NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.381 |
3.434 |
0.053 |
1.6% |
3.260 |
| High |
3.414 |
3.489 |
0.075 |
2.2% |
3.430 |
| Low |
3.319 |
3.347 |
0.028 |
0.8% |
3.110 |
| Close |
3.396 |
3.405 |
0.009 |
0.3% |
3.396 |
| Range |
0.095 |
0.142 |
0.047 |
49.5% |
0.320 |
| ATR |
0.160 |
0.159 |
-0.001 |
-0.8% |
0.000 |
| Volume |
115,537 |
91,304 |
-24,233 |
-21.0% |
560,297 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.840 |
3.764 |
3.483 |
|
| R3 |
3.698 |
3.622 |
3.444 |
|
| R2 |
3.556 |
3.556 |
3.431 |
|
| R1 |
3.480 |
3.480 |
3.418 |
3.447 |
| PP |
3.414 |
3.414 |
3.414 |
3.397 |
| S1 |
3.338 |
3.338 |
3.392 |
3.305 |
| S2 |
3.272 |
3.272 |
3.379 |
|
| S3 |
3.130 |
3.196 |
3.366 |
|
| S4 |
2.988 |
3.054 |
3.327 |
|
|
| 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 |
3.489 |
3.121 |
0.368 |
10.8% |
0.143 |
4.2% |
77% |
True |
False |
108,586 |
| 10 |
3.536 |
3.110 |
0.426 |
12.5% |
0.160 |
4.7% |
69% |
False |
False |
96,678 |
| 20 |
3.828 |
3.110 |
0.718 |
21.1% |
0.151 |
4.4% |
41% |
False |
False |
71,919 |
| 40 |
3.828 |
2.903 |
0.925 |
27.2% |
0.136 |
4.0% |
54% |
False |
False |
68,283 |
| 60 |
3.828 |
2.764 |
1.064 |
31.2% |
0.129 |
3.8% |
60% |
False |
False |
59,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.093 |
|
2.618 |
3.861 |
|
1.618 |
3.719 |
|
1.000 |
3.631 |
|
0.618 |
3.577 |
|
HIGH |
3.489 |
|
0.618 |
3.435 |
|
0.500 |
3.418 |
|
0.382 |
3.401 |
|
LOW |
3.347 |
|
0.618 |
3.259 |
|
1.000 |
3.205 |
|
1.618 |
3.117 |
|
2.618 |
2.975 |
|
4.250 |
2.744 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.418 |
3.399 |
| PP |
3.414 |
3.392 |
| S1 |
3.409 |
3.386 |
|