NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3.292 |
3.190 |
-0.102 |
-3.1% |
3.420 |
| High |
3.292 |
3.205 |
-0.087 |
-2.6% |
3.462 |
| Low |
3.177 |
3.100 |
-0.077 |
-2.4% |
3.282 |
| Close |
3.181 |
3.109 |
-0.072 |
-2.3% |
3.345 |
| Range |
0.115 |
0.105 |
-0.010 |
-8.7% |
0.180 |
| ATR |
0.094 |
0.095 |
0.001 |
0.8% |
0.000 |
| Volume |
61,948 |
64,479 |
2,531 |
4.1% |
210,520 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.453 |
3.386 |
3.167 |
|
| R3 |
3.348 |
3.281 |
3.138 |
|
| R2 |
3.243 |
3.243 |
3.128 |
|
| R1 |
3.176 |
3.176 |
3.119 |
3.157 |
| PP |
3.138 |
3.138 |
3.138 |
3.129 |
| S1 |
3.071 |
3.071 |
3.099 |
3.052 |
| S2 |
3.033 |
3.033 |
3.090 |
|
| S3 |
2.928 |
2.966 |
3.080 |
|
| S4 |
2.823 |
2.861 |
3.051 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.903 |
3.804 |
3.444 |
|
| R3 |
3.723 |
3.624 |
3.395 |
|
| R2 |
3.543 |
3.543 |
3.378 |
|
| R1 |
3.444 |
3.444 |
3.362 |
3.404 |
| PP |
3.363 |
3.363 |
3.363 |
3.343 |
| S1 |
3.264 |
3.264 |
3.329 |
3.224 |
| S2 |
3.183 |
3.183 |
3.312 |
|
| S3 |
3.003 |
3.084 |
3.296 |
|
| S4 |
2.823 |
2.904 |
3.246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.391 |
3.100 |
0.291 |
9.4% |
0.094 |
3.0% |
3% |
False |
True |
46,866 |
| 10 |
3.462 |
3.100 |
0.362 |
11.6% |
0.090 |
2.9% |
2% |
False |
True |
45,765 |
| 20 |
3.530 |
3.100 |
0.430 |
13.8% |
0.090 |
2.9% |
2% |
False |
True |
40,540 |
| 40 |
3.530 |
3.100 |
0.430 |
13.8% |
0.087 |
2.8% |
2% |
False |
True |
31,374 |
| 60 |
3.530 |
3.099 |
0.431 |
13.9% |
0.083 |
2.7% |
2% |
False |
False |
25,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.651 |
|
2.618 |
3.480 |
|
1.618 |
3.375 |
|
1.000 |
3.310 |
|
0.618 |
3.270 |
|
HIGH |
3.205 |
|
0.618 |
3.165 |
|
0.500 |
3.153 |
|
0.382 |
3.140 |
|
LOW |
3.100 |
|
0.618 |
3.035 |
|
1.000 |
2.995 |
|
1.618 |
2.930 |
|
2.618 |
2.825 |
|
4.250 |
2.654 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.153 |
3.231 |
| PP |
3.138 |
3.190 |
| S1 |
3.124 |
3.150 |
|