NYMEX Natural Gas Future April 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.119 |
3.046 |
-0.073 |
-2.3% |
2.913 |
| High |
3.133 |
3.104 |
-0.029 |
-0.9% |
3.113 |
| Low |
3.043 |
3.011 |
-0.032 |
-1.1% |
2.902 |
| Close |
3.052 |
3.096 |
0.044 |
1.4% |
3.076 |
| Range |
0.090 |
0.093 |
0.003 |
3.3% |
0.211 |
| ATR |
0.101 |
0.101 |
-0.001 |
-0.6% |
0.000 |
| Volume |
59,543 |
53,195 |
-6,348 |
-10.7% |
647,490 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.349 |
3.316 |
3.147 |
|
| R3 |
3.256 |
3.223 |
3.122 |
|
| R2 |
3.163 |
3.163 |
3.113 |
|
| R1 |
3.130 |
3.130 |
3.105 |
3.147 |
| PP |
3.070 |
3.070 |
3.070 |
3.079 |
| S1 |
3.037 |
3.037 |
3.087 |
3.054 |
| S2 |
2.977 |
2.977 |
3.079 |
|
| S3 |
2.884 |
2.944 |
3.070 |
|
| S4 |
2.791 |
2.851 |
3.045 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.663 |
3.581 |
3.192 |
|
| R3 |
3.452 |
3.370 |
3.134 |
|
| R2 |
3.241 |
3.241 |
3.115 |
|
| R1 |
3.159 |
3.159 |
3.095 |
3.200 |
| PP |
3.030 |
3.030 |
3.030 |
3.051 |
| S1 |
2.948 |
2.948 |
3.057 |
2.989 |
| S2 |
2.819 |
2.819 |
3.037 |
|
| S3 |
2.608 |
2.737 |
3.018 |
|
| S4 |
2.397 |
2.526 |
2.960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.133 |
2.986 |
0.147 |
4.7% |
0.085 |
2.7% |
75% |
False |
False |
97,552 |
| 10 |
3.133 |
2.882 |
0.251 |
8.1% |
0.094 |
3.0% |
85% |
False |
False |
115,737 |
| 20 |
3.133 |
2.730 |
0.403 |
13.0% |
0.095 |
3.1% |
91% |
False |
False |
143,144 |
| 40 |
3.271 |
2.641 |
0.630 |
20.3% |
0.097 |
3.1% |
72% |
False |
False |
130,726 |
| 60 |
3.640 |
2.641 |
0.999 |
32.3% |
0.108 |
3.5% |
46% |
False |
False |
105,128 |
| 80 |
3.652 |
2.641 |
1.011 |
32.7% |
0.109 |
3.5% |
45% |
False |
False |
92,139 |
| 100 |
3.652 |
2.641 |
1.011 |
32.7% |
0.105 |
3.4% |
45% |
False |
False |
81,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.499 |
|
2.618 |
3.347 |
|
1.618 |
3.254 |
|
1.000 |
3.197 |
|
0.618 |
3.161 |
|
HIGH |
3.104 |
|
0.618 |
3.068 |
|
0.500 |
3.058 |
|
0.382 |
3.047 |
|
LOW |
3.011 |
|
0.618 |
2.954 |
|
1.000 |
2.918 |
|
1.618 |
2.861 |
|
2.618 |
2.768 |
|
4.250 |
2.616 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.083 |
3.088 |
| PP |
3.070 |
3.080 |
| S1 |
3.058 |
3.072 |
|