NYMEX Natural Gas Future March 2017
Trading Metrics calculated at close of trading on 30-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
3.800 |
3.748 |
-0.052 |
-1.4% |
3.700 |
High |
3.809 |
3.805 |
-0.004 |
-0.1% |
3.828 |
Low |
3.706 |
3.649 |
-0.057 |
-1.5% |
3.615 |
Close |
3.754 |
3.684 |
-0.070 |
-1.9% |
3.684 |
Range |
0.103 |
0.156 |
0.053 |
51.5% |
0.213 |
ATR |
0.142 |
0.143 |
0.001 |
0.7% |
0.000 |
Volume |
51,329 |
38,697 |
-12,632 |
-24.6% |
184,682 |
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.181 |
4.088 |
3.770 |
|
R3 |
4.025 |
3.932 |
3.727 |
|
R2 |
3.869 |
3.869 |
3.713 |
|
R1 |
3.776 |
3.776 |
3.698 |
3.745 |
PP |
3.713 |
3.713 |
3.713 |
3.697 |
S1 |
3.620 |
3.620 |
3.670 |
3.589 |
S2 |
3.557 |
3.557 |
3.655 |
|
S3 |
3.401 |
3.464 |
3.641 |
|
S4 |
3.245 |
3.308 |
3.598 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.348 |
4.229 |
3.801 |
|
R3 |
4.135 |
4.016 |
3.743 |
|
R2 |
3.922 |
3.922 |
3.723 |
|
R1 |
3.803 |
3.803 |
3.704 |
3.756 |
PP |
3.709 |
3.709 |
3.709 |
3.686 |
S1 |
3.590 |
3.590 |
3.664 |
3.543 |
S2 |
3.496 |
3.496 |
3.645 |
|
S3 |
3.283 |
3.377 |
3.625 |
|
S4 |
3.070 |
3.164 |
3.567 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.828 |
3.522 |
0.306 |
8.3% |
0.144 |
3.9% |
53% |
False |
False |
44,184 |
10 |
3.828 |
3.281 |
0.547 |
14.8% |
0.142 |
3.8% |
74% |
False |
False |
47,160 |
20 |
3.828 |
3.281 |
0.547 |
14.8% |
0.143 |
3.9% |
74% |
False |
False |
64,851 |
40 |
3.828 |
2.764 |
1.064 |
28.9% |
0.123 |
3.3% |
86% |
False |
False |
54,358 |
60 |
3.828 |
2.764 |
1.064 |
28.9% |
0.115 |
3.1% |
86% |
False |
False |
49,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.468 |
2.618 |
4.213 |
1.618 |
4.057 |
1.000 |
3.961 |
0.618 |
3.901 |
HIGH |
3.805 |
0.618 |
3.745 |
0.500 |
3.727 |
0.382 |
3.709 |
LOW |
3.649 |
0.618 |
3.553 |
1.000 |
3.493 |
1.618 |
3.397 |
2.618 |
3.241 |
4.250 |
2.986 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
3.727 |
3.722 |
PP |
3.713 |
3.709 |
S1 |
3.698 |
3.697 |
|