NYMEX Natural Gas Future May 2017
Trading Metrics calculated at close of trading on 23-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
3.147 |
3.085 |
-0.062 |
-2.0% |
3.149 |
High |
3.156 |
3.142 |
-0.014 |
-0.4% |
3.149 |
Low |
3.069 |
3.056 |
-0.013 |
-0.4% |
2.943 |
Close |
3.073 |
3.131 |
0.058 |
1.9% |
3.004 |
Range |
0.087 |
0.086 |
-0.001 |
-1.1% |
0.206 |
ATR |
0.101 |
0.099 |
-0.001 |
-1.0% |
0.000 |
Volume |
102,135 |
120,259 |
18,124 |
17.7% |
402,024 |
|
Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.368 |
3.335 |
3.178 |
|
R3 |
3.282 |
3.249 |
3.155 |
|
R2 |
3.196 |
3.196 |
3.147 |
|
R1 |
3.163 |
3.163 |
3.139 |
3.180 |
PP |
3.110 |
3.110 |
3.110 |
3.118 |
S1 |
3.077 |
3.077 |
3.123 |
3.094 |
S2 |
3.024 |
3.024 |
3.115 |
|
S3 |
2.938 |
2.991 |
3.107 |
|
S4 |
2.852 |
2.905 |
3.084 |
|
|
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 |
7.2% |
0.099 |
3.2% |
84% |
False |
False |
92,822 |
10 |
3.167 |
2.943 |
0.224 |
7.2% |
0.096 |
3.1% |
84% |
False |
False |
90,684 |
20 |
3.167 |
2.739 |
0.428 |
13.7% |
0.092 |
2.9% |
92% |
False |
False |
85,034 |
40 |
3.507 |
2.737 |
0.770 |
24.6% |
0.096 |
3.1% |
51% |
False |
False |
68,068 |
60 |
3.603 |
2.737 |
0.866 |
27.7% |
0.102 |
3.3% |
45% |
False |
False |
56,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.508 |
2.618 |
3.367 |
1.618 |
3.281 |
1.000 |
3.228 |
0.618 |
3.195 |
HIGH |
3.142 |
0.618 |
3.109 |
0.500 |
3.099 |
0.382 |
3.089 |
LOW |
3.056 |
0.618 |
3.003 |
1.000 |
2.970 |
1.618 |
2.917 |
2.618 |
2.831 |
4.250 |
2.691 |
|
|
Fisher Pivots for day following 23-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
3.120 |
3.125 |
PP |
3.110 |
3.118 |
S1 |
3.099 |
3.112 |
|