NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.286 |
3.381 |
0.095 |
2.9% |
3.260 |
| High |
3.430 |
3.414 |
-0.016 |
-0.5% |
3.430 |
| Low |
3.283 |
3.319 |
0.036 |
1.1% |
3.110 |
| Close |
3.367 |
3.396 |
0.029 |
0.9% |
3.396 |
| Range |
0.147 |
0.095 |
-0.052 |
-35.4% |
0.320 |
| ATR |
0.165 |
0.160 |
-0.005 |
-3.0% |
0.000 |
| Volume |
124,800 |
115,537 |
-9,263 |
-7.4% |
560,297 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.661 |
3.624 |
3.448 |
|
| R3 |
3.566 |
3.529 |
3.422 |
|
| R2 |
3.471 |
3.471 |
3.413 |
|
| R1 |
3.434 |
3.434 |
3.405 |
3.453 |
| PP |
3.376 |
3.376 |
3.376 |
3.386 |
| S1 |
3.339 |
3.339 |
3.387 |
3.358 |
| S2 |
3.281 |
3.281 |
3.379 |
|
| S3 |
3.186 |
3.244 |
3.370 |
|
| S4 |
3.091 |
3.149 |
3.344 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.272 |
4.154 |
3.572 |
|
| R3 |
3.952 |
3.834 |
3.484 |
|
| R2 |
3.632 |
3.632 |
3.455 |
|
| R1 |
3.514 |
3.514 |
3.425 |
3.573 |
| PP |
3.312 |
3.312 |
3.312 |
3.342 |
| S1 |
3.194 |
3.194 |
3.367 |
3.253 |
| S2 |
2.992 |
2.992 |
3.337 |
|
| S3 |
2.672 |
2.874 |
3.308 |
|
| S4 |
2.352 |
2.554 |
3.220 |
|
|
| 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 |
9.4% |
0.150 |
4.4% |
89% |
False |
False |
112,059 |
| 10 |
3.805 |
3.110 |
0.695 |
20.5% |
0.161 |
4.7% |
41% |
False |
False |
91,418 |
| 20 |
3.828 |
3.110 |
0.718 |
21.1% |
0.152 |
4.5% |
40% |
False |
False |
71,552 |
| 40 |
3.828 |
2.895 |
0.933 |
27.5% |
0.134 |
4.0% |
54% |
False |
False |
66,729 |
| 60 |
3.828 |
2.764 |
1.064 |
31.3% |
0.127 |
3.8% |
59% |
False |
False |
58,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.818 |
|
2.618 |
3.663 |
|
1.618 |
3.568 |
|
1.000 |
3.509 |
|
0.618 |
3.473 |
|
HIGH |
3.414 |
|
0.618 |
3.378 |
|
0.500 |
3.367 |
|
0.382 |
3.355 |
|
LOW |
3.319 |
|
0.618 |
3.260 |
|
1.000 |
3.224 |
|
1.618 |
3.165 |
|
2.618 |
3.070 |
|
4.250 |
2.915 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.386 |
3.371 |
| PP |
3.376 |
3.345 |
| S1 |
3.367 |
3.320 |
|