NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.190 |
3.116 |
-0.074 |
-2.3% |
3.420 |
| High |
3.205 |
3.161 |
-0.044 |
-1.4% |
3.462 |
| Low |
3.100 |
3.030 |
-0.070 |
-2.3% |
3.282 |
| Close |
3.109 |
3.047 |
-0.062 |
-2.0% |
3.345 |
| Range |
0.105 |
0.131 |
0.026 |
24.8% |
0.180 |
| ATR |
0.095 |
0.097 |
0.003 |
2.7% |
0.000 |
| Volume |
64,479 |
64,344 |
-135 |
-0.2% |
210,520 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.472 |
3.391 |
3.119 |
|
| R3 |
3.341 |
3.260 |
3.083 |
|
| R2 |
3.210 |
3.210 |
3.071 |
|
| R1 |
3.129 |
3.129 |
3.059 |
3.104 |
| PP |
3.079 |
3.079 |
3.079 |
3.067 |
| S1 |
2.998 |
2.998 |
3.035 |
2.973 |
| S2 |
2.948 |
2.948 |
3.023 |
|
| S3 |
2.817 |
2.867 |
3.011 |
|
| S4 |
2.686 |
2.736 |
2.975 |
|
|
| 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 |
3.030 |
0.361 |
11.8% |
0.106 |
3.5% |
5% |
False |
True |
54,840 |
| 10 |
3.462 |
3.030 |
0.432 |
14.2% |
0.094 |
3.1% |
4% |
False |
True |
48,282 |
| 20 |
3.530 |
3.030 |
0.500 |
16.4% |
0.094 |
3.1% |
3% |
False |
True |
42,890 |
| 40 |
3.530 |
3.030 |
0.500 |
16.4% |
0.086 |
2.8% |
3% |
False |
True |
32,435 |
| 60 |
3.530 |
3.030 |
0.500 |
16.4% |
0.084 |
2.8% |
3% |
False |
True |
26,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.718 |
|
2.618 |
3.504 |
|
1.618 |
3.373 |
|
1.000 |
3.292 |
|
0.618 |
3.242 |
|
HIGH |
3.161 |
|
0.618 |
3.111 |
|
0.500 |
3.096 |
|
0.382 |
3.080 |
|
LOW |
3.030 |
|
0.618 |
2.949 |
|
1.000 |
2.899 |
|
1.618 |
2.818 |
|
2.618 |
2.687 |
|
4.250 |
2.473 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.096 |
3.161 |
| PP |
3.079 |
3.123 |
| S1 |
3.063 |
3.085 |
|