NYMEX Natural Gas Future March 2017
Trading Metrics calculated at close of trading on 27-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
3.381 |
3.365 |
-0.016 |
-0.5% |
3.187 |
High |
3.498 |
3.415 |
-0.083 |
-2.4% |
3.498 |
Low |
3.363 |
3.258 |
-0.105 |
-3.1% |
3.169 |
Close |
3.397 |
3.358 |
-0.039 |
-1.1% |
3.358 |
Range |
0.135 |
0.157 |
0.022 |
16.3% |
0.329 |
ATR |
0.147 |
0.148 |
0.001 |
0.5% |
0.000 |
Volume |
208,539 |
188,600 |
-19,939 |
-9.6% |
704,309 |
|
Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.815 |
3.743 |
3.444 |
|
R3 |
3.658 |
3.586 |
3.401 |
|
R2 |
3.501 |
3.501 |
3.387 |
|
R1 |
3.429 |
3.429 |
3.372 |
3.387 |
PP |
3.344 |
3.344 |
3.344 |
3.322 |
S1 |
3.272 |
3.272 |
3.344 |
3.230 |
S2 |
3.187 |
3.187 |
3.329 |
|
S3 |
3.030 |
3.115 |
3.315 |
|
S4 |
2.873 |
2.958 |
3.272 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.329 |
4.172 |
3.539 |
|
R3 |
4.000 |
3.843 |
3.448 |
|
R2 |
3.671 |
3.671 |
3.418 |
|
R1 |
3.514 |
3.514 |
3.388 |
3.593 |
PP |
3.342 |
3.342 |
3.342 |
3.381 |
S1 |
3.185 |
3.185 |
3.328 |
3.264 |
S2 |
3.013 |
3.013 |
3.298 |
|
S3 |
2.684 |
2.856 |
3.268 |
|
S4 |
2.355 |
2.527 |
3.177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.498 |
3.169 |
0.329 |
9.8% |
0.119 |
3.6% |
57% |
False |
False |
140,861 |
10 |
3.498 |
3.169 |
0.329 |
9.8% |
0.126 |
3.8% |
57% |
False |
False |
121,042 |
20 |
3.809 |
3.110 |
0.699 |
20.8% |
0.144 |
4.3% |
35% |
False |
False |
103,019 |
40 |
3.828 |
3.110 |
0.718 |
21.4% |
0.144 |
4.3% |
35% |
False |
False |
85,863 |
60 |
3.828 |
2.764 |
1.064 |
31.7% |
0.130 |
3.9% |
56% |
False |
False |
71,305 |
80 |
3.828 |
2.764 |
1.064 |
31.7% |
0.122 |
3.6% |
56% |
False |
False |
62,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.082 |
2.618 |
3.826 |
1.618 |
3.669 |
1.000 |
3.572 |
0.618 |
3.512 |
HIGH |
3.415 |
0.618 |
3.355 |
0.500 |
3.337 |
0.382 |
3.318 |
LOW |
3.258 |
0.618 |
3.161 |
1.000 |
3.101 |
1.618 |
3.004 |
2.618 |
2.847 |
4.250 |
2.591 |
|
|
Fisher Pivots for day following 27-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
3.351 |
3.378 |
PP |
3.344 |
3.371 |
S1 |
3.337 |
3.365 |
|