NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.052 |
3.080 |
0.028 |
0.9% |
2.995 |
| High |
3.117 |
3.122 |
0.005 |
0.2% |
2.995 |
| Low |
3.047 |
3.032 |
-0.015 |
-0.5% |
2.875 |
| Close |
3.094 |
3.042 |
-0.052 |
-1.7% |
2.951 |
| Range |
0.070 |
0.090 |
0.020 |
28.6% |
0.120 |
| ATR |
0.086 |
0.086 |
0.000 |
0.4% |
0.000 |
| Volume |
119,296 |
156,622 |
37,326 |
31.3% |
458,501 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.335 |
3.279 |
3.092 |
|
| R3 |
3.245 |
3.189 |
3.067 |
|
| R2 |
3.155 |
3.155 |
3.059 |
|
| R1 |
3.099 |
3.099 |
3.050 |
3.082 |
| PP |
3.065 |
3.065 |
3.065 |
3.057 |
| S1 |
3.009 |
3.009 |
3.034 |
2.992 |
| S2 |
2.975 |
2.975 |
3.026 |
|
| S3 |
2.885 |
2.919 |
3.017 |
|
| S4 |
2.795 |
2.829 |
2.993 |
|
|
| 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 |
3.122 |
2.910 |
0.212 |
7.0% |
0.068 |
2.2% |
62% |
True |
False |
120,771 |
| 10 |
3.122 |
2.875 |
0.247 |
8.1% |
0.070 |
2.3% |
68% |
True |
False |
106,185 |
| 20 |
3.128 |
2.875 |
0.253 |
8.3% |
0.078 |
2.6% |
66% |
False |
False |
95,865 |
| 40 |
3.530 |
2.875 |
0.655 |
21.5% |
0.086 |
2.8% |
25% |
False |
False |
69,377 |
| 60 |
3.530 |
2.875 |
0.655 |
21.5% |
0.083 |
2.7% |
25% |
False |
False |
53,579 |
| 80 |
3.530 |
2.875 |
0.655 |
21.5% |
0.083 |
2.7% |
25% |
False |
False |
43,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.505 |
|
2.618 |
3.358 |
|
1.618 |
3.268 |
|
1.000 |
3.212 |
|
0.618 |
3.178 |
|
HIGH |
3.122 |
|
0.618 |
3.088 |
|
0.500 |
3.077 |
|
0.382 |
3.066 |
|
LOW |
3.032 |
|
0.618 |
2.976 |
|
1.000 |
2.942 |
|
1.618 |
2.886 |
|
2.618 |
2.796 |
|
4.250 |
2.650 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.077 |
3.077 |
| PP |
3.065 |
3.065 |
| S1 |
3.054 |
3.054 |
|