NYMEX Natural Gas Future August 2017
Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3.080 |
3.037 |
-0.043 |
-1.4% |
3.003 |
High |
3.122 |
3.052 |
-0.070 |
-2.2% |
3.122 |
Low |
3.032 |
2.974 |
-0.058 |
-1.9% |
2.974 |
Close |
3.042 |
3.035 |
-0.007 |
-0.2% |
3.035 |
Range |
0.090 |
0.078 |
-0.012 |
-13.3% |
0.148 |
ATR |
0.086 |
0.085 |
-0.001 |
-0.7% |
0.000 |
Volume |
156,622 |
152,129 |
-4,493 |
-2.9% |
676,058 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.254 |
3.223 |
3.078 |
|
R3 |
3.176 |
3.145 |
3.056 |
|
R2 |
3.098 |
3.098 |
3.049 |
|
R1 |
3.067 |
3.067 |
3.042 |
3.044 |
PP |
3.020 |
3.020 |
3.020 |
3.009 |
S1 |
2.989 |
2.989 |
3.028 |
2.966 |
S2 |
2.942 |
2.942 |
3.021 |
|
S3 |
2.864 |
2.911 |
3.014 |
|
S4 |
2.786 |
2.833 |
2.992 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.488 |
3.409 |
3.116 |
|
R3 |
3.340 |
3.261 |
3.076 |
|
R2 |
3.192 |
3.192 |
3.062 |
|
R1 |
3.113 |
3.113 |
3.049 |
3.153 |
PP |
3.044 |
3.044 |
3.044 |
3.063 |
S1 |
2.965 |
2.965 |
3.021 |
3.005 |
S2 |
2.896 |
2.896 |
3.008 |
|
S3 |
2.748 |
2.817 |
2.994 |
|
S4 |
2.600 |
2.669 |
2.954 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.122 |
2.974 |
0.148 |
4.9% |
0.073 |
2.4% |
41% |
False |
True |
135,211 |
10 |
3.122 |
2.875 |
0.247 |
8.1% |
0.071 |
2.4% |
65% |
False |
False |
113,455 |
20 |
3.128 |
2.875 |
0.253 |
8.3% |
0.079 |
2.6% |
63% |
False |
False |
100,683 |
40 |
3.530 |
2.875 |
0.655 |
21.6% |
0.086 |
2.8% |
24% |
False |
False |
72,443 |
60 |
3.530 |
2.875 |
0.655 |
21.6% |
0.083 |
2.7% |
24% |
False |
False |
55,796 |
80 |
3.530 |
2.875 |
0.655 |
21.6% |
0.083 |
2.7% |
24% |
False |
False |
45,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.384 |
2.618 |
3.256 |
1.618 |
3.178 |
1.000 |
3.130 |
0.618 |
3.100 |
HIGH |
3.052 |
0.618 |
3.022 |
0.500 |
3.013 |
0.382 |
3.004 |
LOW |
2.974 |
0.618 |
2.926 |
1.000 |
2.896 |
1.618 |
2.848 |
2.618 |
2.770 |
4.250 |
2.643 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3.028 |
3.048 |
PP |
3.020 |
3.044 |
S1 |
3.013 |
3.039 |
|