NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.130 |
3.191 |
0.061 |
1.9% |
2.972 |
| High |
3.162 |
3.208 |
0.046 |
1.5% |
3.167 |
| Low |
3.095 |
3.124 |
0.029 |
0.9% |
2.966 |
| Close |
3.153 |
3.131 |
-0.022 |
-0.7% |
3.153 |
| Range |
0.067 |
0.084 |
0.017 |
25.4% |
0.201 |
| ATR |
0.097 |
0.096 |
-0.001 |
-1.0% |
0.000 |
| Volume |
89,684 |
112,699 |
23,015 |
25.7% |
496,434 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.406 |
3.353 |
3.177 |
|
| R3 |
3.322 |
3.269 |
3.154 |
|
| R2 |
3.238 |
3.238 |
3.146 |
|
| R1 |
3.185 |
3.185 |
3.139 |
3.170 |
| PP |
3.154 |
3.154 |
3.154 |
3.147 |
| S1 |
3.101 |
3.101 |
3.123 |
3.086 |
| S2 |
3.070 |
3.070 |
3.116 |
|
| S3 |
2.986 |
3.017 |
3.108 |
|
| S4 |
2.902 |
2.933 |
3.085 |
|
|
| 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 |
3.208 |
3.056 |
0.152 |
4.9% |
0.080 |
2.6% |
49% |
True |
False |
105,766 |
| 10 |
3.208 |
2.943 |
0.265 |
8.5% |
0.094 |
3.0% |
71% |
True |
False |
91,467 |
| 20 |
3.208 |
2.739 |
0.469 |
15.0% |
0.093 |
3.0% |
84% |
True |
False |
90,761 |
| 40 |
3.391 |
2.737 |
0.654 |
20.9% |
0.094 |
3.0% |
60% |
False |
False |
71,269 |
| 60 |
3.603 |
2.737 |
0.866 |
27.7% |
0.102 |
3.3% |
45% |
False |
False |
58,884 |
| 80 |
3.603 |
2.737 |
0.866 |
27.7% |
0.101 |
3.2% |
45% |
False |
False |
50,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.565 |
|
2.618 |
3.428 |
|
1.618 |
3.344 |
|
1.000 |
3.292 |
|
0.618 |
3.260 |
|
HIGH |
3.208 |
|
0.618 |
3.176 |
|
0.500 |
3.166 |
|
0.382 |
3.156 |
|
LOW |
3.124 |
|
0.618 |
3.072 |
|
1.000 |
3.040 |
|
1.618 |
2.988 |
|
2.618 |
2.904 |
|
4.250 |
2.767 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.166 |
3.132 |
| PP |
3.154 |
3.132 |
| S1 |
3.143 |
3.131 |
|