NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
3.034 |
3.032 |
-0.002 |
-0.1% |
3.026 |
| High |
3.066 |
3.087 |
0.021 |
0.7% |
3.095 |
| Low |
3.028 |
3.001 |
-0.027 |
-0.9% |
2.935 |
| Close |
3.039 |
3.024 |
-0.015 |
-0.5% |
3.039 |
| Range |
0.038 |
0.086 |
0.048 |
126.3% |
0.160 |
| ATR |
0.093 |
0.092 |
0.000 |
-0.5% |
0.000 |
| Volume |
138,973 |
163,496 |
24,523 |
17.6% |
812,168 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.246 |
3.071 |
|
| R3 |
3.209 |
3.160 |
3.048 |
|
| R2 |
3.123 |
3.123 |
3.040 |
|
| R1 |
3.074 |
3.074 |
3.032 |
3.056 |
| PP |
3.037 |
3.037 |
3.037 |
3.028 |
| S1 |
2.988 |
2.988 |
3.016 |
2.970 |
| S2 |
2.951 |
2.951 |
3.008 |
|
| S3 |
2.865 |
2.902 |
3.000 |
|
| S4 |
2.779 |
2.816 |
2.977 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.503 |
3.431 |
3.127 |
|
| R3 |
3.343 |
3.271 |
3.083 |
|
| R2 |
3.183 |
3.183 |
3.068 |
|
| R1 |
3.111 |
3.111 |
3.054 |
3.147 |
| PP |
3.023 |
3.023 |
3.023 |
3.041 |
| S1 |
2.951 |
2.951 |
3.024 |
2.987 |
| S2 |
2.863 |
2.863 |
3.010 |
|
| S3 |
2.703 |
2.791 |
2.995 |
|
| S4 |
2.543 |
2.631 |
2.951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.095 |
2.972 |
0.123 |
4.1% |
0.078 |
2.6% |
42% |
False |
False |
165,442 |
| 10 |
3.255 |
2.935 |
0.320 |
10.6% |
0.093 |
3.1% |
28% |
False |
False |
178,289 |
| 20 |
3.478 |
2.935 |
0.543 |
18.0% |
0.092 |
3.0% |
16% |
False |
False |
151,603 |
| 40 |
3.506 |
2.935 |
0.571 |
18.9% |
0.089 |
2.9% |
16% |
False |
False |
106,043 |
| 60 |
3.506 |
2.935 |
0.571 |
18.9% |
0.089 |
2.9% |
16% |
False |
False |
83,432 |
| 80 |
3.506 |
2.888 |
0.618 |
20.4% |
0.088 |
2.9% |
22% |
False |
False |
70,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.453 |
|
2.618 |
3.312 |
|
1.618 |
3.226 |
|
1.000 |
3.173 |
|
0.618 |
3.140 |
|
HIGH |
3.087 |
|
0.618 |
3.054 |
|
0.500 |
3.044 |
|
0.382 |
3.034 |
|
LOW |
3.001 |
|
0.618 |
2.948 |
|
1.000 |
2.915 |
|
1.618 |
2.862 |
|
2.618 |
2.776 |
|
4.250 |
2.636 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.044 |
3.033 |
| PP |
3.037 |
3.030 |
| S1 |
3.031 |
3.027 |
|