NYMEX Natural Gas Future April 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.080 |
3.082 |
0.002 |
0.1% |
3.083 |
| High |
3.113 |
3.095 |
-0.018 |
-0.6% |
3.089 |
| Low |
3.033 |
3.007 |
-0.026 |
-0.9% |
2.882 |
| Close |
3.093 |
3.011 |
-0.082 |
-2.7% |
2.948 |
| Range |
0.080 |
0.088 |
0.008 |
10.0% |
0.207 |
| ATR |
0.108 |
0.106 |
-0.001 |
-1.3% |
0.000 |
| Volume |
138,763 |
125,475 |
-13,288 |
-9.6% |
694,588 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.244 |
3.059 |
|
| R3 |
3.214 |
3.156 |
3.035 |
|
| R2 |
3.126 |
3.126 |
3.027 |
|
| R1 |
3.068 |
3.068 |
3.019 |
3.053 |
| PP |
3.038 |
3.038 |
3.038 |
3.030 |
| S1 |
2.980 |
2.980 |
3.003 |
2.965 |
| S2 |
2.950 |
2.950 |
2.995 |
|
| S3 |
2.862 |
2.892 |
2.987 |
|
| S4 |
2.774 |
2.804 |
2.963 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.594 |
3.478 |
3.062 |
|
| R3 |
3.387 |
3.271 |
3.005 |
|
| R2 |
3.180 |
3.180 |
2.986 |
|
| R1 |
3.064 |
3.064 |
2.967 |
3.019 |
| PP |
2.973 |
2.973 |
2.973 |
2.950 |
| S1 |
2.857 |
2.857 |
2.929 |
2.812 |
| S2 |
2.766 |
2.766 |
2.910 |
|
| S3 |
2.559 |
2.650 |
2.891 |
|
| S4 |
2.352 |
2.443 |
2.834 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.113 |
2.882 |
0.231 |
7.7% |
0.104 |
3.5% |
56% |
False |
False |
135,173 |
| 10 |
3.113 |
2.882 |
0.231 |
7.7% |
0.102 |
3.4% |
56% |
False |
False |
143,378 |
| 20 |
3.113 |
2.653 |
0.460 |
15.3% |
0.097 |
3.2% |
78% |
False |
False |
158,480 |
| 40 |
3.499 |
2.641 |
0.858 |
28.5% |
0.101 |
3.3% |
43% |
False |
False |
127,423 |
| 60 |
3.652 |
2.641 |
1.011 |
33.6% |
0.110 |
3.6% |
37% |
False |
False |
101,741 |
| 80 |
3.652 |
2.641 |
1.011 |
33.6% |
0.108 |
3.6% |
37% |
False |
False |
89,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.469 |
|
2.618 |
3.325 |
|
1.618 |
3.237 |
|
1.000 |
3.183 |
|
0.618 |
3.149 |
|
HIGH |
3.095 |
|
0.618 |
3.061 |
|
0.500 |
3.051 |
|
0.382 |
3.041 |
|
LOW |
3.007 |
|
0.618 |
2.953 |
|
1.000 |
2.919 |
|
1.618 |
2.865 |
|
2.618 |
2.777 |
|
4.250 |
2.633 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.051 |
3.010 |
| PP |
3.038 |
3.009 |
| S1 |
3.024 |
3.008 |
|