NYMEX Natural Gas Future January 2019
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.148 |
3.165 |
0.017 |
0.5% |
3.170 |
| High |
3.165 |
3.167 |
0.002 |
0.1% |
3.177 |
| Low |
3.148 |
3.160 |
0.012 |
0.4% |
3.128 |
| Close |
3.155 |
3.167 |
0.012 |
0.4% |
3.139 |
| Range |
0.017 |
0.007 |
-0.010 |
-58.8% |
0.049 |
| ATR |
0.021 |
0.020 |
-0.001 |
-3.0% |
0.000 |
| Volume |
511 |
801 |
290 |
56.8% |
2,119 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.186 |
3.183 |
3.171 |
|
| R3 |
3.179 |
3.176 |
3.169 |
|
| R2 |
3.172 |
3.172 |
3.168 |
|
| R1 |
3.169 |
3.169 |
3.168 |
3.171 |
| PP |
3.165 |
3.165 |
3.165 |
3.165 |
| S1 |
3.162 |
3.162 |
3.166 |
3.164 |
| S2 |
3.158 |
3.158 |
3.166 |
|
| S3 |
3.151 |
3.155 |
3.165 |
|
| S4 |
3.144 |
3.148 |
3.163 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.266 |
3.166 |
|
| R3 |
3.246 |
3.217 |
3.152 |
|
| R2 |
3.197 |
3.197 |
3.148 |
|
| R1 |
3.168 |
3.168 |
3.143 |
3.158 |
| PP |
3.148 |
3.148 |
3.148 |
3.143 |
| S1 |
3.119 |
3.119 |
3.135 |
3.109 |
| S2 |
3.099 |
3.099 |
3.130 |
|
| S3 |
3.050 |
3.070 |
3.126 |
|
| S4 |
3.001 |
3.021 |
3.112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.167 |
3.130 |
0.037 |
1.2% |
0.006 |
0.2% |
100% |
True |
False |
534 |
| 10 |
3.177 |
3.128 |
0.049 |
1.5% |
0.012 |
0.4% |
80% |
False |
False |
374 |
| 20 |
3.177 |
3.073 |
0.104 |
3.3% |
0.017 |
0.5% |
90% |
False |
False |
283 |
| 40 |
3.222 |
3.073 |
0.149 |
4.7% |
0.015 |
0.5% |
63% |
False |
False |
240 |
| 60 |
3.233 |
3.073 |
0.160 |
5.1% |
0.017 |
0.5% |
59% |
False |
False |
199 |
| 80 |
3.233 |
3.073 |
0.160 |
5.1% |
0.014 |
0.4% |
59% |
False |
False |
174 |
| 100 |
3.233 |
3.070 |
0.163 |
5.1% |
0.012 |
0.4% |
60% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.197 |
|
2.618 |
3.185 |
|
1.618 |
3.178 |
|
1.000 |
3.174 |
|
0.618 |
3.171 |
|
HIGH |
3.167 |
|
0.618 |
3.164 |
|
0.500 |
3.164 |
|
0.382 |
3.163 |
|
LOW |
3.160 |
|
0.618 |
3.156 |
|
1.000 |
3.153 |
|
1.618 |
3.149 |
|
2.618 |
3.142 |
|
4.250 |
3.130 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.166 |
3.162 |
| PP |
3.165 |
3.158 |
| S1 |
3.164 |
3.153 |
|