NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.236 |
3.286 |
0.050 |
1.5% |
3.536 |
| High |
3.332 |
3.351 |
0.019 |
0.6% |
3.536 |
| Low |
3.165 |
3.211 |
0.046 |
1.5% |
3.165 |
| Close |
3.268 |
3.288 |
0.020 |
0.6% |
3.288 |
| Range |
0.167 |
0.140 |
-0.027 |
-16.2% |
0.371 |
| ATR |
0.160 |
0.159 |
-0.001 |
-0.9% |
0.000 |
| Volume |
84,512 |
63,982 |
-20,530 |
-24.3% |
315,187 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.703 |
3.636 |
3.365 |
|
| R3 |
3.563 |
3.496 |
3.327 |
|
| R2 |
3.423 |
3.423 |
3.314 |
|
| R1 |
3.356 |
3.356 |
3.301 |
3.390 |
| PP |
3.283 |
3.283 |
3.283 |
3.300 |
| S1 |
3.216 |
3.216 |
3.275 |
3.250 |
| S2 |
3.143 |
3.143 |
3.262 |
|
| S3 |
3.003 |
3.076 |
3.250 |
|
| S4 |
2.863 |
2.936 |
3.211 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.443 |
4.236 |
3.492 |
|
| R3 |
4.072 |
3.865 |
3.390 |
|
| R2 |
3.701 |
3.701 |
3.356 |
|
| R1 |
3.494 |
3.494 |
3.322 |
3.412 |
| PP |
3.330 |
3.330 |
3.330 |
3.289 |
| S1 |
3.123 |
3.123 |
3.254 |
3.041 |
| S2 |
2.959 |
2.959 |
3.220 |
|
| S3 |
2.588 |
2.752 |
3.186 |
|
| S4 |
2.217 |
2.381 |
3.084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.805 |
3.165 |
0.640 |
19.5% |
0.172 |
5.2% |
19% |
False |
False |
70,776 |
| 10 |
3.828 |
3.165 |
0.663 |
20.2% |
0.154 |
4.7% |
19% |
False |
False |
57,867 |
| 20 |
3.828 |
3.165 |
0.663 |
20.2% |
0.147 |
4.5% |
19% |
False |
False |
64,855 |
| 40 |
3.828 |
2.764 |
1.064 |
32.4% |
0.130 |
4.0% |
49% |
False |
False |
58,003 |
| 60 |
3.828 |
2.764 |
1.064 |
32.4% |
0.121 |
3.7% |
49% |
False |
False |
52,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.946 |
|
2.618 |
3.718 |
|
1.618 |
3.578 |
|
1.000 |
3.491 |
|
0.618 |
3.438 |
|
HIGH |
3.351 |
|
0.618 |
3.298 |
|
0.500 |
3.281 |
|
0.382 |
3.264 |
|
LOW |
3.211 |
|
0.618 |
3.124 |
|
1.000 |
3.071 |
|
1.618 |
2.984 |
|
2.618 |
2.844 |
|
4.250 |
2.616 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.286 |
3.278 |
| PP |
3.283 |
3.268 |
| S1 |
3.281 |
3.258 |
|