NYMEX Natural Gas Future March 2017
Trading Metrics calculated at close of trading on 28-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.700 |
3.677 |
-0.023 |
-0.6% |
3.387 |
High |
3.741 |
3.828 |
0.087 |
2.3% |
3.678 |
Low |
3.648 |
3.615 |
-0.033 |
-0.9% |
3.281 |
Close |
3.708 |
3.825 |
0.117 |
3.2% |
3.632 |
Range |
0.093 |
0.213 |
0.120 |
129.0% |
0.397 |
ATR |
0.138 |
0.143 |
0.005 |
3.9% |
0.000 |
Volume |
34,677 |
59,979 |
25,302 |
73.0% |
244,663 |
|
Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.395 |
4.323 |
3.942 |
|
R3 |
4.182 |
4.110 |
3.884 |
|
R2 |
3.969 |
3.969 |
3.864 |
|
R1 |
3.897 |
3.897 |
3.845 |
3.933 |
PP |
3.756 |
3.756 |
3.756 |
3.774 |
S1 |
3.684 |
3.684 |
3.805 |
3.720 |
S2 |
3.543 |
3.543 |
3.786 |
|
S3 |
3.330 |
3.471 |
3.766 |
|
S4 |
3.117 |
3.258 |
3.708 |
|
|
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 |
3.828 |
3.321 |
0.507 |
13.3% |
0.163 |
4.3% |
99% |
True |
False |
48,116 |
10 |
3.828 |
3.281 |
0.547 |
14.3% |
0.146 |
3.8% |
99% |
True |
False |
52,029 |
20 |
3.828 |
3.281 |
0.547 |
14.3% |
0.144 |
3.8% |
99% |
True |
False |
68,708 |
40 |
3.828 |
2.764 |
1.064 |
27.8% |
0.123 |
3.2% |
100% |
True |
False |
55,448 |
60 |
3.828 |
2.764 |
1.064 |
27.8% |
0.114 |
3.0% |
100% |
True |
False |
48,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.733 |
2.618 |
4.386 |
1.618 |
4.173 |
1.000 |
4.041 |
0.618 |
3.960 |
HIGH |
3.828 |
0.618 |
3.747 |
0.500 |
3.722 |
0.382 |
3.696 |
LOW |
3.615 |
0.618 |
3.483 |
1.000 |
3.402 |
1.618 |
3.270 |
2.618 |
3.057 |
4.250 |
2.710 |
|
|
Fisher Pivots for day following 28-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.791 |
3.775 |
PP |
3.756 |
3.725 |
S1 |
3.722 |
3.675 |
|