NYMEX Natural Gas Future May 2017
Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
2.972 |
3.134 |
0.162 |
5.5% |
3.149 |
High |
3.136 |
3.167 |
0.031 |
1.0% |
3.149 |
Low |
2.966 |
3.090 |
0.124 |
4.2% |
2.943 |
Close |
3.098 |
3.155 |
0.057 |
1.8% |
3.004 |
Range |
0.170 |
0.077 |
-0.093 |
-54.7% |
0.206 |
ATR |
0.103 |
0.102 |
-0.002 |
-1.8% |
0.000 |
Volume |
80,301 |
104,055 |
23,754 |
29.6% |
402,024 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.368 |
3.339 |
3.197 |
|
R3 |
3.291 |
3.262 |
3.176 |
|
R2 |
3.214 |
3.214 |
3.169 |
|
R1 |
3.185 |
3.185 |
3.162 |
3.200 |
PP |
3.137 |
3.137 |
3.137 |
3.145 |
S1 |
3.108 |
3.108 |
3.148 |
3.123 |
S2 |
3.060 |
3.060 |
3.141 |
|
S3 |
2.983 |
3.031 |
3.134 |
|
S4 |
2.906 |
2.954 |
3.113 |
|
|
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 |
3.167 |
2.943 |
0.224 |
7.1% |
0.097 |
3.1% |
95% |
True |
False |
81,152 |
10 |
3.167 |
2.930 |
0.237 |
7.5% |
0.097 |
3.1% |
95% |
True |
False |
89,356 |
20 |
3.167 |
2.737 |
0.430 |
13.6% |
0.094 |
3.0% |
97% |
True |
False |
78,982 |
40 |
3.507 |
2.737 |
0.770 |
24.4% |
0.096 |
3.0% |
54% |
False |
False |
63,651 |
60 |
3.603 |
2.737 |
0.866 |
27.4% |
0.103 |
3.3% |
48% |
False |
False |
53,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.494 |
2.618 |
3.369 |
1.618 |
3.292 |
1.000 |
3.244 |
0.618 |
3.215 |
HIGH |
3.167 |
0.618 |
3.138 |
0.500 |
3.129 |
0.382 |
3.119 |
LOW |
3.090 |
0.618 |
3.042 |
1.000 |
3.013 |
1.618 |
2.965 |
2.618 |
2.888 |
4.250 |
2.763 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3.146 |
3.122 |
PP |
3.137 |
3.088 |
S1 |
3.129 |
3.055 |
|