NYMEX Natural Gas Future June 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3.214 |
3.278 |
0.064 |
2.0% |
3.249 |
| High |
3.349 |
3.388 |
0.039 |
1.2% |
3.313 |
| Low |
3.202 |
3.273 |
0.071 |
2.2% |
3.165 |
| Close |
3.292 |
3.376 |
0.084 |
2.6% |
3.266 |
| Range |
0.147 |
0.115 |
-0.032 |
-21.8% |
0.148 |
| ATR |
0.094 |
0.096 |
0.001 |
1.6% |
0.000 |
| Volume |
223,188 |
199,191 |
-23,997 |
-10.8% |
650,533 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.691 |
3.648 |
3.439 |
|
| R3 |
3.576 |
3.533 |
3.408 |
|
| R2 |
3.461 |
3.461 |
3.397 |
|
| R1 |
3.418 |
3.418 |
3.387 |
3.440 |
| PP |
3.346 |
3.346 |
3.346 |
3.356 |
| S1 |
3.303 |
3.303 |
3.365 |
3.325 |
| S2 |
3.231 |
3.231 |
3.355 |
|
| S3 |
3.116 |
3.188 |
3.344 |
|
| S4 |
3.001 |
3.073 |
3.313 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.692 |
3.627 |
3.347 |
|
| R3 |
3.544 |
3.479 |
3.307 |
|
| R2 |
3.396 |
3.396 |
3.293 |
|
| R1 |
3.331 |
3.331 |
3.280 |
3.364 |
| PP |
3.248 |
3.248 |
3.248 |
3.264 |
| S1 |
3.183 |
3.183 |
3.252 |
3.216 |
| S2 |
3.100 |
3.100 |
3.239 |
|
| S3 |
2.952 |
3.035 |
3.225 |
|
| S4 |
2.804 |
2.887 |
3.185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.388 |
3.140 |
0.248 |
7.3% |
0.112 |
3.3% |
95% |
True |
False |
188,139 |
| 10 |
3.388 |
3.140 |
0.248 |
7.3% |
0.099 |
2.9% |
95% |
True |
False |
155,823 |
| 20 |
3.388 |
3.125 |
0.263 |
7.8% |
0.091 |
2.7% |
95% |
True |
False |
137,562 |
| 40 |
3.422 |
3.014 |
0.408 |
12.1% |
0.091 |
2.7% |
89% |
False |
False |
93,281 |
| 60 |
3.422 |
2.817 |
0.605 |
17.9% |
0.091 |
2.7% |
92% |
False |
False |
73,595 |
| 80 |
3.541 |
2.817 |
0.724 |
21.4% |
0.093 |
2.7% |
77% |
False |
False |
60,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.877 |
|
2.618 |
3.689 |
|
1.618 |
3.574 |
|
1.000 |
3.503 |
|
0.618 |
3.459 |
|
HIGH |
3.388 |
|
0.618 |
3.344 |
|
0.500 |
3.331 |
|
0.382 |
3.317 |
|
LOW |
3.273 |
|
0.618 |
3.202 |
|
1.000 |
3.158 |
|
1.618 |
3.087 |
|
2.618 |
2.972 |
|
4.250 |
2.784 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.361 |
3.344 |
| PP |
3.346 |
3.312 |
| S1 |
3.331 |
3.281 |
|