NYMEX Natural Gas Future May 2017

Trading Metrics calculated at close of trading on 14-Mar-2017

Day Change Summary
	Previous	Current
	13-Mar-2017	14-Mar-2017	Change	Change %	Previous Week
Open	3.149	3.086	-0.063	-2.0%	3.016
High	3.149	3.118	-0.031	-1.0%	3.106
Low	3.054	2.984	-0.070	-2.3%	2.909
Close	3.107	2.993	-0.114	-3.7%	3.074
Range	0.095	0.134	0.039	41.1%	0.197
ATR	0.100	0.103	0.002	2.4%	0.000
Volume	96,482	84,137	-12,345	-12.8%	488,345

Daily Pivots for day following 14-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.434	3.347	3.067
R3	3.300	3.213	3.030
R2	3.166	3.166	3.018
R1	3.079	3.079	3.005	3.056
PP	3.032	3.032	3.032	3.020
S1	2.945	2.945	2.981	2.922
S2	2.898	2.898	2.968
S3	2.764	2.811	2.956
S4	2.630	2.677	2.919

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.621	3.544	3.182
R3	3.424	3.347	3.128
R2	3.227	3.227	3.110
R1	3.150	3.150	3.092	3.189
PP	3.030	3.030	3.030	3.049
S1	2.953	2.953	3.056	2.992
S2	2.833	2.833	3.038
S3	2.636	2.756	3.020
S4	2.439	2.559	2.966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.149	2.930	0.219	7.3%	0.096	3.2%	29%	False	False	97,559
10	3.149	2.836	0.313	10.5%	0.091	3.1%	50%	False	False	91,888
20	3.165	2.737	0.428	14.3%	0.095	3.2%	60%	False	False	71,036
40	3.507	2.737	0.770	25.7%	0.099	3.3%	33%	False	False	57,528
60	3.603	2.737	0.866	28.9%	0.105	3.5%	30%	False	False	48,277

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	0.020
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3.688
2.618	3.469
1.618	3.335
1.000	3.252
0.618	3.201
HIGH	3.118
0.618	3.067
0.500	3.051
0.382	3.035
LOW	2.984
0.618	2.901
1.000	2.850
1.618	2.767
2.618	2.633
4.250	2.415

Fisher Pivots for day following 14-Mar-2017
Pivot	1 day	3 day
R1	3.051	3.067
PP	3.032	3.042
S1	3.012	3.018

Download as Excel Spreadsheet

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

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