NYMEX Natural Gas Future August 2017
Trading Metrics calculated at close of trading on 20-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
2.995 |
2.927 |
-0.068 |
-2.3% |
3.064 |
High |
2.995 |
2.936 |
-0.059 |
-2.0% |
3.116 |
Low |
2.902 |
2.903 |
0.001 |
0.0% |
2.936 |
Close |
2.917 |
2.930 |
0.013 |
0.4% |
3.060 |
Range |
0.093 |
0.033 |
-0.060 |
-64.5% |
0.180 |
ATR |
0.095 |
0.091 |
-0.004 |
-4.7% |
0.000 |
Volume |
108,583 |
65,877 |
-42,706 |
-39.3% |
492,082 |
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.022 |
3.009 |
2.948 |
|
R3 |
2.989 |
2.976 |
2.939 |
|
R2 |
2.956 |
2.956 |
2.936 |
|
R1 |
2.943 |
2.943 |
2.933 |
2.950 |
PP |
2.923 |
2.923 |
2.923 |
2.926 |
S1 |
2.910 |
2.910 |
2.927 |
2.917 |
S2 |
2.890 |
2.890 |
2.924 |
|
S3 |
2.857 |
2.877 |
2.921 |
|
S4 |
2.824 |
2.844 |
2.912 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.577 |
3.499 |
3.159 |
|
R3 |
3.397 |
3.319 |
3.110 |
|
R2 |
3.217 |
3.217 |
3.093 |
|
R1 |
3.139 |
3.139 |
3.077 |
3.088 |
PP |
3.037 |
3.037 |
3.037 |
3.012 |
S1 |
2.959 |
2.959 |
3.044 |
2.908 |
S2 |
2.857 |
2.857 |
3.027 |
|
S3 |
2.677 |
2.779 |
3.011 |
|
S4 |
2.497 |
2.599 |
2.961 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.102 |
2.902 |
0.200 |
6.8% |
0.079 |
2.7% |
14% |
False |
False |
92,410 |
10 |
3.128 |
2.902 |
0.226 |
7.7% |
0.080 |
2.7% |
12% |
False |
False |
94,631 |
20 |
3.460 |
2.902 |
0.558 |
19.0% |
0.088 |
3.0% |
5% |
False |
False |
73,145 |
40 |
3.530 |
2.902 |
0.628 |
21.4% |
0.086 |
2.9% |
4% |
False |
False |
53,094 |
60 |
3.530 |
2.902 |
0.628 |
21.4% |
0.085 |
2.9% |
4% |
False |
False |
41,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.076 |
2.618 |
3.022 |
1.618 |
2.989 |
1.000 |
2.969 |
0.618 |
2.956 |
HIGH |
2.936 |
0.618 |
2.923 |
0.500 |
2.920 |
0.382 |
2.916 |
LOW |
2.903 |
0.618 |
2.883 |
1.000 |
2.870 |
1.618 |
2.850 |
2.618 |
2.817 |
4.250 |
2.763 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
2.927 |
3.002 |
PP |
2.923 |
2.978 |
S1 |
2.920 |
2.954 |
|