NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.210 |
3.199 |
-0.011 |
-0.3% |
3.191 |
| High |
3.237 |
3.242 |
0.005 |
0.2% |
3.253 |
| Low |
3.141 |
3.163 |
0.022 |
0.7% |
3.091 |
| Close |
3.191 |
3.190 |
-0.001 |
0.0% |
3.190 |
| Range |
0.096 |
0.079 |
-0.017 |
-17.7% |
0.162 |
| ATR |
0.096 |
0.095 |
-0.001 |
-1.3% |
0.000 |
| Volume |
133,288 |
114,819 |
-18,469 |
-13.9% |
672,421 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.435 |
3.392 |
3.233 |
|
| R3 |
3.356 |
3.313 |
3.212 |
|
| R2 |
3.277 |
3.277 |
3.204 |
|
| R1 |
3.234 |
3.234 |
3.197 |
3.216 |
| PP |
3.198 |
3.198 |
3.198 |
3.190 |
| S1 |
3.155 |
3.155 |
3.183 |
3.137 |
| S2 |
3.119 |
3.119 |
3.176 |
|
| S3 |
3.040 |
3.076 |
3.168 |
|
| S4 |
2.961 |
2.997 |
3.147 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.664 |
3.589 |
3.279 |
|
| R3 |
3.502 |
3.427 |
3.235 |
|
| R2 |
3.340 |
3.340 |
3.220 |
|
| R1 |
3.265 |
3.265 |
3.205 |
3.222 |
| PP |
3.178 |
3.178 |
3.178 |
3.156 |
| S1 |
3.103 |
3.103 |
3.175 |
3.060 |
| S2 |
3.016 |
3.016 |
3.160 |
|
| S3 |
2.854 |
2.941 |
3.145 |
|
| S4 |
2.692 |
2.779 |
3.101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.253 |
3.091 |
0.162 |
5.1% |
0.090 |
2.8% |
61% |
False |
False |
134,484 |
| 10 |
3.253 |
2.966 |
0.287 |
9.0% |
0.094 |
2.9% |
78% |
False |
False |
116,885 |
| 20 |
3.253 |
2.909 |
0.344 |
10.8% |
0.091 |
2.9% |
82% |
False |
False |
102,961 |
| 40 |
3.311 |
2.737 |
0.574 |
18.0% |
0.094 |
2.9% |
79% |
False |
False |
80,623 |
| 60 |
3.507 |
2.737 |
0.770 |
24.1% |
0.101 |
3.2% |
59% |
False |
False |
66,089 |
| 80 |
3.603 |
2.737 |
0.866 |
27.1% |
0.101 |
3.2% |
52% |
False |
False |
56,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.578 |
|
2.618 |
3.449 |
|
1.618 |
3.370 |
|
1.000 |
3.321 |
|
0.618 |
3.291 |
|
HIGH |
3.242 |
|
0.618 |
3.212 |
|
0.500 |
3.203 |
|
0.382 |
3.193 |
|
LOW |
3.163 |
|
0.618 |
3.114 |
|
1.000 |
3.084 |
|
1.618 |
3.035 |
|
2.618 |
2.956 |
|
4.250 |
2.827 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.203 |
3.197 |
| PP |
3.198 |
3.195 |
| S1 |
3.194 |
3.192 |
|