NYMEX Natural Gas Future June 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.152 |
3.200 |
0.048 |
1.5% |
3.052 |
| High |
3.216 |
3.236 |
0.020 |
0.6% |
3.236 |
| Low |
3.130 |
3.169 |
0.039 |
1.2% |
3.039 |
| Close |
3.206 |
3.228 |
0.022 |
0.7% |
3.228 |
| Range |
0.086 |
0.067 |
-0.019 |
-22.1% |
0.197 |
| ATR |
0.095 |
0.093 |
-0.002 |
-2.1% |
0.000 |
| Volume |
45,849 |
28,041 |
-17,808 |
-38.8% |
152,232 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.412 |
3.387 |
3.265 |
|
| R3 |
3.345 |
3.320 |
3.246 |
|
| R2 |
3.278 |
3.278 |
3.240 |
|
| R1 |
3.253 |
3.253 |
3.234 |
3.266 |
| PP |
3.211 |
3.211 |
3.211 |
3.217 |
| S1 |
3.186 |
3.186 |
3.222 |
3.199 |
| S2 |
3.144 |
3.144 |
3.216 |
|
| S3 |
3.077 |
3.119 |
3.210 |
|
| S4 |
3.010 |
3.052 |
3.191 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.759 |
3.690 |
3.336 |
|
| R3 |
3.562 |
3.493 |
3.282 |
|
| R2 |
3.365 |
3.365 |
3.264 |
|
| R1 |
3.296 |
3.296 |
3.246 |
3.331 |
| PP |
3.168 |
3.168 |
3.168 |
3.185 |
| S1 |
3.099 |
3.099 |
3.210 |
3.134 |
| S2 |
2.971 |
2.971 |
3.192 |
|
| S3 |
2.774 |
2.902 |
3.174 |
|
| S4 |
2.577 |
2.705 |
3.120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.236 |
3.039 |
0.197 |
6.1% |
0.092 |
2.9% |
96% |
True |
False |
30,446 |
| 10 |
3.236 |
3.014 |
0.222 |
6.9% |
0.091 |
2.8% |
96% |
True |
False |
30,791 |
| 20 |
3.236 |
2.817 |
0.419 |
13.0% |
0.087 |
2.7% |
98% |
True |
False |
35,185 |
| 40 |
3.485 |
2.817 |
0.668 |
20.7% |
0.091 |
2.8% |
62% |
False |
False |
30,953 |
| 60 |
3.617 |
2.817 |
0.800 |
24.8% |
0.099 |
3.1% |
51% |
False |
False |
26,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.521 |
|
2.618 |
3.411 |
|
1.618 |
3.344 |
|
1.000 |
3.303 |
|
0.618 |
3.277 |
|
HIGH |
3.236 |
|
0.618 |
3.210 |
|
0.500 |
3.203 |
|
0.382 |
3.195 |
|
LOW |
3.169 |
|
0.618 |
3.128 |
|
1.000 |
3.102 |
|
1.618 |
3.061 |
|
2.618 |
2.994 |
|
4.250 |
2.884 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.220 |
3.213 |
| PP |
3.211 |
3.198 |
| S1 |
3.203 |
3.183 |
|