NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.921 |
2.910 |
-0.011 |
-0.4% |
2.995 |
| High |
2.980 |
2.962 |
-0.018 |
-0.6% |
2.995 |
| Low |
2.875 |
2.910 |
0.035 |
1.2% |
2.875 |
| Close |
2.915 |
2.951 |
0.036 |
1.2% |
2.951 |
| Range |
0.105 |
0.052 |
-0.053 |
-50.5% |
0.120 |
| ATR |
0.090 |
0.088 |
-0.003 |
-3.0% |
0.000 |
| Volume |
105,860 |
79,930 |
-25,930 |
-24.5% |
458,501 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.097 |
3.076 |
2.980 |
|
| R3 |
3.045 |
3.024 |
2.965 |
|
| R2 |
2.993 |
2.993 |
2.961 |
|
| R1 |
2.972 |
2.972 |
2.956 |
2.983 |
| PP |
2.941 |
2.941 |
2.941 |
2.946 |
| S1 |
2.920 |
2.920 |
2.946 |
2.931 |
| S2 |
2.889 |
2.889 |
2.941 |
|
| S3 |
2.837 |
2.868 |
2.937 |
|
| S4 |
2.785 |
2.816 |
2.922 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.300 |
3.246 |
3.017 |
|
| R3 |
3.180 |
3.126 |
2.984 |
|
| R2 |
3.060 |
3.060 |
2.973 |
|
| R1 |
3.006 |
3.006 |
2.962 |
2.973 |
| PP |
2.940 |
2.940 |
2.940 |
2.924 |
| S1 |
2.886 |
2.886 |
2.940 |
2.853 |
| S2 |
2.820 |
2.820 |
2.929 |
|
| S3 |
2.700 |
2.766 |
2.918 |
|
| S4 |
2.580 |
2.646 |
2.885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.995 |
2.875 |
0.120 |
4.1% |
0.070 |
2.4% |
63% |
False |
False |
91,700 |
| 10 |
3.116 |
2.875 |
0.241 |
8.2% |
0.082 |
2.8% |
32% |
False |
False |
95,058 |
| 20 |
3.361 |
2.875 |
0.486 |
16.5% |
0.085 |
2.9% |
16% |
False |
False |
81,293 |
| 40 |
3.530 |
2.875 |
0.655 |
22.2% |
0.086 |
2.9% |
12% |
False |
False |
58,600 |
| 60 |
3.530 |
2.875 |
0.655 |
22.2% |
0.085 |
2.9% |
12% |
False |
False |
45,883 |
| 80 |
3.530 |
2.875 |
0.655 |
22.2% |
0.083 |
2.8% |
12% |
False |
False |
37,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.183 |
|
2.618 |
3.098 |
|
1.618 |
3.046 |
|
1.000 |
3.014 |
|
0.618 |
2.994 |
|
HIGH |
2.962 |
|
0.618 |
2.942 |
|
0.500 |
2.936 |
|
0.382 |
2.930 |
|
LOW |
2.910 |
|
0.618 |
2.878 |
|
1.000 |
2.858 |
|
1.618 |
2.826 |
|
2.618 |
2.774 |
|
4.250 |
2.689 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.946 |
2.943 |
| PP |
2.941 |
2.935 |
| S1 |
2.936 |
2.928 |
|