NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 29-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.125 |
3.169 |
0.044 |
1.4% |
2.972 |
| High |
3.188 |
3.253 |
0.065 |
2.0% |
3.167 |
| Low |
3.091 |
3.161 |
0.070 |
2.3% |
2.966 |
| Close |
3.177 |
3.231 |
0.054 |
1.7% |
3.153 |
| Range |
0.097 |
0.092 |
-0.005 |
-5.2% |
0.201 |
| ATR |
0.096 |
0.096 |
0.000 |
-0.3% |
0.000 |
| Volume |
152,971 |
158,644 |
5,673 |
3.7% |
496,434 |
|
| Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.491 |
3.453 |
3.282 |
|
| R3 |
3.399 |
3.361 |
3.256 |
|
| R2 |
3.307 |
3.307 |
3.248 |
|
| R1 |
3.269 |
3.269 |
3.239 |
3.288 |
| PP |
3.215 |
3.215 |
3.215 |
3.225 |
| S1 |
3.177 |
3.177 |
3.223 |
3.196 |
| S2 |
3.123 |
3.123 |
3.214 |
|
| S3 |
3.031 |
3.085 |
3.206 |
|
| S4 |
2.939 |
2.993 |
3.180 |
|
|
| 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 |
3.253 |
3.056 |
0.197 |
6.1% |
0.085 |
2.6% |
89% |
True |
False |
126,851 |
| 10 |
3.253 |
2.943 |
0.310 |
9.6% |
0.092 |
2.8% |
93% |
True |
False |
106,850 |
| 20 |
3.253 |
2.836 |
0.417 |
12.9% |
0.091 |
2.8% |
95% |
True |
False |
98,318 |
| 40 |
3.311 |
2.737 |
0.574 |
17.8% |
0.094 |
2.9% |
86% |
False |
False |
76,818 |
| 60 |
3.507 |
2.737 |
0.770 |
23.8% |
0.103 |
3.2% |
64% |
False |
False |
63,409 |
| 80 |
3.603 |
2.737 |
0.866 |
26.8% |
0.101 |
3.1% |
57% |
False |
False |
54,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.644 |
|
2.618 |
3.494 |
|
1.618 |
3.402 |
|
1.000 |
3.345 |
|
0.618 |
3.310 |
|
HIGH |
3.253 |
|
0.618 |
3.218 |
|
0.500 |
3.207 |
|
0.382 |
3.196 |
|
LOW |
3.161 |
|
0.618 |
3.104 |
|
1.000 |
3.069 |
|
1.618 |
3.012 |
|
2.618 |
2.920 |
|
4.250 |
2.770 |
|
|
| Fisher Pivots for day following 29-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.223 |
3.211 |
| PP |
3.215 |
3.192 |
| S1 |
3.207 |
3.172 |
|