NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.169 |
3.210 |
0.041 |
1.3% |
2.972 |
| High |
3.253 |
3.237 |
-0.016 |
-0.5% |
3.167 |
| Low |
3.161 |
3.141 |
-0.020 |
-0.6% |
2.966 |
| Close |
3.231 |
3.191 |
-0.040 |
-1.2% |
3.153 |
| Range |
0.092 |
0.096 |
0.004 |
4.3% |
0.201 |
| ATR |
0.096 |
0.096 |
0.000 |
0.0% |
0.000 |
| Volume |
158,644 |
133,288 |
-25,356 |
-16.0% |
496,434 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.478 |
3.430 |
3.244 |
|
| R3 |
3.382 |
3.334 |
3.217 |
|
| R2 |
3.286 |
3.286 |
3.209 |
|
| R1 |
3.238 |
3.238 |
3.200 |
3.214 |
| PP |
3.190 |
3.190 |
3.190 |
3.178 |
| S1 |
3.142 |
3.142 |
3.182 |
3.118 |
| S2 |
3.094 |
3.094 |
3.173 |
|
| S3 |
2.998 |
3.046 |
3.165 |
|
| S4 |
2.902 |
2.950 |
3.138 |
|
|
| 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 |
3.091 |
0.162 |
5.1% |
0.087 |
2.7% |
62% |
False |
False |
129,457 |
| 10 |
3.253 |
2.943 |
0.310 |
9.7% |
0.093 |
2.9% |
80% |
False |
False |
111,140 |
| 20 |
3.253 |
2.878 |
0.375 |
11.8% |
0.091 |
2.8% |
83% |
False |
False |
101,135 |
| 40 |
3.311 |
2.737 |
0.574 |
18.0% |
0.094 |
2.9% |
79% |
False |
False |
79,059 |
| 60 |
3.507 |
2.737 |
0.770 |
24.1% |
0.101 |
3.2% |
59% |
False |
False |
64,839 |
| 80 |
3.603 |
2.737 |
0.866 |
27.1% |
0.101 |
3.2% |
52% |
False |
False |
55,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.645 |
|
2.618 |
3.488 |
|
1.618 |
3.392 |
|
1.000 |
3.333 |
|
0.618 |
3.296 |
|
HIGH |
3.237 |
|
0.618 |
3.200 |
|
0.500 |
3.189 |
|
0.382 |
3.178 |
|
LOW |
3.141 |
|
0.618 |
3.082 |
|
1.000 |
3.045 |
|
1.618 |
2.986 |
|
2.618 |
2.890 |
|
4.250 |
2.733 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.190 |
3.185 |
| PP |
3.190 |
3.178 |
| S1 |
3.189 |
3.172 |
|