NYMEX Natural Gas Future September 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 |
2.982 |
2.912 |
-0.070 |
-2.3% |
3.046 |
High |
2.985 |
2.932 |
-0.053 |
-1.8% |
3.099 |
Low |
2.895 |
2.899 |
0.004 |
0.1% |
2.922 |
Close |
2.910 |
2.928 |
0.018 |
0.6% |
3.047 |
Range |
0.090 |
0.033 |
-0.057 |
-63.3% |
0.177 |
ATR |
0.091 |
0.087 |
-0.004 |
-4.6% |
0.000 |
Volume |
45,327 |
28,786 |
-16,541 |
-36.5% |
271,558 |
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.019 |
3.006 |
2.946 |
|
R3 |
2.986 |
2.973 |
2.937 |
|
R2 |
2.953 |
2.953 |
2.934 |
|
R1 |
2.940 |
2.940 |
2.931 |
2.947 |
PP |
2.920 |
2.920 |
2.920 |
2.923 |
S1 |
2.907 |
2.907 |
2.925 |
2.914 |
S2 |
2.887 |
2.887 |
2.922 |
|
S3 |
2.854 |
2.874 |
2.919 |
|
S4 |
2.821 |
2.841 |
2.910 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.554 |
3.477 |
3.144 |
|
R3 |
3.377 |
3.300 |
3.096 |
|
R2 |
3.200 |
3.200 |
3.079 |
|
R1 |
3.123 |
3.123 |
3.063 |
3.162 |
PP |
3.023 |
3.023 |
3.023 |
3.042 |
S1 |
2.946 |
2.946 |
3.031 |
2.985 |
S2 |
2.846 |
2.846 |
3.015 |
|
S3 |
2.669 |
2.769 |
2.998 |
|
S4 |
2.492 |
2.592 |
2.950 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.087 |
2.895 |
0.192 |
6.6% |
0.077 |
2.6% |
17% |
False |
False |
41,098 |
10 |
3.113 |
2.895 |
0.218 |
7.4% |
0.078 |
2.6% |
15% |
False |
False |
54,052 |
20 |
3.438 |
2.895 |
0.543 |
18.5% |
0.085 |
2.9% |
6% |
False |
False |
42,852 |
40 |
3.506 |
2.895 |
0.611 |
20.9% |
0.082 |
2.8% |
5% |
False |
False |
33,010 |
60 |
3.506 |
2.895 |
0.611 |
20.9% |
0.081 |
2.8% |
5% |
False |
False |
28,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.072 |
2.618 |
3.018 |
1.618 |
2.985 |
1.000 |
2.965 |
0.618 |
2.952 |
HIGH |
2.932 |
0.618 |
2.919 |
0.500 |
2.916 |
0.382 |
2.912 |
LOW |
2.899 |
0.618 |
2.879 |
1.000 |
2.866 |
1.618 |
2.846 |
2.618 |
2.813 |
4.250 |
2.759 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
2.924 |
2.991 |
PP |
2.920 |
2.970 |
S1 |
2.916 |
2.949 |
|