NYMEX Natural Gas Future March 2017
Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.525 |
3.700 |
0.175 |
5.0% |
3.387 |
High |
3.678 |
3.741 |
0.063 |
1.7% |
3.678 |
Low |
3.522 |
3.648 |
0.126 |
3.6% |
3.281 |
Close |
3.632 |
3.708 |
0.076 |
2.1% |
3.632 |
Range |
0.156 |
0.093 |
-0.063 |
-40.4% |
0.397 |
ATR |
0.140 |
0.138 |
-0.002 |
-1.6% |
0.000 |
Volume |
36,240 |
34,677 |
-1,563 |
-4.3% |
244,663 |
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.978 |
3.936 |
3.759 |
|
R3 |
3.885 |
3.843 |
3.734 |
|
R2 |
3.792 |
3.792 |
3.725 |
|
R1 |
3.750 |
3.750 |
3.717 |
3.771 |
PP |
3.699 |
3.699 |
3.699 |
3.710 |
S1 |
3.657 |
3.657 |
3.699 |
3.678 |
S2 |
3.606 |
3.606 |
3.691 |
|
S3 |
3.513 |
3.564 |
3.682 |
|
S4 |
3.420 |
3.471 |
3.657 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.721 |
4.574 |
3.850 |
|
R3 |
4.324 |
4.177 |
3.741 |
|
R2 |
3.927 |
3.927 |
3.705 |
|
R1 |
3.780 |
3.780 |
3.668 |
3.854 |
PP |
3.530 |
3.530 |
3.530 |
3.567 |
S1 |
3.383 |
3.383 |
3.596 |
3.457 |
S2 |
3.133 |
3.133 |
3.559 |
|
S3 |
2.736 |
2.986 |
3.523 |
|
S4 |
2.339 |
2.589 |
3.414 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.741 |
3.281 |
0.460 |
12.4% |
0.150 |
4.1% |
93% |
True |
False |
47,046 |
10 |
3.741 |
3.281 |
0.460 |
12.4% |
0.136 |
3.7% |
93% |
True |
False |
53,866 |
20 |
3.741 |
3.275 |
0.466 |
12.6% |
0.138 |
3.7% |
93% |
True |
False |
68,566 |
40 |
3.741 |
2.764 |
0.977 |
26.3% |
0.121 |
3.3% |
97% |
True |
False |
54,889 |
60 |
3.741 |
2.764 |
0.977 |
26.3% |
0.111 |
3.0% |
97% |
True |
False |
48,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.136 |
2.618 |
3.984 |
1.618 |
3.891 |
1.000 |
3.834 |
0.618 |
3.798 |
HIGH |
3.741 |
0.618 |
3.705 |
0.500 |
3.695 |
0.382 |
3.684 |
LOW |
3.648 |
0.618 |
3.591 |
1.000 |
3.555 |
1.618 |
3.498 |
2.618 |
3.405 |
4.250 |
3.253 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.704 |
3.677 |
PP |
3.699 |
3.646 |
S1 |
3.695 |
3.616 |
|