NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.748 |
3.536 |
-0.212 |
-5.7% |
3.700 |
| High |
3.805 |
3.536 |
-0.269 |
-7.1% |
3.828 |
| Low |
3.649 |
3.262 |
-0.387 |
-10.6% |
3.615 |
| Close |
3.684 |
3.317 |
-0.367 |
-10.0% |
3.684 |
| Range |
0.156 |
0.274 |
0.118 |
75.6% |
0.213 |
| ATR |
0.143 |
0.163 |
0.020 |
14.0% |
0.000 |
| Volume |
38,697 |
99,836 |
61,139 |
158.0% |
184,682 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.194 |
4.029 |
3.468 |
|
| R3 |
3.920 |
3.755 |
3.392 |
|
| R2 |
3.646 |
3.646 |
3.367 |
|
| R1 |
3.481 |
3.481 |
3.342 |
3.427 |
| PP |
3.372 |
3.372 |
3.372 |
3.344 |
| S1 |
3.207 |
3.207 |
3.292 |
3.153 |
| S2 |
3.098 |
3.098 |
3.267 |
|
| S3 |
2.824 |
2.933 |
3.242 |
|
| S4 |
2.550 |
2.659 |
3.166 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.348 |
4.229 |
3.801 |
|
| R3 |
4.135 |
4.016 |
3.743 |
|
| R2 |
3.922 |
3.922 |
3.723 |
|
| R1 |
3.803 |
3.803 |
3.704 |
3.756 |
| PP |
3.709 |
3.709 |
3.709 |
3.686 |
| S1 |
3.590 |
3.590 |
3.664 |
3.543 |
| S2 |
3.496 |
3.496 |
3.645 |
|
| S3 |
3.283 |
3.377 |
3.625 |
|
| S4 |
3.070 |
3.164 |
3.567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.828 |
3.262 |
0.566 |
17.1% |
0.168 |
5.1% |
10% |
False |
True |
56,903 |
| 10 |
3.828 |
3.262 |
0.566 |
17.1% |
0.161 |
4.8% |
10% |
False |
True |
52,918 |
| 20 |
3.828 |
3.262 |
0.566 |
17.1% |
0.149 |
4.5% |
10% |
False |
True |
67,558 |
| 40 |
3.828 |
2.764 |
1.064 |
32.1% |
0.128 |
3.9% |
52% |
False |
False |
55,785 |
| 60 |
3.828 |
2.764 |
1.064 |
32.1% |
0.119 |
3.6% |
52% |
False |
False |
50,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.701 |
|
2.618 |
4.253 |
|
1.618 |
3.979 |
|
1.000 |
3.810 |
|
0.618 |
3.705 |
|
HIGH |
3.536 |
|
0.618 |
3.431 |
|
0.500 |
3.399 |
|
0.382 |
3.367 |
|
LOW |
3.262 |
|
0.618 |
3.093 |
|
1.000 |
2.988 |
|
1.618 |
2.819 |
|
2.618 |
2.545 |
|
4.250 |
2.098 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.399 |
3.536 |
| PP |
3.372 |
3.463 |
| S1 |
3.344 |
3.390 |
|