NYMEX Natural Gas Future July 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.897 |
2.896 |
-0.001 |
0.0% |
3.032 |
| High |
2.948 |
2.962 |
0.014 |
0.5% |
3.087 |
| Low |
2.878 |
2.855 |
-0.023 |
-0.8% |
2.916 |
| Close |
2.893 |
2.894 |
0.001 |
0.0% |
3.037 |
| Range |
0.070 |
0.107 |
0.037 |
52.9% |
0.171 |
| ATR |
0.092 |
0.093 |
0.001 |
1.2% |
0.000 |
| Volume |
141,997 |
150,925 |
8,928 |
6.3% |
868,377 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.225 |
3.166 |
2.953 |
|
| R3 |
3.118 |
3.059 |
2.923 |
|
| R2 |
3.011 |
3.011 |
2.914 |
|
| R1 |
2.952 |
2.952 |
2.904 |
2.928 |
| PP |
2.904 |
2.904 |
2.904 |
2.892 |
| S1 |
2.845 |
2.845 |
2.884 |
2.821 |
| S2 |
2.797 |
2.797 |
2.874 |
|
| S3 |
2.690 |
2.738 |
2.865 |
|
| S4 |
2.583 |
2.631 |
2.835 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.526 |
3.453 |
3.131 |
|
| R3 |
3.355 |
3.282 |
3.084 |
|
| R2 |
3.184 |
3.184 |
3.068 |
|
| R1 |
3.111 |
3.111 |
3.053 |
3.148 |
| PP |
3.013 |
3.013 |
3.013 |
3.032 |
| S1 |
2.940 |
2.940 |
3.021 |
2.977 |
| S2 |
2.842 |
2.842 |
3.006 |
|
| S3 |
2.671 |
2.769 |
2.990 |
|
| S4 |
2.500 |
2.598 |
2.943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.082 |
2.855 |
0.227 |
7.8% |
0.073 |
2.5% |
17% |
False |
True |
136,460 |
| 10 |
3.087 |
2.855 |
0.232 |
8.0% |
0.082 |
2.8% |
17% |
False |
True |
156,848 |
| 20 |
3.351 |
2.855 |
0.496 |
17.1% |
0.090 |
3.1% |
8% |
False |
True |
169,017 |
| 40 |
3.506 |
2.855 |
0.651 |
22.5% |
0.090 |
3.1% |
6% |
False |
True |
128,776 |
| 60 |
3.506 |
2.855 |
0.651 |
22.5% |
0.089 |
3.1% |
6% |
False |
True |
101,197 |
| 80 |
3.506 |
2.855 |
0.651 |
22.5% |
0.087 |
3.0% |
6% |
False |
True |
83,920 |
| 100 |
3.506 |
2.855 |
0.651 |
22.5% |
0.087 |
3.0% |
6% |
False |
True |
72,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.417 |
|
2.618 |
3.242 |
|
1.618 |
3.135 |
|
1.000 |
3.069 |
|
0.618 |
3.028 |
|
HIGH |
2.962 |
|
0.618 |
2.921 |
|
0.500 |
2.909 |
|
0.382 |
2.896 |
|
LOW |
2.855 |
|
0.618 |
2.789 |
|
1.000 |
2.748 |
|
1.618 |
2.682 |
|
2.618 |
2.575 |
|
4.250 |
2.400 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.909 |
2.909 |
| PP |
2.904 |
2.904 |
| S1 |
2.899 |
2.899 |
|