NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.049 |
3.020 |
-0.029 |
-1.0% |
2.966 |
| High |
3.060 |
3.080 |
0.020 |
0.7% |
2.971 |
| Low |
3.012 |
3.016 |
0.004 |
0.1% |
2.855 |
| Close |
3.037 |
3.067 |
0.030 |
1.0% |
2.929 |
| Range |
0.048 |
0.064 |
0.016 |
33.3% |
0.116 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.0% |
0.000 |
| Volume |
48,460 |
10,609 |
-37,851 |
-78.1% |
660,930 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.246 |
3.221 |
3.102 |
|
| R3 |
3.182 |
3.157 |
3.085 |
|
| R2 |
3.118 |
3.118 |
3.079 |
|
| R1 |
3.093 |
3.093 |
3.073 |
3.106 |
| PP |
3.054 |
3.054 |
3.054 |
3.061 |
| S1 |
3.029 |
3.029 |
3.061 |
3.042 |
| S2 |
2.990 |
2.990 |
3.055 |
|
| S3 |
2.926 |
2.965 |
3.049 |
|
| S4 |
2.862 |
2.901 |
3.032 |
|
|
| 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 |
3.080 |
2.855 |
0.225 |
7.3% |
0.068 |
2.2% |
94% |
True |
False |
74,315 |
| 10 |
3.082 |
2.855 |
0.227 |
7.4% |
0.074 |
2.4% |
93% |
False |
False |
109,799 |
| 20 |
3.128 |
2.855 |
0.273 |
8.9% |
0.082 |
2.7% |
78% |
False |
False |
142,294 |
| 40 |
3.506 |
2.855 |
0.651 |
21.2% |
0.087 |
2.9% |
33% |
False |
False |
129,978 |
| 60 |
3.506 |
2.855 |
0.651 |
21.2% |
0.087 |
2.8% |
33% |
False |
False |
102,639 |
| 80 |
3.506 |
2.855 |
0.651 |
21.2% |
0.085 |
2.8% |
33% |
False |
False |
84,295 |
| 100 |
3.506 |
2.855 |
0.651 |
21.2% |
0.086 |
2.8% |
33% |
False |
False |
73,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.352 |
|
2.618 |
3.248 |
|
1.618 |
3.184 |
|
1.000 |
3.144 |
|
0.618 |
3.120 |
|
HIGH |
3.080 |
|
0.618 |
3.056 |
|
0.500 |
3.048 |
|
0.382 |
3.040 |
|
LOW |
3.016 |
|
0.618 |
2.976 |
|
1.000 |
2.952 |
|
1.618 |
2.912 |
|
2.618 |
2.848 |
|
4.250 |
2.744 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.061 |
3.054 |
| PP |
3.054 |
3.041 |
| S1 |
3.048 |
3.028 |
|