NYMEX Natural Gas Future May 2017

Trading Metrics calculated at close of trading on 16-Mar-2017

Day Change Summary
	Previous	Current
	15-Mar-2017	16-Mar-2017	Change	Change %	Previous Week
Open	3.007	3.031	0.024	0.8%	3.016
High	3.063	3.038	-0.025	-0.8%	3.106
Low	2.985	2.955	-0.030	-1.0%	2.909
Close	3.040	2.967	-0.073	-2.4%	3.074
Range	0.078	0.083	0.005	6.4%	0.197
ATR	0.101	0.100	-0.001	-1.1%	0.000
Volume	73,647	90,394	16,747	22.7%	488,345

Daily Pivots for day following 16-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.236	3.184	3.013
R3	3.153	3.101	2.990
R2	3.070	3.070	2.982
R1	3.018	3.018	2.975	3.003
PP	2.987	2.987	2.987	2.979
S1	2.935	2.935	2.959	2.920
S2	2.904	2.904	2.952
S3	2.821	2.852	2.944
S4	2.738	2.769	2.921

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	2.955	0.194	6.5%	0.092	3.1%	6%	False	True	88,546
10	3.149	2.878	0.271	9.1%	0.088	3.0%	33%	False	False	91,130
20	3.149	2.737	0.412	13.9%	0.096	3.2%	56%	False	False	74,525
40	3.507	2.737	0.770	26.0%	0.097	3.3%	30%	False	False	59,903
60	3.603	2.737	0.866	29.2%	0.104	3.5%	27%	False	False	50,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.391
2.618	3.255
1.618	3.172
1.000	3.121
0.618	3.089
HIGH	3.038
0.618	3.006
0.500	2.997
0.382	2.987
LOW	2.955
0.618	2.904
1.000	2.872
1.618	2.821
2.618	2.738
4.250	2.602

Fisher Pivots for day following 16-Mar-2017
Pivot	1 day	3 day
R1	2.997	3.037
PP	2.987	3.013
S1	2.977	2.990

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols