NYMEX Natural Gas Future May 2017
Trading Metrics calculated at close of trading on 20-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
2.977 |
2.972 |
-0.005 |
-0.2% |
3.149 |
High |
3.020 |
3.136 |
0.116 |
3.8% |
3.149 |
Low |
2.943 |
2.966 |
0.023 |
0.8% |
2.943 |
Close |
3.004 |
3.098 |
0.094 |
3.1% |
3.004 |
Range |
0.077 |
0.170 |
0.093 |
120.8% |
0.206 |
ATR |
0.098 |
0.103 |
0.005 |
5.2% |
0.000 |
Volume |
57,364 |
80,301 |
22,937 |
40.0% |
402,024 |
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.577 |
3.507 |
3.192 |
|
R3 |
3.407 |
3.337 |
3.145 |
|
R2 |
3.237 |
3.237 |
3.129 |
|
R1 |
3.167 |
3.167 |
3.114 |
3.202 |
PP |
3.067 |
3.067 |
3.067 |
3.084 |
S1 |
2.997 |
2.997 |
3.082 |
3.032 |
S2 |
2.897 |
2.897 |
3.067 |
|
S3 |
2.727 |
2.827 |
3.051 |
|
S4 |
2.557 |
2.657 |
3.005 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.650 |
3.533 |
3.117 |
|
R3 |
3.444 |
3.327 |
3.061 |
|
R2 |
3.238 |
3.238 |
3.042 |
|
R1 |
3.121 |
3.121 |
3.023 |
3.077 |
PP |
3.032 |
3.032 |
3.032 |
3.010 |
S1 |
2.915 |
2.915 |
2.985 |
2.871 |
S2 |
2.826 |
2.826 |
2.966 |
|
S3 |
2.620 |
2.709 |
2.947 |
|
S4 |
2.414 |
2.503 |
2.891 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.136 |
2.943 |
0.193 |
6.2% |
0.108 |
3.5% |
80% |
True |
False |
77,168 |
10 |
3.149 |
2.909 |
0.240 |
7.7% |
0.095 |
3.1% |
79% |
False |
False |
87,042 |
20 |
3.149 |
2.737 |
0.412 |
13.3% |
0.101 |
3.2% |
88% |
False |
False |
77,268 |
40 |
3.507 |
2.737 |
0.770 |
24.9% |
0.097 |
3.1% |
47% |
False |
False |
61,594 |
60 |
3.603 |
2.737 |
0.866 |
28.0% |
0.104 |
3.4% |
42% |
False |
False |
51,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.859 |
2.618 |
3.581 |
1.618 |
3.411 |
1.000 |
3.306 |
0.618 |
3.241 |
HIGH |
3.136 |
0.618 |
3.071 |
0.500 |
3.051 |
0.382 |
3.031 |
LOW |
2.966 |
0.618 |
2.861 |
1.000 |
2.796 |
1.618 |
2.691 |
2.618 |
2.521 |
4.250 |
2.244 |
|
|
Fisher Pivots for day following 20-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3.082 |
3.079 |
PP |
3.067 |
3.059 |
S1 |
3.051 |
3.040 |
|