NYMEX Natural Gas Future June 2017
| Trading Metrics calculated at close of trading on 27-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
3.200 |
3.275 |
0.075 |
2.3% |
3.052 |
| High |
3.236 |
3.275 |
0.039 |
1.2% |
3.236 |
| Low |
3.169 |
3.197 |
0.028 |
0.9% |
3.039 |
| Close |
3.228 |
3.207 |
-0.021 |
-0.7% |
3.228 |
| Range |
0.067 |
0.078 |
0.011 |
16.4% |
0.197 |
| ATR |
0.093 |
0.092 |
-0.001 |
-1.1% |
0.000 |
| Volume |
28,041 |
34,611 |
6,570 |
23.4% |
152,232 |
|
| Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.460 |
3.412 |
3.250 |
|
| R3 |
3.382 |
3.334 |
3.228 |
|
| R2 |
3.304 |
3.304 |
3.221 |
|
| R1 |
3.256 |
3.256 |
3.214 |
3.241 |
| PP |
3.226 |
3.226 |
3.226 |
3.219 |
| S1 |
3.178 |
3.178 |
3.200 |
3.163 |
| S2 |
3.148 |
3.148 |
3.193 |
|
| S3 |
3.070 |
3.100 |
3.186 |
|
| S4 |
2.992 |
3.022 |
3.164 |
|
|
| 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 |
3.275 |
3.130 |
0.145 |
4.5% |
0.076 |
2.4% |
53% |
True |
False |
33,345 |
| 10 |
3.275 |
3.014 |
0.261 |
8.1% |
0.089 |
2.8% |
74% |
True |
False |
30,843 |
| 20 |
3.275 |
2.817 |
0.458 |
14.3% |
0.088 |
2.8% |
85% |
True |
False |
35,907 |
| 40 |
3.431 |
2.817 |
0.614 |
19.1% |
0.089 |
2.8% |
64% |
False |
False |
31,152 |
| 60 |
3.617 |
2.817 |
0.800 |
24.9% |
0.098 |
3.1% |
49% |
False |
False |
26,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.607 |
|
2.618 |
3.479 |
|
1.618 |
3.401 |
|
1.000 |
3.353 |
|
0.618 |
3.323 |
|
HIGH |
3.275 |
|
0.618 |
3.245 |
|
0.500 |
3.236 |
|
0.382 |
3.227 |
|
LOW |
3.197 |
|
0.618 |
3.149 |
|
1.000 |
3.119 |
|
1.618 |
3.071 |
|
2.618 |
2.993 |
|
4.250 |
2.866 |
|
|
| Fisher Pivots for day following 27-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
3.236 |
3.206 |
| PP |
3.226 |
3.204 |
| S1 |
3.217 |
3.203 |
|