NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.990 |
2.965 |
-0.025 |
-0.8% |
3.057 |
| High |
3.007 |
3.085 |
0.078 |
2.6% |
3.128 |
| Low |
2.936 |
2.945 |
0.009 |
0.3% |
2.980 |
| Close |
2.953 |
3.078 |
0.125 |
4.2% |
3.071 |
| Range |
0.071 |
0.140 |
0.069 |
97.2% |
0.148 |
| ATR |
0.089 |
0.093 |
0.004 |
4.1% |
0.000 |
| Volume |
99,591 |
108,577 |
8,986 |
9.0% |
387,024 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.456 |
3.407 |
3.155 |
|
| R3 |
3.316 |
3.267 |
3.117 |
|
| R2 |
3.176 |
3.176 |
3.104 |
|
| R1 |
3.127 |
3.127 |
3.091 |
3.152 |
| PP |
3.036 |
3.036 |
3.036 |
3.048 |
| S1 |
2.987 |
2.987 |
3.065 |
3.012 |
| S2 |
2.896 |
2.896 |
3.052 |
|
| S3 |
2.756 |
2.847 |
3.040 |
|
| S4 |
2.616 |
2.707 |
3.001 |
|
|
| 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 |
5.8% |
0.089 |
2.9% |
79% |
False |
False |
98,937 |
| 10 |
3.128 |
2.936 |
0.192 |
6.2% |
0.086 |
2.8% |
74% |
False |
False |
85,546 |
| 20 |
3.462 |
2.936 |
0.526 |
17.1% |
0.090 |
2.9% |
27% |
False |
False |
66,914 |
| 40 |
3.530 |
2.936 |
0.594 |
19.3% |
0.088 |
2.9% |
24% |
False |
False |
48,132 |
| 60 |
3.530 |
2.936 |
0.594 |
19.3% |
0.086 |
2.8% |
24% |
False |
False |
38,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.680 |
|
2.618 |
3.452 |
|
1.618 |
3.312 |
|
1.000 |
3.225 |
|
0.618 |
3.172 |
|
HIGH |
3.085 |
|
0.618 |
3.032 |
|
0.500 |
3.015 |
|
0.382 |
2.998 |
|
LOW |
2.945 |
|
0.618 |
2.858 |
|
1.000 |
2.805 |
|
1.618 |
2.718 |
|
2.618 |
2.578 |
|
4.250 |
2.350 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.057 |
3.057 |
| PP |
3.036 |
3.035 |
| S1 |
3.015 |
3.014 |
|