NYMEX Natural Gas Future May 2017


Trading Metrics calculated at close of trading on 29-Mar-2017
Day Change Summary
Previous Current
28-Mar-2017 29-Mar-2017 Change Change % Previous Week
Open 3.125 3.169 0.044 1.4% 2.972
High 3.188 3.253 0.065 2.0% 3.167
Low 3.091 3.161 0.070 2.3% 2.966
Close 3.177 3.231 0.054 1.7% 3.153
Range 0.097 0.092 -0.005 -5.2% 0.201
ATR 0.096 0.096 0.000 -0.3% 0.000
Volume 152,971 158,644 5,673 3.7% 496,434
Daily Pivots for day following 29-Mar-2017
Classic Woodie Camarilla DeMark
R4 3.491 3.453 3.282
R3 3.399 3.361 3.256
R2 3.307 3.307 3.248
R1 3.269 3.269 3.239 3.288
PP 3.215 3.215 3.215 3.225
S1 3.177 3.177 3.223 3.196
S2 3.123 3.123 3.214
S3 3.031 3.085 3.206
S4 2.939 2.993 3.180
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 3.253 3.056 0.197 6.1% 0.085 2.6% 89% True False 126,851
10 3.253 2.943 0.310 9.6% 0.092 2.8% 93% True False 106,850
20 3.253 2.836 0.417 12.9% 0.091 2.8% 95% True False 98,318
40 3.311 2.737 0.574 17.8% 0.094 2.9% 86% False False 76,818
60 3.507 2.737 0.770 23.8% 0.103 3.2% 64% False False 63,409
80 3.603 2.737 0.866 26.8% 0.101 3.1% 57% False False 54,018
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.644
2.618 3.494
1.618 3.402
1.000 3.345
0.618 3.310
HIGH 3.253
0.618 3.218
0.500 3.207
0.382 3.196
LOW 3.161
0.618 3.104
1.000 3.069
1.618 3.012
2.618 2.920
4.250 2.770
Fisher Pivots for day following 29-Mar-2017
Pivot 1 day 3 day
R1 3.223 3.211
PP 3.215 3.192
S1 3.207 3.172

These figures are updated between 7pm and 10pm EST after a trading day.

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