NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.085 |
3.130 |
0.045 |
1.5% |
2.972 |
| High |
3.142 |
3.162 |
0.020 |
0.6% |
3.167 |
| Low |
3.056 |
3.095 |
0.039 |
1.3% |
2.966 |
| Close |
3.131 |
3.153 |
0.022 |
0.7% |
3.153 |
| Range |
0.086 |
0.067 |
-0.019 |
-22.1% |
0.201 |
| ATR |
0.099 |
0.097 |
-0.002 |
-2.3% |
0.000 |
| Volume |
120,259 |
89,684 |
-30,575 |
-25.4% |
496,434 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.338 |
3.312 |
3.190 |
|
| R3 |
3.271 |
3.245 |
3.171 |
|
| R2 |
3.204 |
3.204 |
3.165 |
|
| R1 |
3.178 |
3.178 |
3.159 |
3.191 |
| PP |
3.137 |
3.137 |
3.137 |
3.143 |
| S1 |
3.111 |
3.111 |
3.147 |
3.124 |
| S2 |
3.070 |
3.070 |
3.141 |
|
| S3 |
3.003 |
3.044 |
3.135 |
|
| S4 |
2.936 |
2.977 |
3.116 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.698 |
3.627 |
3.264 |
|
| R3 |
3.497 |
3.426 |
3.208 |
|
| R2 |
3.296 |
3.296 |
3.190 |
|
| R1 |
3.225 |
3.225 |
3.171 |
3.261 |
| PP |
3.095 |
3.095 |
3.095 |
3.113 |
| S1 |
3.024 |
3.024 |
3.135 |
3.060 |
| S2 |
2.894 |
2.894 |
3.116 |
|
| S3 |
2.693 |
2.823 |
3.098 |
|
| S4 |
2.492 |
2.622 |
3.042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.167 |
2.966 |
0.201 |
6.4% |
0.097 |
3.1% |
93% |
False |
False |
99,286 |
| 10 |
3.167 |
2.943 |
0.224 |
7.1% |
0.095 |
3.0% |
94% |
False |
False |
89,845 |
| 20 |
3.167 |
2.739 |
0.428 |
13.6% |
0.092 |
2.9% |
97% |
False |
False |
87,271 |
| 40 |
3.450 |
2.737 |
0.713 |
22.6% |
0.096 |
3.0% |
58% |
False |
False |
69,559 |
| 60 |
3.603 |
2.737 |
0.866 |
27.5% |
0.103 |
3.3% |
48% |
False |
False |
57,524 |
| 80 |
3.603 |
2.737 |
0.866 |
27.5% |
0.101 |
3.2% |
48% |
False |
False |
49,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.447 |
|
2.618 |
3.337 |
|
1.618 |
3.270 |
|
1.000 |
3.229 |
|
0.618 |
3.203 |
|
HIGH |
3.162 |
|
0.618 |
3.136 |
|
0.500 |
3.129 |
|
0.382 |
3.121 |
|
LOW |
3.095 |
|
0.618 |
3.054 |
|
1.000 |
3.028 |
|
1.618 |
2.987 |
|
2.618 |
2.920 |
|
4.250 |
2.810 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.145 |
3.138 |
| PP |
3.137 |
3.124 |
| S1 |
3.129 |
3.109 |
|