NYMEX Natural Gas Future August 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.910 |
3.003 |
0.093 |
3.2% |
2.995 |
| High |
2.962 |
3.073 |
0.111 |
3.7% |
2.995 |
| Low |
2.910 |
2.993 |
0.083 |
2.9% |
2.875 |
| Close |
2.951 |
3.049 |
0.098 |
3.3% |
2.951 |
| Range |
0.052 |
0.080 |
0.028 |
53.8% |
0.120 |
| ATR |
0.088 |
0.090 |
0.002 |
2.8% |
0.000 |
| Volume |
79,930 |
116,991 |
37,061 |
46.4% |
458,501 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.278 |
3.244 |
3.093 |
|
| R3 |
3.198 |
3.164 |
3.071 |
|
| R2 |
3.118 |
3.118 |
3.064 |
|
| R1 |
3.084 |
3.084 |
3.056 |
3.101 |
| PP |
3.038 |
3.038 |
3.038 |
3.047 |
| S1 |
3.004 |
3.004 |
3.042 |
3.021 |
| S2 |
2.958 |
2.958 |
3.034 |
|
| S3 |
2.878 |
2.924 |
3.027 |
|
| S4 |
2.798 |
2.844 |
3.005 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.300 |
3.246 |
3.017 |
|
| R3 |
3.180 |
3.126 |
2.984 |
|
| R2 |
3.060 |
3.060 |
2.973 |
|
| R1 |
3.006 |
3.006 |
2.962 |
2.973 |
| PP |
2.940 |
2.940 |
2.940 |
2.924 |
| S1 |
2.886 |
2.886 |
2.940 |
2.853 |
| S2 |
2.820 |
2.820 |
2.929 |
|
| S3 |
2.700 |
2.766 |
2.918 |
|
| S4 |
2.580 |
2.646 |
2.885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.073 |
2.875 |
0.198 |
6.5% |
0.067 |
2.2% |
88% |
True |
False |
93,381 |
| 10 |
3.102 |
2.875 |
0.227 |
7.4% |
0.082 |
2.7% |
77% |
False |
False |
98,132 |
| 20 |
3.292 |
2.875 |
0.417 |
13.7% |
0.085 |
2.8% |
42% |
False |
False |
85,057 |
| 40 |
3.530 |
2.875 |
0.655 |
21.5% |
0.087 |
2.8% |
27% |
False |
False |
61,077 |
| 60 |
3.530 |
2.875 |
0.655 |
21.5% |
0.085 |
2.8% |
27% |
False |
False |
47,583 |
| 80 |
3.530 |
2.875 |
0.655 |
21.5% |
0.083 |
2.7% |
27% |
False |
False |
39,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.413 |
|
2.618 |
3.282 |
|
1.618 |
3.202 |
|
1.000 |
3.153 |
|
0.618 |
3.122 |
|
HIGH |
3.073 |
|
0.618 |
3.042 |
|
0.500 |
3.033 |
|
0.382 |
3.024 |
|
LOW |
2.993 |
|
0.618 |
2.944 |
|
1.000 |
2.913 |
|
1.618 |
2.864 |
|
2.618 |
2.784 |
|
4.250 |
2.653 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.044 |
3.024 |
| PP |
3.038 |
2.999 |
| S1 |
3.033 |
2.974 |
|