NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.912 |
2.911 |
-0.001 |
0.0% |
3.046 |
| High |
2.932 |
2.961 |
0.029 |
1.0% |
3.099 |
| Low |
2.899 |
2.899 |
0.000 |
0.0% |
2.922 |
| Close |
2.928 |
2.914 |
-0.014 |
-0.5% |
3.047 |
| Range |
0.033 |
0.062 |
0.029 |
87.9% |
0.177 |
| ATR |
0.087 |
0.085 |
-0.002 |
-2.1% |
0.000 |
| Volume |
28,786 |
40,103 |
11,317 |
39.3% |
271,558 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.111 |
3.074 |
2.948 |
|
| R3 |
3.049 |
3.012 |
2.931 |
|
| R2 |
2.987 |
2.987 |
2.925 |
|
| R1 |
2.950 |
2.950 |
2.920 |
2.969 |
| PP |
2.925 |
2.925 |
2.925 |
2.934 |
| S1 |
2.888 |
2.888 |
2.908 |
2.907 |
| S2 |
2.863 |
2.863 |
2.903 |
|
| S3 |
2.801 |
2.826 |
2.897 |
|
| S4 |
2.739 |
2.764 |
2.880 |
|
|
| 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% |
0.076 |
2.6% |
10% |
False |
False |
38,504 |
| 10 |
3.099 |
2.895 |
0.204 |
7.0% |
0.076 |
2.6% |
9% |
False |
False |
51,898 |
| 20 |
3.370 |
2.895 |
0.475 |
16.3% |
0.083 |
2.8% |
4% |
False |
False |
43,217 |
| 40 |
3.506 |
2.895 |
0.611 |
21.0% |
0.082 |
2.8% |
3% |
False |
False |
33,580 |
| 60 |
3.506 |
2.895 |
0.611 |
21.0% |
0.081 |
2.8% |
3% |
False |
False |
29,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.225 |
|
2.618 |
3.123 |
|
1.618 |
3.061 |
|
1.000 |
3.023 |
|
0.618 |
2.999 |
|
HIGH |
2.961 |
|
0.618 |
2.937 |
|
0.500 |
2.930 |
|
0.382 |
2.923 |
|
LOW |
2.899 |
|
0.618 |
2.861 |
|
1.000 |
2.837 |
|
1.618 |
2.799 |
|
2.618 |
2.737 |
|
4.250 |
2.636 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.930 |
2.940 |
| PP |
2.925 |
2.931 |
| S1 |
2.919 |
2.923 |
|