NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.007 |
3.031 |
0.024 |
0.8% |
3.016 |
| High |
3.063 |
3.038 |
-0.025 |
-0.8% |
3.106 |
| Low |
2.985 |
2.955 |
-0.030 |
-1.0% |
2.909 |
| Close |
3.040 |
2.967 |
-0.073 |
-2.4% |
3.074 |
| Range |
0.078 |
0.083 |
0.005 |
6.4% |
0.197 |
| ATR |
0.101 |
0.100 |
-0.001 |
-1.1% |
0.000 |
| Volume |
73,647 |
90,394 |
16,747 |
22.7% |
488,345 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.236 |
3.184 |
3.013 |
|
| R3 |
3.153 |
3.101 |
2.990 |
|
| R2 |
3.070 |
3.070 |
2.982 |
|
| R1 |
3.018 |
3.018 |
2.975 |
3.003 |
| PP |
2.987 |
2.987 |
2.987 |
2.979 |
| S1 |
2.935 |
2.935 |
2.959 |
2.920 |
| S2 |
2.904 |
2.904 |
2.952 |
|
| S3 |
2.821 |
2.852 |
2.944 |
|
| S4 |
2.738 |
2.769 |
2.921 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.621 |
3.544 |
3.182 |
|
| R3 |
3.424 |
3.347 |
3.128 |
|
| R2 |
3.227 |
3.227 |
3.110 |
|
| R1 |
3.150 |
3.150 |
3.092 |
3.189 |
| PP |
3.030 |
3.030 |
3.030 |
3.049 |
| S1 |
2.953 |
2.953 |
3.056 |
2.992 |
| S2 |
2.833 |
2.833 |
3.038 |
|
| S3 |
2.636 |
2.756 |
3.020 |
|
| S4 |
2.439 |
2.559 |
2.966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.149 |
2.955 |
0.194 |
6.5% |
0.092 |
3.1% |
6% |
False |
True |
88,546 |
| 10 |
3.149 |
2.878 |
0.271 |
9.1% |
0.088 |
3.0% |
33% |
False |
False |
91,130 |
| 20 |
3.149 |
2.737 |
0.412 |
13.9% |
0.096 |
3.2% |
56% |
False |
False |
74,525 |
| 40 |
3.507 |
2.737 |
0.770 |
26.0% |
0.097 |
3.3% |
30% |
False |
False |
59,903 |
| 60 |
3.603 |
2.737 |
0.866 |
29.2% |
0.104 |
3.5% |
27% |
False |
False |
50,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.391 |
|
2.618 |
3.255 |
|
1.618 |
3.172 |
|
1.000 |
3.121 |
|
0.618 |
3.089 |
|
HIGH |
3.038 |
|
0.618 |
3.006 |
|
0.500 |
2.997 |
|
0.382 |
2.987 |
|
LOW |
2.955 |
|
0.618 |
2.904 |
|
1.000 |
2.872 |
|
1.618 |
2.821 |
|
2.618 |
2.738 |
|
4.250 |
2.602 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2.997 |
3.037 |
| PP |
2.987 |
3.013 |
| S1 |
2.977 |
2.990 |
|