NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.054 |
2.990 |
-0.064 |
-2.1% |
3.057 |
| High |
3.092 |
3.007 |
-0.085 |
-2.7% |
3.128 |
| Low |
2.978 |
2.936 |
-0.042 |
-1.4% |
2.980 |
| Close |
2.989 |
2.953 |
-0.036 |
-1.2% |
3.071 |
| Range |
0.114 |
0.071 |
-0.043 |
-37.7% |
0.148 |
| ATR |
0.091 |
0.089 |
-0.001 |
-1.5% |
0.000 |
| Volume |
118,238 |
99,591 |
-18,647 |
-15.8% |
387,024 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.178 |
3.137 |
2.992 |
|
| R3 |
3.107 |
3.066 |
2.973 |
|
| R2 |
3.036 |
3.036 |
2.966 |
|
| R1 |
2.995 |
2.995 |
2.960 |
2.980 |
| PP |
2.965 |
2.965 |
2.965 |
2.958 |
| S1 |
2.924 |
2.924 |
2.946 |
2.909 |
| S2 |
2.894 |
2.894 |
2.940 |
|
| S3 |
2.823 |
2.853 |
2.933 |
|
| S4 |
2.752 |
2.782 |
2.914 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.504 |
3.435 |
3.152 |
|
| R3 |
3.356 |
3.287 |
3.112 |
|
| R2 |
3.208 |
3.208 |
3.098 |
|
| R1 |
3.139 |
3.139 |
3.085 |
3.174 |
| PP |
3.060 |
3.060 |
3.060 |
3.077 |
| S1 |
2.991 |
2.991 |
3.057 |
3.026 |
| S2 |
2.912 |
2.912 |
3.044 |
|
| S3 |
2.764 |
2.843 |
3.030 |
|
| S4 |
2.616 |
2.695 |
2.990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.116 |
2.936 |
0.180 |
6.1% |
0.078 |
2.6% |
9% |
False |
True |
97,688 |
| 10 |
3.161 |
2.936 |
0.225 |
7.6% |
0.085 |
2.9% |
8% |
False |
True |
81,123 |
| 20 |
3.462 |
2.936 |
0.526 |
17.8% |
0.088 |
3.0% |
3% |
False |
True |
63,444 |
| 40 |
3.530 |
2.936 |
0.594 |
20.1% |
0.087 |
2.9% |
3% |
False |
True |
46,074 |
| 60 |
3.530 |
2.936 |
0.594 |
20.1% |
0.084 |
2.9% |
3% |
False |
True |
36,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.309 |
|
2.618 |
3.193 |
|
1.618 |
3.122 |
|
1.000 |
3.078 |
|
0.618 |
3.051 |
|
HIGH |
3.007 |
|
0.618 |
2.980 |
|
0.500 |
2.972 |
|
0.382 |
2.963 |
|
LOW |
2.936 |
|
0.618 |
2.892 |
|
1.000 |
2.865 |
|
1.618 |
2.821 |
|
2.618 |
2.750 |
|
4.250 |
2.634 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.972 |
3.026 |
| PP |
2.965 |
3.002 |
| S1 |
2.959 |
2.977 |
|