NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
3.224 |
3.134 |
-0.090 |
-2.8% |
3.187 |
| High |
3.235 |
3.228 |
-0.007 |
-0.2% |
3.498 |
| Low |
3.110 |
3.113 |
0.003 |
0.1% |
3.169 |
| Close |
3.117 |
3.168 |
0.051 |
1.6% |
3.358 |
| Range |
0.125 |
0.115 |
-0.010 |
-8.0% |
0.329 |
| ATR |
0.146 |
0.144 |
-0.002 |
-1.5% |
0.000 |
| Volume |
198,006 |
136,176 |
-61,830 |
-31.2% |
704,309 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.515 |
3.456 |
3.231 |
|
| R3 |
3.400 |
3.341 |
3.200 |
|
| R2 |
3.285 |
3.285 |
3.189 |
|
| R1 |
3.226 |
3.226 |
3.179 |
3.256 |
| PP |
3.170 |
3.170 |
3.170 |
3.184 |
| S1 |
3.111 |
3.111 |
3.157 |
3.141 |
| S2 |
3.055 |
3.055 |
3.147 |
|
| S3 |
2.940 |
2.996 |
3.136 |
|
| S4 |
2.825 |
2.881 |
3.105 |
|
|
| 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 |
3.110 |
0.388 |
12.2% |
0.132 |
4.2% |
15% |
False |
False |
173,395 |
| 10 |
3.498 |
3.110 |
0.388 |
12.2% |
0.124 |
3.9% |
15% |
False |
False |
137,317 |
| 20 |
3.498 |
3.110 |
0.388 |
12.2% |
0.136 |
4.3% |
15% |
False |
False |
117,018 |
| 40 |
3.828 |
3.110 |
0.718 |
22.7% |
0.142 |
4.5% |
8% |
False |
False |
92,288 |
| 60 |
3.828 |
2.764 |
1.064 |
33.6% |
0.130 |
4.1% |
38% |
False |
False |
76,196 |
| 80 |
3.828 |
2.764 |
1.064 |
33.6% |
0.123 |
3.9% |
38% |
False |
False |
67,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.717 |
|
2.618 |
3.529 |
|
1.618 |
3.414 |
|
1.000 |
3.343 |
|
0.618 |
3.299 |
|
HIGH |
3.228 |
|
0.618 |
3.184 |
|
0.500 |
3.171 |
|
0.382 |
3.157 |
|
LOW |
3.113 |
|
0.618 |
3.042 |
|
1.000 |
2.998 |
|
1.618 |
2.927 |
|
2.618 |
2.812 |
|
4.250 |
2.624 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.171 |
3.226 |
| PP |
3.170 |
3.207 |
| S1 |
3.169 |
3.187 |
|