NYMEX Natural Gas Future August 2017
Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3.003 |
3.067 |
0.064 |
2.1% |
2.995 |
High |
3.073 |
3.084 |
0.011 |
0.4% |
2.995 |
Low |
2.993 |
3.038 |
0.045 |
1.5% |
2.875 |
Close |
3.049 |
3.064 |
0.015 |
0.5% |
2.951 |
Range |
0.080 |
0.046 |
-0.034 |
-42.5% |
0.120 |
ATR |
0.090 |
0.087 |
-0.003 |
-3.5% |
0.000 |
Volume |
116,991 |
131,020 |
14,029 |
12.0% |
458,501 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.200 |
3.178 |
3.089 |
|
R3 |
3.154 |
3.132 |
3.077 |
|
R2 |
3.108 |
3.108 |
3.072 |
|
R1 |
3.086 |
3.086 |
3.068 |
3.074 |
PP |
3.062 |
3.062 |
3.062 |
3.056 |
S1 |
3.040 |
3.040 |
3.060 |
3.028 |
S2 |
3.016 |
3.016 |
3.056 |
|
S3 |
2.970 |
2.994 |
3.051 |
|
S4 |
2.924 |
2.948 |
3.039 |
|
|
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 |
3.084 |
2.875 |
0.209 |
6.8% |
0.070 |
2.3% |
90% |
True |
False |
106,410 |
10 |
3.102 |
2.875 |
0.227 |
7.4% |
0.075 |
2.4% |
83% |
False |
False |
99,410 |
20 |
3.205 |
2.875 |
0.330 |
10.8% |
0.082 |
2.7% |
57% |
False |
False |
88,511 |
40 |
3.530 |
2.875 |
0.655 |
21.4% |
0.085 |
2.8% |
29% |
False |
False |
63,659 |
60 |
3.530 |
2.875 |
0.655 |
21.4% |
0.085 |
2.8% |
29% |
False |
False |
49,568 |
80 |
3.530 |
2.875 |
0.655 |
21.4% |
0.083 |
2.7% |
29% |
False |
False |
40,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.280 |
2.618 |
3.204 |
1.618 |
3.158 |
1.000 |
3.130 |
0.618 |
3.112 |
HIGH |
3.084 |
0.618 |
3.066 |
0.500 |
3.061 |
0.382 |
3.056 |
LOW |
3.038 |
0.618 |
3.010 |
1.000 |
2.992 |
1.618 |
2.964 |
2.618 |
2.918 |
4.250 |
2.843 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3.063 |
3.042 |
PP |
3.062 |
3.019 |
S1 |
3.061 |
2.997 |
|