NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 28-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	28-Mar-2016	Change	Change %	Previous Week
Open	2.068	2.085	0.017	0.8%	2.160
High	2.113	2.162	0.049	2.3%	2.185
Low	2.064	2.059	-0.005	-0.2%	2.064
Close	2.099	2.159	0.060	2.9%	2.099
Range	0.049	0.103	0.054	110.2%	0.121
ATR	0.071	0.073	0.002	3.2%	0.000
Volume	28,432	17,233	-11,199	-39.4%	94,499

Daily Pivots for day following 28-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.436	2.400	2.216
R3	2.333	2.297	2.187
R2	2.230	2.230	2.178
R1	2.194	2.194	2.168	2.212
PP	2.127	2.127	2.127	2.136
S1	2.091	2.091	2.150	2.109
S2	2.024	2.024	2.140
S3	1.921	1.988	2.131
S4	1.818	1.885	2.102

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.479	2.410	2.166
R3	2.358	2.289	2.132
R2	2.237	2.237	2.121
R1	2.168	2.168	2.110	2.142
PP	2.116	2.116	2.116	2.103
S1	2.047	2.047	2.088	2.021
S2	1.995	1.995	2.077
S3	1.874	1.926	2.066
S4	1.753	1.805	2.032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.185	2.059	0.126	5.8%	0.086	4.0%	79%	False	True	22,346
10	2.218	2.059	0.159	7.4%	0.079	3.6%	63%	False	True	22,031
20	2.218	1.939	0.279	12.9%	0.071	3.3%	79%	False	False	25,882
40	2.457	1.939	0.518	24.0%	0.067	3.1%	42%	False	False	21,852
60	2.635	1.939	0.696	32.2%	0.069	3.2%	32%	False	False	18,047
80	2.635	1.939	0.696	32.2%	0.066	3.1%	32%	False	False	15,353

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.600
2.618	2.432
1.618	2.329
1.000	2.265
0.618	2.226
HIGH	2.162
0.618	2.123
0.500	2.111
0.382	2.098
LOW	2.059
0.618	1.995
1.000	1.956
1.618	1.892
2.618	1.789
4.250	1.621

Fisher Pivots for day following 28-Mar-2016
Pivot	1 day	3 day
R1	2.143	2.145
PP	2.127	2.131
S1	2.111	2.117

Download as Excel Spreadsheet

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

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