NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.191 |
3.125 |
-0.066 |
-2.1% |
2.972 |
| High |
3.208 |
3.188 |
-0.020 |
-0.6% |
3.167 |
| Low |
3.124 |
3.091 |
-0.033 |
-1.1% |
2.966 |
| Close |
3.131 |
3.177 |
0.046 |
1.5% |
3.153 |
| Range |
0.084 |
0.097 |
0.013 |
15.5% |
0.201 |
| ATR |
0.096 |
0.096 |
0.000 |
0.1% |
0.000 |
| Volume |
112,699 |
152,971 |
40,272 |
35.7% |
496,434 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.443 |
3.407 |
3.230 |
|
| R3 |
3.346 |
3.310 |
3.204 |
|
| R2 |
3.249 |
3.249 |
3.195 |
|
| R1 |
3.213 |
3.213 |
3.186 |
3.231 |
| PP |
3.152 |
3.152 |
3.152 |
3.161 |
| S1 |
3.116 |
3.116 |
3.168 |
3.134 |
| S2 |
3.055 |
3.055 |
3.159 |
|
| S3 |
2.958 |
3.019 |
3.150 |
|
| S4 |
2.861 |
2.922 |
3.124 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.698 |
3.627 |
3.264 |
|
| R3 |
3.497 |
3.426 |
3.208 |
|
| R2 |
3.296 |
3.296 |
3.190 |
|
| R1 |
3.225 |
3.225 |
3.171 |
3.261 |
| PP |
3.095 |
3.095 |
3.095 |
3.113 |
| S1 |
3.024 |
3.024 |
3.135 |
3.060 |
| S2 |
2.894 |
2.894 |
3.116 |
|
| S3 |
2.693 |
2.823 |
3.098 |
|
| S4 |
2.492 |
2.622 |
3.042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.208 |
3.056 |
0.152 |
4.8% |
0.084 |
2.7% |
80% |
False |
False |
115,549 |
| 10 |
3.208 |
2.943 |
0.265 |
8.3% |
0.091 |
2.9% |
88% |
False |
False |
98,350 |
| 20 |
3.208 |
2.836 |
0.372 |
11.7% |
0.091 |
2.9% |
92% |
False |
False |
95,119 |
| 40 |
3.311 |
2.737 |
0.574 |
18.1% |
0.094 |
3.0% |
77% |
False |
False |
74,114 |
| 60 |
3.593 |
2.737 |
0.856 |
26.9% |
0.103 |
3.2% |
51% |
False |
False |
61,056 |
| 80 |
3.603 |
2.737 |
0.866 |
27.3% |
0.101 |
3.2% |
51% |
False |
False |
52,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.600 |
|
2.618 |
3.442 |
|
1.618 |
3.345 |
|
1.000 |
3.285 |
|
0.618 |
3.248 |
|
HIGH |
3.188 |
|
0.618 |
3.151 |
|
0.500 |
3.140 |
|
0.382 |
3.128 |
|
LOW |
3.091 |
|
0.618 |
3.031 |
|
1.000 |
2.994 |
|
1.618 |
2.934 |
|
2.618 |
2.837 |
|
4.250 |
2.679 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.165 |
3.168 |
| PP |
3.152 |
3.159 |
| S1 |
3.140 |
3.150 |
|