NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.076 |
2.995 |
-0.081 |
-2.6% |
3.064 |
| High |
3.102 |
2.995 |
-0.107 |
-3.4% |
3.116 |
| Low |
3.042 |
2.902 |
-0.140 |
-4.6% |
2.936 |
| Close |
3.060 |
2.917 |
-0.143 |
-4.7% |
3.060 |
| Range |
0.060 |
0.093 |
0.033 |
55.0% |
0.180 |
| ATR |
0.090 |
0.095 |
0.005 |
5.3% |
0.000 |
| Volume |
79,423 |
108,583 |
29,160 |
36.7% |
492,082 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.217 |
3.160 |
2.968 |
|
| R3 |
3.124 |
3.067 |
2.943 |
|
| R2 |
3.031 |
3.031 |
2.934 |
|
| R1 |
2.974 |
2.974 |
2.926 |
2.956 |
| PP |
2.938 |
2.938 |
2.938 |
2.929 |
| S1 |
2.881 |
2.881 |
2.908 |
2.863 |
| S2 |
2.845 |
2.845 |
2.900 |
|
| S3 |
2.752 |
2.788 |
2.891 |
|
| S4 |
2.659 |
2.695 |
2.866 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.577 |
3.499 |
3.159 |
|
| R3 |
3.397 |
3.319 |
3.110 |
|
| R2 |
3.217 |
3.217 |
3.093 |
|
| R1 |
3.139 |
3.139 |
3.077 |
3.088 |
| PP |
3.037 |
3.037 |
3.037 |
3.012 |
| S1 |
2.959 |
2.959 |
3.044 |
2.908 |
| S2 |
2.857 |
2.857 |
3.027 |
|
| S3 |
2.677 |
2.779 |
3.011 |
|
| S4 |
2.497 |
2.599 |
2.961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.102 |
2.902 |
0.200 |
6.9% |
0.096 |
3.3% |
8% |
False |
True |
102,882 |
| 10 |
3.128 |
2.902 |
0.226 |
7.7% |
0.085 |
2.9% |
7% |
False |
True |
93,324 |
| 20 |
3.462 |
2.902 |
0.560 |
19.2% |
0.089 |
3.1% |
3% |
False |
True |
72,238 |
| 40 |
3.530 |
2.902 |
0.628 |
21.5% |
0.088 |
3.0% |
2% |
False |
True |
52,010 |
| 60 |
3.530 |
2.902 |
0.628 |
21.5% |
0.086 |
2.9% |
2% |
False |
True |
40,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.390 |
|
2.618 |
3.238 |
|
1.618 |
3.145 |
|
1.000 |
3.088 |
|
0.618 |
3.052 |
|
HIGH |
2.995 |
|
0.618 |
2.959 |
|
0.500 |
2.949 |
|
0.382 |
2.938 |
|
LOW |
2.902 |
|
0.618 |
2.845 |
|
1.000 |
2.809 |
|
1.618 |
2.752 |
|
2.618 |
2.659 |
|
4.250 |
2.507 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.949 |
3.002 |
| PP |
2.938 |
2.974 |
| S1 |
2.928 |
2.945 |
|