NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.025 |
3.092 |
0.067 |
2.2% |
3.292 |
| High |
3.097 |
3.128 |
0.031 |
1.0% |
3.292 |
| Low |
3.014 |
3.043 |
0.029 |
1.0% |
3.030 |
| Close |
3.076 |
3.054 |
-0.022 |
-0.7% |
3.041 |
| Range |
0.083 |
0.085 |
0.002 |
2.4% |
0.262 |
| ATR |
0.094 |
0.094 |
-0.001 |
-0.7% |
0.000 |
| Volume |
52,812 |
95,412 |
42,600 |
80.7% |
246,551 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.330 |
3.277 |
3.101 |
|
| R3 |
3.245 |
3.192 |
3.077 |
|
| R2 |
3.160 |
3.160 |
3.070 |
|
| R1 |
3.107 |
3.107 |
3.062 |
3.091 |
| PP |
3.075 |
3.075 |
3.075 |
3.067 |
| S1 |
3.022 |
3.022 |
3.046 |
3.006 |
| S2 |
2.990 |
2.990 |
3.038 |
|
| S3 |
2.905 |
2.937 |
3.031 |
|
| S4 |
2.820 |
2.852 |
3.007 |
|
|
| 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 |
3.161 |
2.980 |
0.181 |
5.9% |
0.093 |
3.0% |
41% |
False |
False |
64,558 |
| 10 |
3.391 |
2.980 |
0.411 |
13.5% |
0.093 |
3.1% |
18% |
False |
False |
55,712 |
| 20 |
3.530 |
2.980 |
0.550 |
18.0% |
0.093 |
3.1% |
13% |
False |
False |
50,081 |
| 40 |
3.530 |
2.980 |
0.550 |
18.0% |
0.086 |
2.8% |
13% |
False |
False |
36,907 |
| 60 |
3.530 |
2.980 |
0.550 |
18.0% |
0.085 |
2.8% |
13% |
False |
False |
29,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.489 |
|
2.618 |
3.351 |
|
1.618 |
3.266 |
|
1.000 |
3.213 |
|
0.618 |
3.181 |
|
HIGH |
3.128 |
|
0.618 |
3.096 |
|
0.500 |
3.086 |
|
0.382 |
3.075 |
|
LOW |
3.043 |
|
0.618 |
2.990 |
|
1.000 |
2.958 |
|
1.618 |
2.905 |
|
2.618 |
2.820 |
|
4.250 |
2.682 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.086 |
3.054 |
| PP |
3.075 |
3.054 |
| S1 |
3.065 |
3.054 |
|