NYMEX Natural Gas Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3.368 |
3.387 |
0.019 |
0.6% |
3.243 |
| High |
3.431 |
3.408 |
-0.023 |
-0.7% |
3.431 |
| Low |
3.350 |
3.334 |
-0.016 |
-0.5% |
3.140 |
| Close |
3.424 |
3.349 |
-0.075 |
-2.2% |
3.424 |
| Range |
0.081 |
0.074 |
-0.007 |
-8.6% |
0.291 |
| ATR |
0.094 |
0.094 |
0.000 |
-0.3% |
0.000 |
| Volume |
150,243 |
142,311 |
-7,932 |
-5.3% |
940,293 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.586 |
3.541 |
3.390 |
|
| R3 |
3.512 |
3.467 |
3.369 |
|
| R2 |
3.438 |
3.438 |
3.363 |
|
| R1 |
3.393 |
3.393 |
3.356 |
3.379 |
| PP |
3.364 |
3.364 |
3.364 |
3.356 |
| S1 |
3.319 |
3.319 |
3.342 |
3.305 |
| S2 |
3.290 |
3.290 |
3.335 |
|
| S3 |
3.216 |
3.245 |
3.329 |
|
| S4 |
3.142 |
3.171 |
3.308 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.105 |
3.584 |
|
| R3 |
3.914 |
3.814 |
3.504 |
|
| R2 |
3.623 |
3.623 |
3.477 |
|
| R1 |
3.523 |
3.523 |
3.451 |
3.573 |
| PP |
3.332 |
3.332 |
3.332 |
3.357 |
| S1 |
3.232 |
3.232 |
3.397 |
3.282 |
| S2 |
3.041 |
3.041 |
3.371 |
|
| S3 |
2.750 |
2.941 |
3.344 |
|
| S4 |
2.459 |
2.650 |
3.264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.431 |
3.173 |
0.258 |
7.7% |
0.098 |
2.9% |
68% |
False |
False |
177,183 |
| 10 |
3.431 |
3.140 |
0.291 |
8.7% |
0.096 |
2.9% |
72% |
False |
False |
160,452 |
| 20 |
3.431 |
3.125 |
0.306 |
9.1% |
0.091 |
2.7% |
73% |
False |
False |
143,274 |
| 40 |
3.431 |
3.039 |
0.392 |
11.7% |
0.092 |
2.7% |
79% |
False |
False |
99,095 |
| 60 |
3.431 |
2.817 |
0.614 |
18.3% |
0.091 |
2.7% |
87% |
False |
False |
77,836 |
| 80 |
3.541 |
2.817 |
0.724 |
21.6% |
0.091 |
2.7% |
73% |
False |
False |
63,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.723 |
|
2.618 |
3.602 |
|
1.618 |
3.528 |
|
1.000 |
3.482 |
|
0.618 |
3.454 |
|
HIGH |
3.408 |
|
0.618 |
3.380 |
|
0.500 |
3.371 |
|
0.382 |
3.362 |
|
LOW |
3.334 |
|
0.618 |
3.288 |
|
1.000 |
3.260 |
|
1.618 |
3.214 |
|
2.618 |
3.140 |
|
4.250 |
3.020 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.371 |
3.352 |
| PP |
3.364 |
3.351 |
| S1 |
3.356 |
3.350 |
|