NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.051 |
3.026 |
-0.025 |
-0.8% |
3.250 |
| High |
3.051 |
3.047 |
-0.004 |
-0.1% |
3.255 |
| Low |
2.989 |
2.935 |
-0.054 |
-1.8% |
2.988 |
| Close |
2.999 |
2.982 |
-0.017 |
-0.6% |
2.999 |
| Range |
0.062 |
0.112 |
0.050 |
80.6% |
0.267 |
| ATR |
0.098 |
0.099 |
0.001 |
1.0% |
0.000 |
| Volume |
147,329 |
148,450 |
1,121 |
0.8% |
807,230 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.324 |
3.265 |
3.044 |
|
| R3 |
3.212 |
3.153 |
3.013 |
|
| R2 |
3.100 |
3.100 |
3.003 |
|
| R1 |
3.041 |
3.041 |
2.992 |
3.015 |
| PP |
2.988 |
2.988 |
2.988 |
2.975 |
| S1 |
2.929 |
2.929 |
2.972 |
2.903 |
| S2 |
2.876 |
2.876 |
2.961 |
|
| S3 |
2.764 |
2.817 |
2.951 |
|
| S4 |
2.652 |
2.705 |
2.920 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.882 |
3.707 |
3.146 |
|
| R3 |
3.615 |
3.440 |
3.072 |
|
| R2 |
3.348 |
3.348 |
3.048 |
|
| R1 |
3.173 |
3.173 |
3.023 |
3.127 |
| PP |
3.081 |
3.081 |
3.081 |
3.058 |
| S1 |
2.906 |
2.906 |
2.975 |
2.860 |
| S2 |
2.814 |
2.814 |
2.950 |
|
| S3 |
2.547 |
2.639 |
2.926 |
|
| S4 |
2.280 |
2.372 |
2.852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.255 |
2.935 |
0.320 |
10.7% |
0.108 |
3.6% |
15% |
False |
True |
191,136 |
| 10 |
3.428 |
2.935 |
0.493 |
16.5% |
0.098 |
3.3% |
10% |
False |
True |
167,008 |
| 20 |
3.506 |
2.935 |
0.571 |
19.1% |
0.098 |
3.3% |
8% |
False |
True |
135,914 |
| 40 |
3.506 |
2.935 |
0.571 |
19.1% |
0.089 |
3.0% |
8% |
False |
True |
93,156 |
| 60 |
3.506 |
2.935 |
0.571 |
19.1% |
0.089 |
3.0% |
8% |
False |
True |
71,983 |
| 80 |
3.506 |
2.888 |
0.618 |
20.7% |
0.088 |
2.9% |
15% |
False |
False |
62,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.523 |
|
2.618 |
3.340 |
|
1.618 |
3.228 |
|
1.000 |
3.159 |
|
0.618 |
3.116 |
|
HIGH |
3.047 |
|
0.618 |
3.004 |
|
0.500 |
2.991 |
|
0.382 |
2.978 |
|
LOW |
2.935 |
|
0.618 |
2.866 |
|
1.000 |
2.823 |
|
1.618 |
2.754 |
|
2.618 |
2.642 |
|
4.250 |
2.459 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.991 |
3.032 |
| PP |
2.988 |
3.015 |
| S1 |
2.985 |
2.999 |
|