NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
3.199 |
3.217 |
0.018 |
0.6% |
3.191 |
| High |
3.242 |
3.239 |
-0.003 |
-0.1% |
3.253 |
| Low |
3.163 |
3.125 |
-0.038 |
-1.2% |
3.091 |
| Close |
3.190 |
3.128 |
-0.062 |
-1.9% |
3.190 |
| Range |
0.079 |
0.114 |
0.035 |
44.3% |
0.162 |
| ATR |
0.095 |
0.096 |
0.001 |
1.5% |
0.000 |
| Volume |
114,819 |
124,588 |
9,769 |
8.5% |
672,421 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.506 |
3.431 |
3.191 |
|
| R3 |
3.392 |
3.317 |
3.159 |
|
| R2 |
3.278 |
3.278 |
3.149 |
|
| R1 |
3.203 |
3.203 |
3.138 |
3.184 |
| PP |
3.164 |
3.164 |
3.164 |
3.154 |
| S1 |
3.089 |
3.089 |
3.118 |
3.070 |
| S2 |
3.050 |
3.050 |
3.107 |
|
| S3 |
2.936 |
2.975 |
3.097 |
|
| S4 |
2.822 |
2.861 |
3.065 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.664 |
3.589 |
3.279 |
|
| R3 |
3.502 |
3.427 |
3.235 |
|
| R2 |
3.340 |
3.340 |
3.220 |
|
| R1 |
3.265 |
3.265 |
3.205 |
3.222 |
| PP |
3.178 |
3.178 |
3.178 |
3.156 |
| S1 |
3.103 |
3.103 |
3.175 |
3.060 |
| S2 |
3.016 |
3.016 |
3.160 |
|
| S3 |
2.854 |
2.941 |
3.145 |
|
| S4 |
2.692 |
2.779 |
3.101 |
|
|
| 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 |
5.2% |
0.096 |
3.1% |
23% |
False |
False |
136,862 |
| 10 |
3.253 |
3.056 |
0.197 |
6.3% |
0.088 |
2.8% |
37% |
False |
False |
121,314 |
| 20 |
3.253 |
2.909 |
0.344 |
11.0% |
0.092 |
2.9% |
64% |
False |
False |
104,178 |
| 40 |
3.311 |
2.737 |
0.574 |
18.4% |
0.092 |
3.0% |
68% |
False |
False |
82,590 |
| 60 |
3.507 |
2.737 |
0.770 |
24.6% |
0.101 |
3.2% |
51% |
False |
False |
67,436 |
| 80 |
3.603 |
2.737 |
0.866 |
27.7% |
0.101 |
3.2% |
45% |
False |
False |
57,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.724 |
|
2.618 |
3.537 |
|
1.618 |
3.423 |
|
1.000 |
3.353 |
|
0.618 |
3.309 |
|
HIGH |
3.239 |
|
0.618 |
3.195 |
|
0.500 |
3.182 |
|
0.382 |
3.169 |
|
LOW |
3.125 |
|
0.618 |
3.055 |
|
1.000 |
3.011 |
|
1.618 |
2.941 |
|
2.618 |
2.827 |
|
4.250 |
2.641 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.182 |
3.184 |
| PP |
3.164 |
3.165 |
| S1 |
3.146 |
3.147 |
|