NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.116 |
3.087 |
-0.029 |
-0.9% |
3.292 |
| High |
3.161 |
3.087 |
-0.074 |
-2.3% |
3.292 |
| Low |
3.030 |
3.030 |
0.000 |
0.0% |
3.030 |
| Close |
3.047 |
3.041 |
-0.006 |
-0.2% |
3.041 |
| Range |
0.131 |
0.057 |
-0.074 |
-56.5% |
0.262 |
| ATR |
0.097 |
0.094 |
-0.003 |
-3.0% |
0.000 |
| Volume |
64,344 |
55,780 |
-8,564 |
-13.3% |
246,551 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.224 |
3.189 |
3.072 |
|
| R3 |
3.167 |
3.132 |
3.057 |
|
| R2 |
3.110 |
3.110 |
3.051 |
|
| R1 |
3.075 |
3.075 |
3.046 |
3.064 |
| PP |
3.053 |
3.053 |
3.053 |
3.047 |
| S1 |
3.018 |
3.018 |
3.036 |
3.007 |
| S2 |
2.996 |
2.996 |
3.031 |
|
| S3 |
2.939 |
2.961 |
3.025 |
|
| S4 |
2.882 |
2.904 |
3.010 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.907 |
3.736 |
3.185 |
|
| R3 |
3.645 |
3.474 |
3.113 |
|
| R2 |
3.383 |
3.383 |
3.089 |
|
| R1 |
3.212 |
3.212 |
3.065 |
3.167 |
| PP |
3.121 |
3.121 |
3.121 |
3.098 |
| S1 |
2.950 |
2.950 |
3.017 |
2.905 |
| S2 |
2.859 |
2.859 |
2.993 |
|
| S3 |
2.597 |
2.688 |
2.969 |
|
| S4 |
2.335 |
2.426 |
2.897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.361 |
3.030 |
0.331 |
10.9% |
0.095 |
3.1% |
3% |
False |
True |
57,651 |
| 10 |
3.462 |
3.030 |
0.432 |
14.2% |
0.092 |
3.0% |
3% |
False |
True |
50,212 |
| 20 |
3.530 |
3.030 |
0.500 |
16.4% |
0.093 |
3.1% |
2% |
False |
True |
44,203 |
| 40 |
3.530 |
3.030 |
0.500 |
16.4% |
0.085 |
2.8% |
2% |
False |
True |
33,353 |
| 60 |
3.530 |
3.030 |
0.500 |
16.4% |
0.084 |
2.8% |
2% |
False |
True |
26,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.329 |
|
2.618 |
3.236 |
|
1.618 |
3.179 |
|
1.000 |
3.144 |
|
0.618 |
3.122 |
|
HIGH |
3.087 |
|
0.618 |
3.065 |
|
0.500 |
3.059 |
|
0.382 |
3.052 |
|
LOW |
3.030 |
|
0.618 |
2.995 |
|
1.000 |
2.973 |
|
1.618 |
2.938 |
|
2.618 |
2.881 |
|
4.250 |
2.788 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.059 |
3.118 |
| PP |
3.053 |
3.092 |
| S1 |
3.047 |
3.067 |
|