NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
3.217 |
3.145 |
-0.072 |
-2.2% |
3.191 |
| High |
3.239 |
3.301 |
0.062 |
1.9% |
3.253 |
| Low |
3.125 |
3.121 |
-0.004 |
-0.1% |
3.091 |
| Close |
3.128 |
3.293 |
0.165 |
5.3% |
3.190 |
| Range |
0.114 |
0.180 |
0.066 |
57.9% |
0.162 |
| ATR |
0.096 |
0.102 |
0.006 |
6.2% |
0.000 |
| Volume |
124,588 |
232,924 |
108,336 |
87.0% |
672,421 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.778 |
3.716 |
3.392 |
|
| R3 |
3.598 |
3.536 |
3.343 |
|
| R2 |
3.418 |
3.418 |
3.326 |
|
| R1 |
3.356 |
3.356 |
3.310 |
3.387 |
| PP |
3.238 |
3.238 |
3.238 |
3.254 |
| S1 |
3.176 |
3.176 |
3.277 |
3.207 |
| S2 |
3.058 |
3.058 |
3.260 |
|
| S3 |
2.878 |
2.996 |
3.244 |
|
| S4 |
2.698 |
2.816 |
3.194 |
|
|
| 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 |
3.301 |
3.121 |
0.180 |
5.5% |
0.112 |
3.4% |
96% |
True |
True |
152,852 |
| 10 |
3.301 |
3.056 |
0.245 |
7.4% |
0.098 |
3.0% |
97% |
True |
False |
134,201 |
| 20 |
3.301 |
2.930 |
0.371 |
11.3% |
0.097 |
3.0% |
98% |
True |
False |
111,778 |
| 40 |
3.311 |
2.737 |
0.574 |
17.4% |
0.095 |
2.9% |
97% |
False |
False |
87,575 |
| 60 |
3.507 |
2.737 |
0.770 |
23.4% |
0.101 |
3.1% |
72% |
False |
False |
70,801 |
| 80 |
3.603 |
2.737 |
0.866 |
26.3% |
0.102 |
3.1% |
64% |
False |
False |
60,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.066 |
|
2.618 |
3.772 |
|
1.618 |
3.592 |
|
1.000 |
3.481 |
|
0.618 |
3.412 |
|
HIGH |
3.301 |
|
0.618 |
3.232 |
|
0.500 |
3.211 |
|
0.382 |
3.190 |
|
LOW |
3.121 |
|
0.618 |
3.010 |
|
1.000 |
2.941 |
|
1.618 |
2.830 |
|
2.618 |
2.650 |
|
4.250 |
2.356 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.266 |
3.266 |
| PP |
3.238 |
3.238 |
| S1 |
3.211 |
3.211 |
|