NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.898 |
2.990 |
0.092 |
3.2% |
2.966 |
| High |
2.940 |
3.052 |
0.112 |
3.8% |
2.971 |
| Low |
2.895 |
2.975 |
0.080 |
2.8% |
2.855 |
| Close |
2.929 |
3.027 |
0.098 |
3.3% |
2.929 |
| Range |
0.045 |
0.077 |
0.032 |
71.1% |
0.116 |
| ATR |
0.090 |
0.092 |
0.002 |
2.7% |
0.000 |
| Volume |
99,800 |
61,783 |
-38,017 |
-38.1% |
660,930 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.249 |
3.215 |
3.069 |
|
| R3 |
3.172 |
3.138 |
3.048 |
|
| R2 |
3.095 |
3.095 |
3.041 |
|
| R1 |
3.061 |
3.061 |
3.034 |
3.078 |
| PP |
3.018 |
3.018 |
3.018 |
3.027 |
| S1 |
2.984 |
2.984 |
3.020 |
3.001 |
| S2 |
2.941 |
2.941 |
3.013 |
|
| S3 |
2.864 |
2.907 |
3.006 |
|
| S4 |
2.787 |
2.830 |
2.985 |
|
|
| 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 |
3.052 |
2.855 |
0.197 |
6.5% |
0.067 |
2.2% |
87% |
True |
False |
113,482 |
| 10 |
3.082 |
2.855 |
0.227 |
7.5% |
0.081 |
2.7% |
76% |
False |
False |
142,759 |
| 20 |
3.255 |
2.855 |
0.400 |
13.2% |
0.087 |
2.9% |
43% |
False |
False |
160,524 |
| 40 |
3.506 |
2.855 |
0.651 |
21.5% |
0.090 |
3.0% |
26% |
False |
False |
130,924 |
| 60 |
3.506 |
2.855 |
0.651 |
21.5% |
0.088 |
2.9% |
26% |
False |
False |
102,777 |
| 80 |
3.506 |
2.855 |
0.651 |
21.5% |
0.086 |
2.8% |
26% |
False |
False |
84,974 |
| 100 |
3.506 |
2.855 |
0.651 |
21.5% |
0.087 |
2.9% |
26% |
False |
False |
73,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.379 |
|
2.618 |
3.254 |
|
1.618 |
3.177 |
|
1.000 |
3.129 |
|
0.618 |
3.100 |
|
HIGH |
3.052 |
|
0.618 |
3.023 |
|
0.500 |
3.014 |
|
0.382 |
3.004 |
|
LOW |
2.975 |
|
0.618 |
2.927 |
|
1.000 |
2.898 |
|
1.618 |
2.850 |
|
2.618 |
2.773 |
|
4.250 |
2.648 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.023 |
3.003 |
| PP |
3.018 |
2.978 |
| S1 |
3.014 |
2.954 |
|