NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.927 |
2.918 |
-0.009 |
-0.3% |
3.064 |
| High |
2.936 |
2.966 |
0.030 |
1.0% |
3.116 |
| Low |
2.903 |
2.899 |
-0.004 |
-0.1% |
2.936 |
| Close |
2.930 |
2.915 |
-0.015 |
-0.5% |
3.060 |
| Range |
0.033 |
0.067 |
0.034 |
103.0% |
0.180 |
| ATR |
0.091 |
0.089 |
-0.002 |
-1.9% |
0.000 |
| Volume |
65,877 |
98,251 |
32,374 |
49.1% |
492,082 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.088 |
2.952 |
|
| R3 |
3.061 |
3.021 |
2.933 |
|
| R2 |
2.994 |
2.994 |
2.927 |
|
| R1 |
2.954 |
2.954 |
2.921 |
2.941 |
| PP |
2.927 |
2.927 |
2.927 |
2.920 |
| S1 |
2.887 |
2.887 |
2.909 |
2.874 |
| S2 |
2.860 |
2.860 |
2.903 |
|
| S3 |
2.793 |
2.820 |
2.897 |
|
| S4 |
2.726 |
2.753 |
2.878 |
|
|
| 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 |
2.899 |
0.203 |
7.0% |
0.079 |
2.7% |
8% |
False |
True |
92,142 |
| 10 |
3.116 |
2.899 |
0.217 |
7.4% |
0.078 |
2.7% |
7% |
False |
True |
94,915 |
| 20 |
3.391 |
2.899 |
0.492 |
16.9% |
0.086 |
2.9% |
3% |
False |
True |
75,313 |
| 40 |
3.530 |
2.899 |
0.631 |
21.6% |
0.086 |
3.0% |
3% |
False |
True |
55,116 |
| 60 |
3.530 |
2.899 |
0.631 |
21.6% |
0.085 |
2.9% |
3% |
False |
True |
43,223 |
| 80 |
3.530 |
2.899 |
0.631 |
21.6% |
0.084 |
2.9% |
3% |
False |
True |
36,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.251 |
|
2.618 |
3.141 |
|
1.618 |
3.074 |
|
1.000 |
3.033 |
|
0.618 |
3.007 |
|
HIGH |
2.966 |
|
0.618 |
2.940 |
|
0.500 |
2.933 |
|
0.382 |
2.925 |
|
LOW |
2.899 |
|
0.618 |
2.858 |
|
1.000 |
2.832 |
|
1.618 |
2.791 |
|
2.618 |
2.724 |
|
4.250 |
2.614 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.933 |
2.947 |
| PP |
2.927 |
2.936 |
| S1 |
2.921 |
2.926 |
|