NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3.457 |
3.363 |
-0.094 |
-2.7% |
3.484 |
| High |
3.460 |
3.384 |
-0.076 |
-2.2% |
3.501 |
| Low |
3.344 |
3.311 |
-0.033 |
-1.0% |
3.295 |
| Close |
3.352 |
3.342 |
-0.010 |
-0.3% |
3.390 |
| Range |
0.116 |
0.073 |
-0.043 |
-37.1% |
0.206 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.3% |
0.000 |
| Volume |
54,889 |
24,471 |
-30,418 |
-55.4% |
208,566 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.565 |
3.526 |
3.382 |
|
| R3 |
3.492 |
3.453 |
3.362 |
|
| R2 |
3.419 |
3.419 |
3.355 |
|
| R1 |
3.380 |
3.380 |
3.349 |
3.363 |
| PP |
3.346 |
3.346 |
3.346 |
3.337 |
| S1 |
3.307 |
3.307 |
3.335 |
3.290 |
| S2 |
3.273 |
3.273 |
3.329 |
|
| S3 |
3.200 |
3.234 |
3.322 |
|
| S4 |
3.127 |
3.161 |
3.302 |
|
|
| 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% |
0.081 |
2.4% |
28% |
False |
False |
41,723 |
| 10 |
3.530 |
3.295 |
0.235 |
7.0% |
0.087 |
2.6% |
20% |
False |
False |
42,291 |
| 20 |
3.530 |
3.263 |
0.267 |
8.0% |
0.085 |
2.6% |
30% |
False |
False |
34,812 |
| 40 |
3.530 |
3.240 |
0.290 |
8.7% |
0.084 |
2.5% |
35% |
False |
False |
27,478 |
| 60 |
3.530 |
3.024 |
0.506 |
15.1% |
0.082 |
2.5% |
63% |
False |
False |
23,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.694 |
|
2.618 |
3.575 |
|
1.618 |
3.502 |
|
1.000 |
3.457 |
|
0.618 |
3.429 |
|
HIGH |
3.384 |
|
0.618 |
3.356 |
|
0.500 |
3.348 |
|
0.382 |
3.339 |
|
LOW |
3.311 |
|
0.618 |
3.266 |
|
1.000 |
3.238 |
|
1.618 |
3.193 |
|
2.618 |
3.120 |
|
4.250 |
3.001 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.348 |
3.387 |
| PP |
3.346 |
3.372 |
| S1 |
3.344 |
3.357 |
|