NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.286 |
3.260 |
-0.026 |
-0.8% |
3.536 |
| High |
3.351 |
3.283 |
-0.068 |
-2.0% |
3.536 |
| Low |
3.211 |
3.110 |
-0.101 |
-3.1% |
3.165 |
| Close |
3.288 |
3.113 |
-0.175 |
-5.3% |
3.288 |
| Range |
0.140 |
0.173 |
0.033 |
23.6% |
0.371 |
| ATR |
0.159 |
0.160 |
0.001 |
0.9% |
0.000 |
| Volume |
63,982 |
108,670 |
44,688 |
69.8% |
315,187 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.688 |
3.573 |
3.208 |
|
| R3 |
3.515 |
3.400 |
3.161 |
|
| R2 |
3.342 |
3.342 |
3.145 |
|
| R1 |
3.227 |
3.227 |
3.129 |
3.198 |
| PP |
3.169 |
3.169 |
3.169 |
3.154 |
| S1 |
3.054 |
3.054 |
3.097 |
3.025 |
| S2 |
2.996 |
2.996 |
3.081 |
|
| S3 |
2.823 |
2.881 |
3.065 |
|
| S4 |
2.650 |
2.708 |
3.018 |
|
|
| 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 |
3.536 |
3.110 |
0.426 |
13.7% |
0.176 |
5.6% |
1% |
False |
True |
84,771 |
| 10 |
3.828 |
3.110 |
0.718 |
23.1% |
0.160 |
5.1% |
0% |
False |
True |
64,477 |
| 20 |
3.828 |
3.110 |
0.718 |
23.1% |
0.146 |
4.7% |
0% |
False |
True |
65,150 |
| 40 |
3.828 |
2.796 |
1.032 |
33.2% |
0.130 |
4.2% |
31% |
False |
False |
59,505 |
| 60 |
3.828 |
2.764 |
1.064 |
34.2% |
0.123 |
4.0% |
33% |
False |
False |
53,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.018 |
|
2.618 |
3.736 |
|
1.618 |
3.563 |
|
1.000 |
3.456 |
|
0.618 |
3.390 |
|
HIGH |
3.283 |
|
0.618 |
3.217 |
|
0.500 |
3.197 |
|
0.382 |
3.176 |
|
LOW |
3.110 |
|
0.618 |
3.003 |
|
1.000 |
2.937 |
|
1.618 |
2.830 |
|
2.618 |
2.657 |
|
4.250 |
2.375 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.197 |
3.231 |
| PP |
3.169 |
3.191 |
| S1 |
3.141 |
3.152 |
|