NYMEX Natural Gas Future June 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3.204 |
3.186 |
-0.018 |
-0.6% |
3.291 |
| High |
3.257 |
3.263 |
0.006 |
0.2% |
3.334 |
| Low |
3.145 |
3.167 |
0.022 |
0.7% |
3.145 |
| Close |
3.184 |
3.236 |
0.052 |
1.6% |
3.236 |
| Range |
0.112 |
0.096 |
-0.016 |
-14.3% |
0.189 |
| ATR |
0.097 |
0.097 |
0.000 |
-0.1% |
0.000 |
| Volume |
45,800 |
10,517 |
-35,283 |
-77.0% |
372,533 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.469 |
3.289 |
|
| R3 |
3.414 |
3.373 |
3.262 |
|
| R2 |
3.318 |
3.318 |
3.254 |
|
| R1 |
3.277 |
3.277 |
3.245 |
3.298 |
| PP |
3.222 |
3.222 |
3.222 |
3.232 |
| S1 |
3.181 |
3.181 |
3.227 |
3.202 |
| S2 |
3.126 |
3.126 |
3.218 |
|
| S3 |
3.030 |
3.085 |
3.210 |
|
| S4 |
2.934 |
2.989 |
3.183 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.805 |
3.710 |
3.340 |
|
| R3 |
3.616 |
3.521 |
3.288 |
|
| R2 |
3.427 |
3.427 |
3.271 |
|
| R1 |
3.332 |
3.332 |
3.253 |
3.285 |
| PP |
3.238 |
3.238 |
3.238 |
3.215 |
| S1 |
3.143 |
3.143 |
3.219 |
3.096 |
| S2 |
3.049 |
3.049 |
3.201 |
|
| S3 |
2.860 |
2.954 |
3.184 |
|
| S4 |
2.671 |
2.765 |
3.132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.334 |
3.145 |
0.189 |
5.8% |
0.092 |
2.8% |
48% |
False |
False |
74,506 |
| 10 |
3.408 |
3.145 |
0.263 |
8.1% |
0.096 |
3.0% |
35% |
False |
False |
116,240 |
| 20 |
3.431 |
3.140 |
0.291 |
9.0% |
0.098 |
3.0% |
33% |
False |
False |
137,661 |
| 40 |
3.431 |
3.125 |
0.306 |
9.5% |
0.094 |
2.9% |
36% |
False |
False |
117,033 |
| 60 |
3.431 |
2.979 |
0.452 |
14.0% |
0.091 |
2.8% |
57% |
False |
False |
89,736 |
| 80 |
3.431 |
2.817 |
0.614 |
19.0% |
0.092 |
2.8% |
68% |
False |
False |
74,608 |
| 100 |
3.541 |
2.817 |
0.724 |
22.4% |
0.096 |
3.0% |
58% |
False |
False |
63,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.671 |
|
2.618 |
3.514 |
|
1.618 |
3.418 |
|
1.000 |
3.359 |
|
0.618 |
3.322 |
|
HIGH |
3.263 |
|
0.618 |
3.226 |
|
0.500 |
3.215 |
|
0.382 |
3.204 |
|
LOW |
3.167 |
|
0.618 |
3.108 |
|
1.000 |
3.071 |
|
1.618 |
3.012 |
|
2.618 |
2.916 |
|
4.250 |
2.759 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.229 |
3.225 |
| PP |
3.222 |
3.215 |
| S1 |
3.215 |
3.204 |
|