NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.262 |
3.286 |
0.024 |
0.7% |
3.536 |
| High |
3.345 |
3.430 |
0.085 |
2.5% |
3.536 |
| Low |
3.210 |
3.283 |
0.073 |
2.3% |
3.165 |
| Close |
3.217 |
3.367 |
0.150 |
4.7% |
3.288 |
| Range |
0.135 |
0.147 |
0.012 |
8.9% |
0.371 |
| ATR |
0.162 |
0.165 |
0.004 |
2.3% |
0.000 |
| Volume |
95,430 |
124,800 |
29,370 |
30.8% |
315,187 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.801 |
3.731 |
3.448 |
|
| R3 |
3.654 |
3.584 |
3.407 |
|
| R2 |
3.507 |
3.507 |
3.394 |
|
| R1 |
3.437 |
3.437 |
3.380 |
3.472 |
| PP |
3.360 |
3.360 |
3.360 |
3.378 |
| S1 |
3.290 |
3.290 |
3.354 |
3.325 |
| S2 |
3.213 |
3.213 |
3.340 |
|
| S3 |
3.066 |
3.143 |
3.327 |
|
| S4 |
2.919 |
2.996 |
3.286 |
|
|
| 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 |
3.430 |
3.110 |
0.320 |
9.5% |
0.159 |
4.7% |
80% |
True |
False |
101,748 |
| 10 |
3.809 |
3.110 |
0.699 |
20.8% |
0.162 |
4.8% |
37% |
False |
False |
84,997 |
| 20 |
3.828 |
3.110 |
0.718 |
21.3% |
0.154 |
4.6% |
36% |
False |
False |
68,513 |
| 40 |
3.828 |
2.895 |
0.933 |
27.7% |
0.134 |
4.0% |
51% |
False |
False |
64,921 |
| 60 |
3.828 |
2.764 |
1.064 |
31.6% |
0.127 |
3.8% |
57% |
False |
False |
57,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.055 |
|
2.618 |
3.815 |
|
1.618 |
3.668 |
|
1.000 |
3.577 |
|
0.618 |
3.521 |
|
HIGH |
3.430 |
|
0.618 |
3.374 |
|
0.500 |
3.357 |
|
0.382 |
3.339 |
|
LOW |
3.283 |
|
0.618 |
3.192 |
|
1.000 |
3.136 |
|
1.618 |
3.045 |
|
2.618 |
2.898 |
|
4.250 |
2.658 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.364 |
3.337 |
| PP |
3.360 |
3.306 |
| S1 |
3.357 |
3.276 |
|