NYMEX Natural Gas Future March 2017
Trading Metrics calculated at close of trading on 05-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3.310 |
3.236 |
-0.074 |
-2.2% |
3.700 |
High |
3.348 |
3.332 |
-0.016 |
-0.5% |
3.828 |
Low |
3.224 |
3.165 |
-0.059 |
-1.8% |
3.615 |
Close |
3.249 |
3.268 |
0.019 |
0.6% |
3.684 |
Range |
0.124 |
0.167 |
0.043 |
34.7% |
0.213 |
ATR |
0.160 |
0.160 |
0.001 |
0.3% |
0.000 |
Volume |
66,857 |
84,512 |
17,655 |
26.4% |
184,682 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.756 |
3.679 |
3.360 |
|
R3 |
3.589 |
3.512 |
3.314 |
|
R2 |
3.422 |
3.422 |
3.299 |
|
R1 |
3.345 |
3.345 |
3.283 |
3.384 |
PP |
3.255 |
3.255 |
3.255 |
3.274 |
S1 |
3.178 |
3.178 |
3.253 |
3.217 |
S2 |
3.088 |
3.088 |
3.237 |
|
S3 |
2.921 |
3.011 |
3.222 |
|
S4 |
2.754 |
2.844 |
3.176 |
|
|
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 |
3.809 |
3.165 |
0.644 |
19.7% |
0.165 |
5.0% |
16% |
False |
True |
68,246 |
10 |
3.828 |
3.165 |
0.663 |
20.3% |
0.164 |
5.0% |
16% |
False |
True |
58,181 |
20 |
3.828 |
3.165 |
0.663 |
20.3% |
0.148 |
4.5% |
16% |
False |
True |
67,208 |
40 |
3.828 |
2.764 |
1.064 |
32.6% |
0.132 |
4.0% |
47% |
False |
False |
57,912 |
60 |
3.828 |
2.764 |
1.064 |
32.6% |
0.120 |
3.7% |
47% |
False |
False |
51,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.042 |
2.618 |
3.769 |
1.618 |
3.602 |
1.000 |
3.499 |
0.618 |
3.435 |
HIGH |
3.332 |
0.618 |
3.268 |
0.500 |
3.249 |
0.382 |
3.229 |
LOW |
3.165 |
0.618 |
3.062 |
1.000 |
2.998 |
1.618 |
2.895 |
2.618 |
2.728 |
4.250 |
2.455 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3.262 |
3.351 |
PP |
3.255 |
3.323 |
S1 |
3.249 |
3.296 |
|