NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
3.282 |
3.250 |
-0.032 |
-1.0% |
3.393 |
| High |
3.328 |
3.255 |
-0.073 |
-2.2% |
3.428 |
| Low |
3.254 |
3.141 |
-0.113 |
-3.5% |
3.240 |
| Close |
3.310 |
3.145 |
-0.165 |
-5.0% |
3.310 |
| Range |
0.074 |
0.114 |
0.040 |
54.1% |
0.188 |
| ATR |
0.092 |
0.097 |
0.006 |
6.0% |
0.000 |
| Volume |
140,943 |
215,155 |
74,212 |
52.7% |
714,409 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.522 |
3.448 |
3.208 |
|
| R3 |
3.408 |
3.334 |
3.176 |
|
| R2 |
3.294 |
3.294 |
3.166 |
|
| R1 |
3.220 |
3.220 |
3.155 |
3.200 |
| PP |
3.180 |
3.180 |
3.180 |
3.171 |
| S1 |
3.106 |
3.106 |
3.135 |
3.086 |
| S2 |
3.066 |
3.066 |
3.124 |
|
| S3 |
2.952 |
2.992 |
3.114 |
|
| S4 |
2.838 |
2.878 |
3.082 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.890 |
3.788 |
3.413 |
|
| R3 |
3.702 |
3.600 |
3.362 |
|
| R2 |
3.514 |
3.514 |
3.344 |
|
| R1 |
3.412 |
3.412 |
3.327 |
3.369 |
| PP |
3.326 |
3.326 |
3.326 |
3.305 |
| S1 |
3.224 |
3.224 |
3.293 |
3.181 |
| S2 |
3.138 |
3.138 |
3.276 |
|
| S3 |
2.950 |
3.036 |
3.258 |
|
| S4 |
2.762 |
2.848 |
3.207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.426 |
3.141 |
0.285 |
9.1% |
0.100 |
3.2% |
1% |
False |
True |
163,092 |
| 10 |
3.449 |
3.141 |
0.308 |
9.8% |
0.096 |
3.0% |
1% |
False |
True |
136,862 |
| 20 |
3.506 |
3.141 |
0.365 |
11.6% |
0.093 |
2.9% |
1% |
False |
True |
110,155 |
| 40 |
3.506 |
3.141 |
0.365 |
11.6% |
0.090 |
2.8% |
1% |
False |
True |
78,484 |
| 60 |
3.506 |
3.065 |
0.441 |
14.0% |
0.087 |
2.8% |
18% |
False |
False |
62,745 |
| 80 |
3.506 |
2.888 |
0.618 |
19.7% |
0.088 |
2.8% |
42% |
False |
False |
54,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.740 |
|
2.618 |
3.553 |
|
1.618 |
3.439 |
|
1.000 |
3.369 |
|
0.618 |
3.325 |
|
HIGH |
3.255 |
|
0.618 |
3.211 |
|
0.500 |
3.198 |
|
0.382 |
3.185 |
|
LOW |
3.141 |
|
0.618 |
3.071 |
|
1.000 |
3.027 |
|
1.618 |
2.957 |
|
2.618 |
2.843 |
|
4.250 |
2.657 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.198 |
3.246 |
| PP |
3.180 |
3.212 |
| S1 |
3.163 |
3.179 |
|