NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.057 |
3.025 |
-0.032 |
-1.0% |
3.292 |
| High |
3.087 |
3.097 |
0.010 |
0.3% |
3.292 |
| Low |
2.980 |
3.014 |
0.034 |
1.1% |
3.030 |
| Close |
3.024 |
3.076 |
0.052 |
1.7% |
3.041 |
| Range |
0.107 |
0.083 |
-0.024 |
-22.4% |
0.262 |
| ATR |
0.095 |
0.094 |
-0.001 |
-0.9% |
0.000 |
| Volume |
54,442 |
52,812 |
-1,630 |
-3.0% |
246,551 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.311 |
3.277 |
3.122 |
|
| R3 |
3.228 |
3.194 |
3.099 |
|
| R2 |
3.145 |
3.145 |
3.091 |
|
| R1 |
3.111 |
3.111 |
3.084 |
3.128 |
| PP |
3.062 |
3.062 |
3.062 |
3.071 |
| S1 |
3.028 |
3.028 |
3.068 |
3.045 |
| S2 |
2.979 |
2.979 |
3.061 |
|
| S3 |
2.896 |
2.945 |
3.053 |
|
| S4 |
2.813 |
2.862 |
3.030 |
|
|
| 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 |
3.205 |
2.980 |
0.225 |
7.3% |
0.097 |
3.1% |
43% |
False |
False |
58,371 |
| 10 |
3.460 |
2.980 |
0.480 |
15.6% |
0.097 |
3.1% |
20% |
False |
False |
51,659 |
| 20 |
3.530 |
2.980 |
0.550 |
17.9% |
0.092 |
3.0% |
17% |
False |
False |
47,133 |
| 40 |
3.530 |
2.980 |
0.550 |
17.9% |
0.086 |
2.8% |
17% |
False |
False |
35,014 |
| 60 |
3.530 |
2.980 |
0.550 |
17.9% |
0.085 |
2.8% |
17% |
False |
False |
28,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.450 |
|
2.618 |
3.314 |
|
1.618 |
3.231 |
|
1.000 |
3.180 |
|
0.618 |
3.148 |
|
HIGH |
3.097 |
|
0.618 |
3.065 |
|
0.500 |
3.056 |
|
0.382 |
3.046 |
|
LOW |
3.014 |
|
0.618 |
2.963 |
|
1.000 |
2.931 |
|
1.618 |
2.880 |
|
2.618 |
2.797 |
|
4.250 |
2.661 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.069 |
3.064 |
| PP |
3.062 |
3.051 |
| S1 |
3.056 |
3.039 |
|