NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 24-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.187 |
3.285 |
0.098 |
3.1% |
3.434 |
| High |
3.290 |
3.357 |
0.067 |
2.0% |
3.489 |
| Low |
3.169 |
3.274 |
0.105 |
3.3% |
3.200 |
| Close |
3.257 |
3.295 |
0.038 |
1.2% |
3.211 |
| Range |
0.121 |
0.083 |
-0.038 |
-31.4% |
0.289 |
| ATR |
0.155 |
0.151 |
-0.004 |
-2.5% |
0.000 |
| Volume |
94,714 |
106,002 |
11,288 |
11.9% |
390,578 |
|
| Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.558 |
3.509 |
3.341 |
|
| R3 |
3.475 |
3.426 |
3.318 |
|
| R2 |
3.392 |
3.392 |
3.310 |
|
| R1 |
3.343 |
3.343 |
3.303 |
3.368 |
| PP |
3.309 |
3.309 |
3.309 |
3.321 |
| S1 |
3.260 |
3.260 |
3.287 |
3.285 |
| S2 |
3.226 |
3.226 |
3.280 |
|
| S3 |
3.143 |
3.177 |
3.272 |
|
| S4 |
3.060 |
3.094 |
3.249 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.167 |
3.978 |
3.370 |
|
| R3 |
3.878 |
3.689 |
3.290 |
|
| R2 |
3.589 |
3.589 |
3.264 |
|
| R1 |
3.400 |
3.400 |
3.237 |
3.350 |
| PP |
3.300 |
3.300 |
3.300 |
3.275 |
| S1 |
3.111 |
3.111 |
3.185 |
3.061 |
| S2 |
3.011 |
3.011 |
3.158 |
|
| S3 |
2.722 |
2.822 |
3.132 |
|
| S4 |
2.433 |
2.533 |
3.052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.425 |
3.169 |
0.256 |
7.8% |
0.127 |
3.8% |
49% |
False |
False |
99,998 |
| 10 |
3.489 |
3.121 |
0.368 |
11.2% |
0.135 |
4.1% |
47% |
False |
False |
104,292 |
| 20 |
3.828 |
3.110 |
0.718 |
21.8% |
0.147 |
4.5% |
26% |
False |
False |
84,385 |
| 40 |
3.828 |
3.110 |
0.718 |
21.8% |
0.141 |
4.3% |
26% |
False |
False |
76,664 |
| 60 |
3.828 |
2.764 |
1.064 |
32.3% |
0.129 |
3.9% |
50% |
False |
False |
64,727 |
| 80 |
3.828 |
2.764 |
1.064 |
32.3% |
0.119 |
3.6% |
50% |
False |
False |
56,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.710 |
|
2.618 |
3.574 |
|
1.618 |
3.491 |
|
1.000 |
3.440 |
|
0.618 |
3.408 |
|
HIGH |
3.357 |
|
0.618 |
3.325 |
|
0.500 |
3.316 |
|
0.382 |
3.306 |
|
LOW |
3.274 |
|
0.618 |
3.223 |
|
1.000 |
3.191 |
|
1.618 |
3.140 |
|
2.618 |
3.057 |
|
4.250 |
2.921 |
|
|
| Fisher Pivots for day following 24-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.316 |
3.284 |
| PP |
3.309 |
3.274 |
| S1 |
3.302 |
3.263 |
|