NYMEX Natural Gas Future May 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 3.570 3.295 -0.275 -7.7% 3.520
High 3.593 3.412 -0.181 -5.0% 3.603
Low 3.518 3.227 -0.291 -8.3% 3.478
Close 3.543 3.279 -0.264 -7.5% 3.543
Range 0.075 0.185 0.110 146.7% 0.125
ATR 0.097 0.113 0.016 16.0% 0.000
Volume 17,441 47,499 30,058 172.3% 82,116
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 3.861 3.755 3.381
R3 3.676 3.570 3.330
R2 3.491 3.491 3.313
R1 3.385 3.385 3.296 3.346
PP 3.306 3.306 3.306 3.286
S1 3.200 3.200 3.262 3.161
S2 3.121 3.121 3.245
S3 2.936 3.015 3.228
S4 2.751 2.830 3.177
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 3.916 3.855 3.612
R3 3.791 3.730 3.577
R2 3.666 3.666 3.566
R1 3.605 3.605 3.554 3.636
PP 3.541 3.541 3.541 3.557
S1 3.480 3.480 3.532 3.511
S2 3.416 3.416 3.520
S3 3.291 3.355 3.509
S4 3.166 3.230 3.474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.603 3.227 0.376 11.5% 0.099 3.0% 14% False True 25,923
10 3.603 3.205 0.398 12.1% 0.109 3.3% 19% False False 23,299
20 3.603 3.205 0.398 12.1% 0.101 3.1% 19% False False 27,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 4.198
2.618 3.896
1.618 3.711
1.000 3.597
0.618 3.526
HIGH 3.412
0.618 3.341
0.500 3.320
0.382 3.298
LOW 3.227
0.618 3.113
1.000 3.042
1.618 2.928
2.618 2.743
4.250 2.441
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 3.320 3.415
PP 3.306 3.370
S1 3.293 3.324

These figures are updated between 7pm and 10pm EST after a trading day.

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