NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 23-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.298 |
3.187 |
-0.111 |
-3.4% |
3.434 |
| High |
3.340 |
3.290 |
-0.050 |
-1.5% |
3.489 |
| Low |
3.200 |
3.169 |
-0.031 |
-1.0% |
3.200 |
| Close |
3.211 |
3.257 |
0.046 |
1.4% |
3.211 |
| Range |
0.140 |
0.121 |
-0.019 |
-13.6% |
0.289 |
| ATR |
0.157 |
0.155 |
-0.003 |
-1.6% |
0.000 |
| Volume |
99,084 |
94,714 |
-4,370 |
-4.4% |
390,578 |
|
| Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.602 |
3.550 |
3.324 |
|
| R3 |
3.481 |
3.429 |
3.290 |
|
| R2 |
3.360 |
3.360 |
3.279 |
|
| R1 |
3.308 |
3.308 |
3.268 |
3.334 |
| PP |
3.239 |
3.239 |
3.239 |
3.252 |
| S1 |
3.187 |
3.187 |
3.246 |
3.213 |
| S2 |
3.118 |
3.118 |
3.235 |
|
| S3 |
2.997 |
3.066 |
3.224 |
|
| S4 |
2.876 |
2.945 |
3.190 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.167 |
3.978 |
3.370 |
|
| R3 |
3.878 |
3.689 |
3.290 |
|
| R2 |
3.589 |
3.589 |
3.264 |
|
| R1 |
3.400 |
3.400 |
3.237 |
3.350 |
| PP |
3.300 |
3.300 |
3.300 |
3.275 |
| S1 |
3.111 |
3.111 |
3.185 |
3.061 |
| S2 |
3.011 |
3.011 |
3.158 |
|
| S3 |
2.722 |
2.822 |
3.132 |
|
| S4 |
2.433 |
2.533 |
3.052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.489 |
3.169 |
0.320 |
9.8% |
0.138 |
4.2% |
28% |
False |
True |
97,058 |
| 10 |
3.489 |
3.110 |
0.379 |
11.6% |
0.144 |
4.4% |
39% |
False |
False |
104,558 |
| 20 |
3.828 |
3.110 |
0.718 |
22.0% |
0.149 |
4.6% |
20% |
False |
False |
81,213 |
| 40 |
3.828 |
3.065 |
0.763 |
23.4% |
0.141 |
4.3% |
25% |
False |
False |
74,721 |
| 60 |
3.828 |
2.764 |
1.064 |
32.7% |
0.131 |
4.0% |
46% |
False |
False |
64,076 |
| 80 |
3.828 |
2.764 |
1.064 |
32.7% |
0.118 |
3.6% |
46% |
False |
False |
55,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.804 |
|
2.618 |
3.607 |
|
1.618 |
3.486 |
|
1.000 |
3.411 |
|
0.618 |
3.365 |
|
HIGH |
3.290 |
|
0.618 |
3.244 |
|
0.500 |
3.230 |
|
0.382 |
3.215 |
|
LOW |
3.169 |
|
0.618 |
3.094 |
|
1.000 |
3.048 |
|
1.618 |
2.973 |
|
2.618 |
2.852 |
|
4.250 |
2.655 |
|
|
| Fisher Pivots for day following 23-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.248 |
3.279 |
| PP |
3.239 |
3.272 |
| S1 |
3.230 |
3.264 |
|