NYMEX Natural Gas Future September 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
2.916 |
3.000 |
0.084 |
2.9% |
2.982 |
| High |
2.959 |
3.066 |
0.107 |
3.6% |
2.985 |
| Low |
2.914 |
2.990 |
0.076 |
2.6% |
2.879 |
| Close |
2.949 |
3.043 |
0.094 |
3.2% |
2.949 |
| Range |
0.045 |
0.076 |
0.031 |
68.9% |
0.106 |
| ATR |
0.083 |
0.086 |
0.002 |
2.9% |
0.000 |
| Volume |
23,953 |
29,482 |
5,529 |
23.1% |
172,330 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.261 |
3.228 |
3.085 |
|
| R3 |
3.185 |
3.152 |
3.064 |
|
| R2 |
3.109 |
3.109 |
3.057 |
|
| R1 |
3.076 |
3.076 |
3.050 |
3.093 |
| PP |
3.033 |
3.033 |
3.033 |
3.041 |
| S1 |
3.000 |
3.000 |
3.036 |
3.017 |
| S2 |
2.957 |
2.957 |
3.029 |
|
| S3 |
2.881 |
2.924 |
3.022 |
|
| S4 |
2.805 |
2.848 |
3.001 |
|
|
| 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 |
3.066 |
2.879 |
0.187 |
6.1% |
0.063 |
2.1% |
88% |
True |
False |
31,297 |
| 10 |
3.087 |
2.879 |
0.208 |
6.8% |
0.078 |
2.6% |
79% |
False |
False |
40,189 |
| 20 |
3.268 |
2.879 |
0.389 |
12.8% |
0.081 |
2.7% |
42% |
False |
False |
44,077 |
| 40 |
3.506 |
2.879 |
0.627 |
20.6% |
0.083 |
2.7% |
26% |
False |
False |
34,528 |
| 60 |
3.506 |
2.879 |
0.627 |
20.6% |
0.080 |
2.6% |
26% |
False |
False |
29,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.389 |
|
2.618 |
3.265 |
|
1.618 |
3.189 |
|
1.000 |
3.142 |
|
0.618 |
3.113 |
|
HIGH |
3.066 |
|
0.618 |
3.037 |
|
0.500 |
3.028 |
|
0.382 |
3.019 |
|
LOW |
2.990 |
|
0.618 |
2.943 |
|
1.000 |
2.914 |
|
1.618 |
2.867 |
|
2.618 |
2.791 |
|
4.250 |
2.667 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.038 |
3.020 |
| PP |
3.033 |
2.996 |
| S1 |
3.028 |
2.973 |
|