NYMEX Natural Gas Future March 2017
| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
3.303 |
3.381 |
0.078 |
2.4% |
3.434 |
| High |
3.377 |
3.498 |
0.121 |
3.6% |
3.489 |
| Low |
3.276 |
3.363 |
0.087 |
2.7% |
3.200 |
| Close |
3.346 |
3.397 |
0.051 |
1.5% |
3.211 |
| Range |
0.101 |
0.135 |
0.034 |
33.7% |
0.289 |
| ATR |
0.147 |
0.147 |
0.000 |
0.2% |
0.000 |
| Volume |
106,454 |
208,539 |
102,085 |
95.9% |
390,578 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.824 |
3.746 |
3.471 |
|
| R3 |
3.689 |
3.611 |
3.434 |
|
| R2 |
3.554 |
3.554 |
3.422 |
|
| R1 |
3.476 |
3.476 |
3.409 |
3.515 |
| PP |
3.419 |
3.419 |
3.419 |
3.439 |
| S1 |
3.341 |
3.341 |
3.385 |
3.380 |
| S2 |
3.284 |
3.284 |
3.372 |
|
| S3 |
3.149 |
3.206 |
3.360 |
|
| S4 |
3.014 |
3.071 |
3.323 |
|
|
| 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 |
3.498 |
3.169 |
0.329 |
9.7% |
0.116 |
3.4% |
69% |
True |
False |
122,958 |
| 10 |
3.498 |
3.169 |
0.329 |
9.7% |
0.125 |
3.7% |
69% |
True |
False |
114,662 |
| 20 |
3.828 |
3.110 |
0.718 |
21.1% |
0.147 |
4.3% |
40% |
False |
False |
96,588 |
| 40 |
3.828 |
3.110 |
0.718 |
21.1% |
0.142 |
4.2% |
40% |
False |
False |
82,577 |
| 60 |
3.828 |
2.764 |
1.064 |
31.3% |
0.130 |
3.8% |
59% |
False |
False |
68,789 |
| 80 |
3.828 |
2.764 |
1.064 |
31.3% |
0.120 |
3.5% |
59% |
False |
False |
60,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.072 |
|
2.618 |
3.851 |
|
1.618 |
3.716 |
|
1.000 |
3.633 |
|
0.618 |
3.581 |
|
HIGH |
3.498 |
|
0.618 |
3.446 |
|
0.500 |
3.431 |
|
0.382 |
3.415 |
|
LOW |
3.363 |
|
0.618 |
3.280 |
|
1.000 |
3.228 |
|
1.618 |
3.145 |
|
2.618 |
3.010 |
|
4.250 |
2.789 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.431 |
3.393 |
| PP |
3.419 |
3.390 |
| S1 |
3.408 |
3.386 |
|