NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.918 |
2.916 |
-0.002 |
-0.1% |
2.982 |
| High |
2.977 |
2.959 |
-0.018 |
-0.6% |
2.985 |
| Low |
2.879 |
2.914 |
0.035 |
1.2% |
2.879 |
| Close |
2.913 |
2.949 |
0.036 |
1.2% |
2.949 |
| Range |
0.098 |
0.045 |
-0.053 |
-54.1% |
0.106 |
| ATR |
0.086 |
0.083 |
-0.003 |
-3.3% |
0.000 |
| Volume |
34,161 |
23,953 |
-10,208 |
-29.9% |
172,330 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.076 |
3.057 |
2.974 |
|
| R3 |
3.031 |
3.012 |
2.961 |
|
| R2 |
2.986 |
2.986 |
2.957 |
|
| R1 |
2.967 |
2.967 |
2.953 |
2.977 |
| PP |
2.941 |
2.941 |
2.941 |
2.945 |
| S1 |
2.922 |
2.922 |
2.945 |
2.932 |
| S2 |
2.896 |
2.896 |
2.941 |
|
| S3 |
2.851 |
2.877 |
2.937 |
|
| S4 |
2.806 |
2.832 |
2.924 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.256 |
3.208 |
3.007 |
|
| R3 |
3.150 |
3.102 |
2.978 |
|
| R2 |
3.044 |
3.044 |
2.968 |
|
| R1 |
2.996 |
2.996 |
2.959 |
2.967 |
| PP |
2.938 |
2.938 |
2.938 |
2.923 |
| S1 |
2.890 |
2.890 |
2.939 |
2.861 |
| S2 |
2.832 |
2.832 |
2.930 |
|
| S3 |
2.726 |
2.784 |
2.920 |
|
| S4 |
2.620 |
2.678 |
2.891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.985 |
2.879 |
0.106 |
3.6% |
0.066 |
2.2% |
66% |
False |
False |
34,466 |
| 10 |
3.099 |
2.879 |
0.220 |
7.5% |
0.078 |
2.7% |
32% |
False |
False |
44,388 |
| 20 |
3.338 |
2.879 |
0.459 |
15.6% |
0.081 |
2.7% |
15% |
False |
False |
44,018 |
| 40 |
3.506 |
2.879 |
0.627 |
21.3% |
0.082 |
2.8% |
11% |
False |
False |
34,186 |
| 60 |
3.506 |
2.879 |
0.627 |
21.3% |
0.080 |
2.7% |
11% |
False |
False |
29,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.150 |
|
2.618 |
3.077 |
|
1.618 |
3.032 |
|
1.000 |
3.004 |
|
0.618 |
2.987 |
|
HIGH |
2.959 |
|
0.618 |
2.942 |
|
0.500 |
2.937 |
|
0.382 |
2.931 |
|
LOW |
2.914 |
|
0.618 |
2.886 |
|
1.000 |
2.869 |
|
1.618 |
2.841 |
|
2.618 |
2.796 |
|
4.250 |
2.723 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.945 |
2.942 |
| PP |
2.941 |
2.935 |
| S1 |
2.937 |
2.928 |
|