NYMEX Natural Gas Future March 2017
Trading Metrics calculated at close of trading on 04-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3.536 |
3.310 |
-0.226 |
-6.4% |
3.700 |
High |
3.536 |
3.348 |
-0.188 |
-5.3% |
3.828 |
Low |
3.262 |
3.224 |
-0.038 |
-1.2% |
3.615 |
Close |
3.317 |
3.249 |
-0.068 |
-2.1% |
3.684 |
Range |
0.274 |
0.124 |
-0.150 |
-54.7% |
0.213 |
ATR |
0.163 |
0.160 |
-0.003 |
-1.7% |
0.000 |
Volume |
99,836 |
66,857 |
-32,979 |
-33.0% |
184,682 |
|
Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.646 |
3.571 |
3.317 |
|
R3 |
3.522 |
3.447 |
3.283 |
|
R2 |
3.398 |
3.398 |
3.272 |
|
R1 |
3.323 |
3.323 |
3.260 |
3.299 |
PP |
3.274 |
3.274 |
3.274 |
3.261 |
S1 |
3.199 |
3.199 |
3.238 |
3.175 |
S2 |
3.150 |
3.150 |
3.226 |
|
S3 |
3.026 |
3.075 |
3.215 |
|
S4 |
2.902 |
2.951 |
3.181 |
|
|
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 |
3.224 |
0.604 |
18.6% |
0.174 |
5.4% |
4% |
False |
True |
63,339 |
10 |
3.828 |
3.224 |
0.604 |
18.6% |
0.162 |
5.0% |
4% |
False |
True |
55,193 |
20 |
3.828 |
3.224 |
0.604 |
18.6% |
0.146 |
4.5% |
4% |
False |
True |
67,509 |
40 |
3.828 |
2.764 |
1.064 |
32.7% |
0.129 |
4.0% |
46% |
False |
False |
56,752 |
60 |
3.828 |
2.764 |
1.064 |
32.7% |
0.119 |
3.7% |
46% |
False |
False |
50,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.875 |
2.618 |
3.673 |
1.618 |
3.549 |
1.000 |
3.472 |
0.618 |
3.425 |
HIGH |
3.348 |
0.618 |
3.301 |
0.500 |
3.286 |
0.382 |
3.271 |
LOW |
3.224 |
0.618 |
3.147 |
1.000 |
3.100 |
1.618 |
3.023 |
2.618 |
2.899 |
4.250 |
2.697 |
|
|
Fisher Pivots for day following 04-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3.286 |
3.515 |
PP |
3.274 |
3.426 |
S1 |
3.261 |
3.338 |
|