% |
16% |
False |
False |
164,482 |
| 40 |
3.506 |
2.855 |
0.651 |
22.2% |
0.089 |
3.0% |
11% |
False |
False |
130,357 |
| 60 |
3.506 |
2.855 |
0.651 |
22.2% |
0.088 |
3.0% |
11% |
False |
False |
102,262 |
| 80 |
3.506 |
2.855 |
0.651 |
22.2% |
0.086 |
2.9% |
11% |
False |
False |
84,645 |
| 100 |
3.506 |
2.855 |
0.651 |
22.2% |
0.087 |
3.0% |
11% |
False |
False |
73,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.131 |
|
2.618 |
3.058 |
|
1.618 |
3.013 |
|
1.000 |
2.985 |
|
0.618 |
2.968 |
|
HIGH |
2.940 |
|
0.618 |
2.923 |
|
0.500 |
2.918 |
|
0.382 |
2.912 |
|
LOW |
2.895 |
|
0.618 |
2.867 |
|
1.000 |
2.850 |
|
1.618 |
2.822 |
|
2.618 |
2.777 |
|
4.250 |
2.704 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.925 |
2.922 |
| PP |
2.921 |
2.915 |
| S1 |
2.918 |
2.909 |
|