NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.126 |
3.262 |
0.136 |
4.4% |
3.536 |
| High |
3.319 |
3.345 |
0.026 |
0.8% |
3.536 |
| Low |
3.121 |
3.210 |
0.089 |
2.9% |
3.165 |
| Close |
3.275 |
3.217 |
-0.058 |
-1.8% |
3.288 |
| Range |
0.198 |
0.135 |
-0.063 |
-31.8% |
0.371 |
| ATR |
0.164 |
0.162 |
-0.002 |
-1.2% |
0.000 |
| Volume |
115,860 |
95,430 |
-20,430 |
-17.6% |
315,187 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.662 |
3.575 |
3.291 |
|
| R3 |
3.527 |
3.440 |
3.254 |
|
| R2 |
3.392 |
3.392 |
3.242 |
|
| R1 |
3.305 |
3.305 |
3.229 |
3.281 |
| PP |
3.257 |
3.257 |
3.257 |
3.246 |
| S1 |
3.170 |
3.170 |
3.205 |
3.146 |
| S2 |
3.122 |
3.122 |
3.192 |
|
| S3 |
2.987 |
3.035 |
3.180 |
|
| S4 |
2.852 |
2.900 |
3.143 |
|
|
| 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 |
3.351 |
3.110 |
0.241 |
7.5% |
0.163 |
5.1% |
44% |
False |
False |
93,690 |
| 10 |
3.828 |
3.110 |
0.718 |
22.3% |
0.168 |
5.2% |
15% |
False |
False |
78,515 |
| 20 |
3.828 |
3.110 |
0.718 |
22.3% |
0.152 |
4.7% |
15% |
False |
False |
66,190 |
| 40 |
3.828 |
2.895 |
0.933 |
29.0% |
0.132 |
4.1% |
35% |
False |
False |
62,774 |
| 60 |
3.828 |
2.764 |
1.064 |
33.1% |
0.125 |
3.9% |
43% |
False |
False |
55,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.919 |
|
2.618 |
3.698 |
|
1.618 |
3.563 |
|
1.000 |
3.480 |
|
0.618 |
3.428 |
|
HIGH |
3.345 |
|
0.618 |
3.293 |
|
0.500 |
3.278 |
|
0.382 |
3.262 |
|
LOW |
3.210 |
|
0.618 |
3.127 |
|
1.000 |
3.075 |
|
1.618 |
2.992 |
|
2.618 |
2.857 |
|
4.250 |
2.636 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.278 |
3.228 |
| PP |
3.257 |
3.224 |
| S1 |
3.237 |
3.221 |
|