NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.990 |
3.049 |
0.059 |
2.0% |
2.966 |
| High |
3.052 |
3.060 |
0.008 |
0.3% |
2.971 |
| Low |
2.975 |
3.012 |
0.037 |
1.2% |
2.855 |
| Close |
3.027 |
3.037 |
0.010 |
0.3% |
2.929 |
| Range |
0.077 |
0.048 |
-0.029 |
-37.7% |
0.116 |
| ATR |
0.092 |
0.089 |
-0.003 |
-3.4% |
0.000 |
| Volume |
61,783 |
48,460 |
-13,323 |
-21.6% |
660,930 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.180 |
3.157 |
3.063 |
|
| R3 |
3.132 |
3.109 |
3.050 |
|
| R2 |
3.084 |
3.084 |
3.046 |
|
| R1 |
3.061 |
3.061 |
3.041 |
3.049 |
| PP |
3.036 |
3.036 |
3.036 |
3.030 |
| S1 |
3.013 |
3.013 |
3.033 |
3.001 |
| S2 |
2.988 |
2.988 |
3.028 |
|
| S3 |
2.940 |
2.965 |
3.024 |
|
| S4 |
2.892 |
2.917 |
3.011 |
|
|
| 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 |
3.060 |
2.855 |
0.205 |
6.8% |
0.069 |
2.3% |
89% |
True |
False |
100,593 |
| 10 |
3.082 |
2.855 |
0.227 |
7.5% |
0.075 |
2.5% |
80% |
False |
False |
125,201 |
| 20 |
3.172 |
2.855 |
0.317 |
10.4% |
0.084 |
2.8% |
57% |
False |
False |
152,189 |
| 40 |
3.506 |
2.855 |
0.651 |
21.4% |
0.088 |
2.9% |
28% |
False |
False |
131,172 |
| 60 |
3.506 |
2.855 |
0.651 |
21.4% |
0.088 |
2.9% |
28% |
False |
False |
103,052 |
| 80 |
3.506 |
2.855 |
0.651 |
21.4% |
0.086 |
2.8% |
28% |
False |
False |
85,106 |
| 100 |
3.506 |
2.855 |
0.651 |
21.4% |
0.087 |
2.9% |
28% |
False |
False |
73,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.264 |
|
2.618 |
3.186 |
|
1.618 |
3.138 |
|
1.000 |
3.108 |
|
0.618 |
3.090 |
|
HIGH |
3.060 |
|
0.618 |
3.042 |
|
0.500 |
3.036 |
|
0.382 |
3.030 |
|
LOW |
3.012 |
|
0.618 |
2.982 |
|
1.000 |
2.964 |
|
1.618 |
2.934 |
|
2.618 |
2.886 |
|
4.250 |
2.808 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.037 |
3.017 |
| PP |
3.036 |
2.997 |
| S1 |
3.036 |
2.978 |
|