NYMEX Natural Gas Future September 2017
Trading Metrics calculated at close of trading on 28-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
3.060 |
3.047 |
-0.013 |
-0.4% |
2.982 |
High |
3.076 |
3.108 |
0.032 |
1.0% |
2.985 |
Low |
3.031 |
3.042 |
0.011 |
0.4% |
2.879 |
Close |
3.059 |
3.087 |
0.028 |
0.9% |
2.949 |
Range |
0.045 |
0.066 |
0.021 |
46.7% |
0.106 |
ATR |
0.083 |
0.082 |
-0.001 |
-1.5% |
0.000 |
Volume |
27,183 |
37,276 |
10,093 |
37.1% |
172,330 |
|
Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.277 |
3.248 |
3.123 |
|
R3 |
3.211 |
3.182 |
3.105 |
|
R2 |
3.145 |
3.145 |
3.099 |
|
R1 |
3.116 |
3.116 |
3.093 |
3.131 |
PP |
3.079 |
3.079 |
3.079 |
3.086 |
S1 |
3.050 |
3.050 |
3.081 |
3.065 |
S2 |
3.013 |
3.013 |
3.075 |
|
S3 |
2.947 |
2.984 |
3.069 |
|
S4 |
2.881 |
2.918 |
3.051 |
|
|
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 |
3.108 |
2.879 |
0.229 |
7.4% |
0.066 |
2.1% |
91% |
True |
False |
30,411 |
10 |
3.108 |
2.879 |
0.229 |
7.4% |
0.071 |
2.3% |
91% |
True |
False |
34,457 |
20 |
3.143 |
2.879 |
0.264 |
8.6% |
0.077 |
2.5% |
79% |
False |
False |
43,896 |
40 |
3.506 |
2.879 |
0.627 |
20.3% |
0.081 |
2.6% |
33% |
False |
False |
35,027 |
60 |
3.506 |
2.879 |
0.627 |
20.3% |
0.080 |
2.6% |
33% |
False |
False |
30,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.389 |
2.618 |
3.281 |
1.618 |
3.215 |
1.000 |
3.174 |
0.618 |
3.149 |
HIGH |
3.108 |
0.618 |
3.083 |
0.500 |
3.075 |
0.382 |
3.067 |
LOW |
3.042 |
0.618 |
3.001 |
1.000 |
2.976 |
1.618 |
2.935 |
2.618 |
2.869 |
4.250 |
2.762 |
|
|
Fisher Pivots for day following 28-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
3.083 |
3.074 |
PP |
3.079 |
3.062 |
S1 |
3.075 |
3.049 |
|