NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3.420 |
3.457 |
0.037 |
1.1% |
3.484 |
| High |
3.462 |
3.460 |
-0.002 |
-0.1% |
3.501 |
| Low |
3.413 |
3.344 |
-0.069 |
-2.0% |
3.295 |
| Close |
3.459 |
3.352 |
-0.107 |
-3.1% |
3.390 |
| Range |
0.049 |
0.116 |
0.067 |
136.7% |
0.206 |
| ATR |
0.087 |
0.089 |
0.002 |
2.4% |
0.000 |
| Volume |
47,727 |
54,889 |
7,162 |
15.0% |
208,566 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.733 |
3.659 |
3.416 |
|
| R3 |
3.617 |
3.543 |
3.384 |
|
| R2 |
3.501 |
3.501 |
3.373 |
|
| R1 |
3.427 |
3.427 |
3.363 |
3.406 |
| PP |
3.385 |
3.385 |
3.385 |
3.375 |
| S1 |
3.311 |
3.311 |
3.341 |
3.290 |
| S2 |
3.269 |
3.269 |
3.331 |
|
| S3 |
3.153 |
3.195 |
3.320 |
|
| S4 |
3.037 |
3.079 |
3.288 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.908 |
3.503 |
|
| R3 |
3.807 |
3.702 |
3.447 |
|
| R2 |
3.601 |
3.601 |
3.428 |
|
| R1 |
3.496 |
3.496 |
3.409 |
3.446 |
| PP |
3.395 |
3.395 |
3.395 |
3.370 |
| S1 |
3.290 |
3.290 |
3.371 |
3.240 |
| S2 |
3.189 |
3.189 |
3.352 |
|
| S3 |
2.983 |
3.084 |
3.333 |
|
| S4 |
2.777 |
2.878 |
3.277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.462 |
3.295 |
0.167 |
5.0% |
0.085 |
2.5% |
34% |
False |
False |
44,664 |
| 10 |
3.530 |
3.295 |
0.235 |
7.0% |
0.093 |
2.8% |
24% |
False |
False |
44,450 |
| 20 |
3.530 |
3.263 |
0.267 |
8.0% |
0.087 |
2.6% |
33% |
False |
False |
34,918 |
| 40 |
3.530 |
3.240 |
0.290 |
8.7% |
0.085 |
2.5% |
39% |
False |
False |
27,177 |
| 60 |
3.530 |
2.910 |
0.620 |
18.5% |
0.084 |
2.5% |
71% |
False |
False |
22,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.953 |
|
2.618 |
3.764 |
|
1.618 |
3.648 |
|
1.000 |
3.576 |
|
0.618 |
3.532 |
|
HIGH |
3.460 |
|
0.618 |
3.416 |
|
0.500 |
3.402 |
|
0.382 |
3.388 |
|
LOW |
3.344 |
|
0.618 |
3.272 |
|
1.000 |
3.228 |
|
1.618 |
3.156 |
|
2.618 |
3.040 |
|
4.250 |
2.851 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.402 |
3.384 |
| PP |
3.385 |
3.373 |
| S1 |
3.369 |
3.363 |
|