NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2.779 |
2.867 |
0.088 |
3.2% |
2.980 |
| High |
2.879 |
2.936 |
0.057 |
2.0% |
2.980 |
| Low |
2.739 |
2.841 |
0.102 |
3.7% |
2.737 |
| Close |
2.870 |
2.909 |
0.039 |
1.4% |
2.868 |
| Range |
0.140 |
0.095 |
-0.045 |
-32.1% |
0.243 |
| ATR |
0.112 |
0.110 |
-0.001 |
-1.1% |
0.000 |
| Volume |
65,811 |
94,664 |
28,853 |
43.8% |
216,075 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.180 |
3.140 |
2.961 |
|
| R3 |
3.085 |
3.045 |
2.935 |
|
| R2 |
2.990 |
2.990 |
2.926 |
|
| R1 |
2.950 |
2.950 |
2.918 |
2.970 |
| PP |
2.895 |
2.895 |
2.895 |
2.906 |
| S1 |
2.855 |
2.855 |
2.900 |
2.875 |
| S2 |
2.800 |
2.800 |
2.892 |
|
| S3 |
2.705 |
2.760 |
2.883 |
|
| S4 |
2.610 |
2.665 |
2.857 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.591 |
3.472 |
3.002 |
|
| R3 |
3.348 |
3.229 |
2.935 |
|
| R2 |
3.105 |
3.105 |
2.913 |
|
| R1 |
2.986 |
2.986 |
2.890 |
2.924 |
| PP |
2.862 |
2.862 |
2.862 |
2.831 |
| S1 |
2.743 |
2.743 |
2.846 |
2.681 |
| S2 |
2.619 |
2.619 |
2.823 |
|
| S3 |
2.376 |
2.500 |
2.801 |
|
| S4 |
2.133 |
2.257 |
2.734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.936 |
2.739 |
0.197 |
6.8% |
0.096 |
3.3% |
86% |
True |
False |
59,256 |
| 10 |
3.165 |
2.737 |
0.428 |
14.7% |
0.101 |
3.5% |
40% |
False |
False |
54,355 |
| 20 |
3.311 |
2.737 |
0.574 |
19.7% |
0.097 |
3.3% |
30% |
False |
False |
55,318 |
| 40 |
3.507 |
2.737 |
0.770 |
26.5% |
0.109 |
3.7% |
22% |
False |
False |
45,954 |
| 60 |
3.603 |
2.737 |
0.866 |
29.8% |
0.105 |
3.6% |
20% |
False |
False |
39,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.340 |
|
2.618 |
3.185 |
|
1.618 |
3.090 |
|
1.000 |
3.031 |
|
0.618 |
2.995 |
|
HIGH |
2.936 |
|
0.618 |
2.900 |
|
0.500 |
2.889 |
|
0.382 |
2.877 |
|
LOW |
2.841 |
|
0.618 |
2.782 |
|
1.000 |
2.746 |
|
1.618 |
2.687 |
|
2.618 |
2.592 |
|
4.250 |
2.437 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.902 |
2.885 |
| PP |
2.895 |
2.861 |
| S1 |
2.889 |
2.838 |
|