NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2.867 |
2.904 |
0.037 |
1.3% |
2.980 |
| High |
2.936 |
2.938 |
0.002 |
0.1% |
2.980 |
| Low |
2.841 |
2.836 |
-0.005 |
-0.2% |
2.737 |
| Close |
2.909 |
2.914 |
0.005 |
0.2% |
2.868 |
| Range |
0.095 |
0.102 |
0.007 |
7.4% |
0.243 |
| ATR |
0.110 |
0.110 |
-0.001 |
-0.5% |
0.000 |
| Volume |
94,664 |
76,960 |
-17,704 |
-18.7% |
216,075 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.202 |
3.160 |
2.970 |
|
| R3 |
3.100 |
3.058 |
2.942 |
|
| R2 |
2.998 |
2.998 |
2.933 |
|
| R1 |
2.956 |
2.956 |
2.923 |
2.977 |
| PP |
2.896 |
2.896 |
2.896 |
2.907 |
| S1 |
2.854 |
2.854 |
2.905 |
2.875 |
| S2 |
2.794 |
2.794 |
2.895 |
|
| S3 |
2.692 |
2.752 |
2.886 |
|
| S4 |
2.590 |
2.650 |
2.858 |
|
|
| 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 |
2.938 |
2.739 |
0.199 |
6.8% |
0.092 |
3.2% |
88% |
True |
False |
65,053 |
| 10 |
3.138 |
2.737 |
0.401 |
13.8% |
0.105 |
3.6% |
44% |
False |
False |
57,921 |
| 20 |
3.311 |
2.737 |
0.574 |
19.7% |
0.098 |
3.4% |
31% |
False |
False |
56,983 |
| 40 |
3.507 |
2.737 |
0.770 |
26.4% |
0.107 |
3.7% |
23% |
False |
False |
46,691 |
| 60 |
3.603 |
2.737 |
0.866 |
29.7% |
0.105 |
3.6% |
20% |
False |
False |
40,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.372 |
|
2.618 |
3.205 |
|
1.618 |
3.103 |
|
1.000 |
3.040 |
|
0.618 |
3.001 |
|
HIGH |
2.938 |
|
0.618 |
2.899 |
|
0.500 |
2.887 |
|
0.382 |
2.875 |
|
LOW |
2.836 |
|
0.618 |
2.773 |
|
1.000 |
2.734 |
|
1.618 |
2.671 |
|
2.618 |
2.569 |
|
4.250 |
2.403 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.905 |
2.889 |
| PP |
2.896 |
2.864 |
| S1 |
2.887 |
2.839 |
|