NYMEX Natural Gas Future May 2017


Trading Metrics calculated at close of trading on 28-Mar-2017
Day Change Summary
Previous Current
27-Mar-2017 28-Mar-2017 Change Change % Previous Week
Open 3.191 3.125 -0.066 -2.1% 2.972
High 3.208 3.188 -0.020 -0.6% 3.167
Low 3.124 3.091 -0.033 -1.1% 2.966
Close 3.131 3.177 0.046 1.5% 3.153
Range 0.084 0.097 0.013 15.5% 0.201
ATR 0.096 0.096 0.000 0.1% 0.000
Volume 112,699 152,971 40,272 35.7% 496,434
Daily Pivots for day following 28-Mar-2017
Classic Woodie Camarilla DeMark
R4 3.443 3.407 3.230
R3 3.346 3.310 3.204
R2 3.249 3.249 3.195
R1 3.213 3.213 3.186 3.231
PP 3.152 3.152 3.152 3.161
S1 3.116 3.116 3.168 3.134
S2 3.055 3.055 3.159
S3 2.958 3.019 3.150
S4 2.861 2.922 3.124
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 4.8% 0.084 2.7% 80% False False 115,549
10 3.208 2.943 0.265 8.3% 0.091 2.9% 88% False False 98,350
20 3.208 2.836 0.372 11.7% 0.091 2.9% 92% False False 95,119
40 3.311 2.737 0.574 18.1% 0.094 3.0% 77% False False 74,114
60 3.593 2.737 0.856 26.9% 0.103 3.2% 51% False False 61,056
80 3.603 2.737 0.866 27.3% 0.101 3.2% 51% False False 52,493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.600
2.618 3.442
1.618 3.345
1.000 3.285
0.618 3.248
HIGH 3.188
0.618 3.151
0.500 3.140
0.382 3.128
LOW 3.091
0.618 3.031
1.000 2.994
1.618 2.934
2.618 2.837
4.250 2.679
Fisher Pivots for day following 28-Mar-2017
Pivot 1 day 3 day
R1 3.165 3.168
PP 3.152 3.159
S1 3.140 3.150

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

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