NYMEX Natural Gas Future May 2017

Trading Metrics calculated at close of trading on 22-Mar-2017

Day Change Summary
	Previous	Current
	21-Mar-2017	22-Mar-2017	Change	Change %	Previous Week
Open	3.134	3.147	0.013	0.4%	3.149
High	3.167	3.156	-0.011	-0.3%	3.149
Low	3.090	3.069	-0.021	-0.7%	2.943
Close	3.155	3.073	-0.082	-2.6%	3.004
Range	0.077	0.087	0.010	13.0%	0.206
ATR	0.102	0.101	-0.001	-1.0%	0.000
Volume	104,055	102,135	-1,920	-1.8%	402,024

Daily Pivots for day following 22-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.360	3.304	3.121
R3	3.273	3.217	3.097
R2	3.186	3.186	3.089
R1	3.130	3.130	3.081	3.115
PP	3.099	3.099	3.099	3.092
S1	3.043	3.043	3.065	3.028
S2	3.012	3.012	3.057
S3	2.925	2.956	3.049
S4	2.838	2.869	3.025

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	3.650	3.533	3.117
R3	3.444	3.327	3.061
R2	3.238	3.238	3.042
R1	3.121	3.121	3.023	3.077
PP	3.032	3.032	3.032	3.010
S1	2.915	2.915	2.985	2.871
S2	2.826	2.826	2.966
S3	2.620	2.709	2.947
S4	2.414	2.503	2.891

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.167	2.943	0.224	7.3%	0.099	3.2%	58%	False	False	86,849
10	3.167	2.943	0.224	7.3%	0.096	3.1%	58%	False	False	88,954
20	3.167	2.739	0.428	13.9%	0.093	3.0%	78%	False	False	81,419
40	3.507	2.737	0.770	25.1%	0.097	3.1%	44%	False	False	65,546
60	3.603	2.737	0.866	28.2%	0.103	3.3%	39%	False	False	54,454

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.526
2.618	3.384
1.618	3.297
1.000	3.243
0.618	3.210
HIGH	3.156
0.618	3.123
0.500	3.113
0.382	3.102
LOW	3.069
0.618	3.015
1.000	2.982
1.618	2.928
2.618	2.841
4.250	2.699

Fisher Pivots for day following 22-Mar-2017
Pivot	1 day	3 day
R1	3.113	3.071
PP	3.099	3.069
S1	3.086	3.067

Download as Excel Spreadsheet

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

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