NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	2.467	2.458	-0.009	-0.4%	2.335
High	2.504	2.536	0.032	1.3%	2.510
Low	2.422	2.454	0.032	1.3%	2.327
Close	2.436	2.514	0.078	3.2%	2.468
Range	0.082	0.082	0.000	0.0%	0.183
ATR	0.078	0.080	0.002	2.0%	0.000
Volume	8,261	13,739	5,478	66.3%	38,909

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.747	2.713	2.559
R3	2.665	2.631	2.537
R2	2.583	2.583	2.529
R1	2.549	2.549	2.522	2.566
PP	2.501	2.501	2.501	2.510
S1	2.467	2.467	2.506	2.484
S2	2.419	2.419	2.499
S3	2.337	2.385	2.491
S4	2.255	2.303	2.469

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.984	2.909	2.569
R3	2.801	2.726	2.518
R2	2.618	2.618	2.502
R1	2.543	2.543	2.485	2.581
PP	2.435	2.435	2.435	2.454
S1	2.360	2.360	2.451	2.398
S2	2.252	2.252	2.434
S3	2.069	2.177	2.418
S4	1.886	1.994	2.367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.536	2.396	0.140	5.6%	0.080	3.2%	84%	True	False	9,169
10	2.536	2.225	0.311	12.4%	0.081	3.2%	93%	True	False	8,610
20	2.536	2.147	0.389	15.5%	0.072	2.9%	94%	True	False	8,475
40	2.642	2.147	0.495	19.7%	0.063	2.5%	74%	False	False	6,409
60	2.787	2.147	0.640	25.5%	0.060	2.4%	57%	False	False	5,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011

Fibonacci Retracements and Extensions
4.250	2.885
2.618	2.751
1.618	2.669
1.000	2.618
0.618	2.587
HIGH	2.536
0.618	2.505
0.500	2.495
0.382	2.485
LOW	2.454
0.618	2.403
1.000	2.372
1.618	2.321
2.618	2.239
4.250	2.106

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	2.508	2.500
PP	2.501	2.486
S1	2.495	2.472

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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