NYMEX Natural Gas Future September 2017
Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3.000 |
3.060 |
0.060 |
2.0% |
2.982 |
High |
3.066 |
3.076 |
0.010 |
0.3% |
2.985 |
Low |
2.990 |
3.031 |
0.041 |
1.4% |
2.879 |
Close |
3.043 |
3.059 |
0.016 |
0.5% |
2.949 |
Range |
0.076 |
0.045 |
-0.031 |
-40.8% |
0.106 |
ATR |
0.086 |
0.083 |
-0.003 |
-3.4% |
0.000 |
Volume |
29,482 |
27,183 |
-2,299 |
-7.8% |
172,330 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.190 |
3.170 |
3.084 |
|
R3 |
3.145 |
3.125 |
3.071 |
|
R2 |
3.100 |
3.100 |
3.067 |
|
R1 |
3.080 |
3.080 |
3.063 |
3.068 |
PP |
3.055 |
3.055 |
3.055 |
3.049 |
S1 |
3.035 |
3.035 |
3.055 |
3.023 |
S2 |
3.010 |
3.010 |
3.051 |
|
S3 |
2.965 |
2.990 |
3.047 |
|
S4 |
2.920 |
2.945 |
3.034 |
|
|
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 |
3.076 |
2.879 |
0.197 |
6.4% |
0.065 |
2.1% |
91% |
True |
False |
30,976 |
10 |
3.087 |
2.879 |
0.208 |
6.8% |
0.071 |
2.3% |
87% |
False |
False |
36,037 |
20 |
3.187 |
2.879 |
0.308 |
10.1% |
0.078 |
2.6% |
58% |
False |
False |
44,079 |
40 |
3.506 |
2.879 |
0.627 |
20.5% |
0.081 |
2.7% |
29% |
False |
False |
34,673 |
60 |
3.506 |
2.879 |
0.627 |
20.5% |
0.080 |
2.6% |
29% |
False |
False |
29,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.267 |
2.618 |
3.194 |
1.618 |
3.149 |
1.000 |
3.121 |
0.618 |
3.104 |
HIGH |
3.076 |
0.618 |
3.059 |
0.500 |
3.054 |
0.382 |
3.048 |
LOW |
3.031 |
0.618 |
3.003 |
1.000 |
2.986 |
1.618 |
2.958 |
2.618 |
2.913 |
4.250 |
2.840 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3.057 |
3.038 |
PP |
3.055 |
3.016 |
S1 |
3.054 |
2.995 |
|