NYMEX Natural Gas Future April 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.050 |
3.119 |
0.069 |
2.3% |
2.913 |
| High |
3.092 |
3.133 |
0.041 |
1.3% |
3.113 |
| Low |
3.016 |
3.043 |
0.027 |
0.9% |
2.902 |
| Close |
3.076 |
3.052 |
-0.024 |
-0.8% |
3.076 |
| Range |
0.076 |
0.090 |
0.014 |
18.4% |
0.211 |
| ATR |
0.102 |
0.101 |
-0.001 |
-0.9% |
0.000 |
| Volume |
102,120 |
59,543 |
-42,577 |
-41.7% |
647,490 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.346 |
3.289 |
3.102 |
|
| R3 |
3.256 |
3.199 |
3.077 |
|
| R2 |
3.166 |
3.166 |
3.069 |
|
| R1 |
3.109 |
3.109 |
3.060 |
3.093 |
| PP |
3.076 |
3.076 |
3.076 |
3.068 |
| S1 |
3.019 |
3.019 |
3.044 |
3.003 |
| S2 |
2.986 |
2.986 |
3.036 |
|
| S3 |
2.896 |
2.929 |
3.027 |
|
| S4 |
2.806 |
2.839 |
3.003 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.663 |
3.581 |
3.192 |
|
| R3 |
3.452 |
3.370 |
3.134 |
|
| R2 |
3.241 |
3.241 |
3.115 |
|
| R1 |
3.159 |
3.159 |
3.095 |
3.200 |
| PP |
3.030 |
3.030 |
3.030 |
3.051 |
| S1 |
2.948 |
2.948 |
3.057 |
2.989 |
| S2 |
2.819 |
2.819 |
3.037 |
|
| S3 |
2.608 |
2.737 |
3.018 |
|
| S4 |
2.397 |
2.526 |
2.960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.133 |
2.986 |
0.147 |
4.8% |
0.082 |
2.7% |
45% |
True |
False |
114,665 |
| 10 |
3.133 |
2.882 |
0.251 |
8.2% |
0.098 |
3.2% |
68% |
True |
False |
126,083 |
| 20 |
3.133 |
2.653 |
0.480 |
15.7% |
0.097 |
3.2% |
83% |
True |
False |
149,665 |
| 40 |
3.366 |
2.641 |
0.725 |
23.8% |
0.098 |
3.2% |
57% |
False |
False |
130,858 |
| 60 |
3.645 |
2.641 |
1.004 |
32.9% |
0.108 |
3.5% |
41% |
False |
False |
105,110 |
| 80 |
3.652 |
2.641 |
1.011 |
33.1% |
0.109 |
3.6% |
41% |
False |
False |
92,026 |
| 100 |
3.652 |
2.641 |
1.011 |
33.1% |
0.105 |
3.4% |
41% |
False |
False |
81,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.516 |
|
2.618 |
3.369 |
|
1.618 |
3.279 |
|
1.000 |
3.223 |
|
0.618 |
3.189 |
|
HIGH |
3.133 |
|
0.618 |
3.099 |
|
0.500 |
3.088 |
|
0.382 |
3.077 |
|
LOW |
3.043 |
|
0.618 |
2.987 |
|
1.000 |
2.953 |
|
1.618 |
2.897 |
|
2.618 |
2.807 |
|
4.250 |
2.661 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.088 |
3.060 |
| PP |
3.076 |
3.057 |
| S1 |
3.064 |
3.055 |
|