NYMEX Natural Gas Future May 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
3.145 |
3.293 |
0.148 |
4.7% |
3.191 |
| High |
3.301 |
3.347 |
0.046 |
1.4% |
3.253 |
| Low |
3.121 |
3.254 |
0.133 |
4.3% |
3.091 |
| Close |
3.293 |
3.266 |
-0.027 |
-0.8% |
3.190 |
| Range |
0.180 |
0.093 |
-0.087 |
-48.3% |
0.162 |
| ATR |
0.102 |
0.101 |
-0.001 |
-0.6% |
0.000 |
| Volume |
232,924 |
165,274 |
-67,650 |
-29.0% |
672,421 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.568 |
3.510 |
3.317 |
|
| R3 |
3.475 |
3.417 |
3.292 |
|
| R2 |
3.382 |
3.382 |
3.283 |
|
| R1 |
3.324 |
3.324 |
3.275 |
3.307 |
| PP |
3.289 |
3.289 |
3.289 |
3.280 |
| S1 |
3.231 |
3.231 |
3.257 |
3.214 |
| S2 |
3.196 |
3.196 |
3.249 |
|
| S3 |
3.103 |
3.138 |
3.240 |
|
| S4 |
3.010 |
3.045 |
3.215 |
|
|
| 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 |
3.347 |
3.121 |
0.226 |
6.9% |
0.112 |
3.4% |
64% |
True |
False |
154,178 |
| 10 |
3.347 |
3.056 |
0.291 |
8.9% |
0.099 |
3.0% |
72% |
True |
False |
140,515 |
| 20 |
3.347 |
2.943 |
0.404 |
12.4% |
0.097 |
3.0% |
80% |
True |
False |
114,734 |
| 40 |
3.347 |
2.737 |
0.610 |
18.7% |
0.095 |
2.9% |
87% |
True |
False |
90,244 |
| 60 |
3.507 |
2.737 |
0.770 |
23.6% |
0.100 |
3.1% |
69% |
False |
False |
72,905 |
| 80 |
3.603 |
2.737 |
0.866 |
26.5% |
0.102 |
3.1% |
61% |
False |
False |
61,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.742 |
|
2.618 |
3.590 |
|
1.618 |
3.497 |
|
1.000 |
3.440 |
|
0.618 |
3.404 |
|
HIGH |
3.347 |
|
0.618 |
3.311 |
|
0.500 |
3.301 |
|
0.382 |
3.290 |
|
LOW |
3.254 |
|
0.618 |
3.197 |
|
1.000 |
3.161 |
|
1.618 |
3.104 |
|
2.618 |
3.011 |
|
4.250 |
2.859 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.301 |
3.255 |
| PP |
3.289 |
3.245 |
| S1 |
3.278 |
3.234 |
|