NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	2.202	2.225	0.023	1.0%	2.007
High	2.221	2.269	0.048	2.2%	2.202
Low	2.167	2.186	0.019	0.9%	1.994
Close	2.215	2.257	0.042	1.9%	2.171
Range	0.054	0.083	0.029	53.7%	0.208
ATR	0.065	0.067	0.001	1.9%	0.000
Volume	6,674	12,376	5,702	85.4%	71,894

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.486	2.455	2.303
R3	2.403	2.372	2.280
R2	2.320	2.320	2.272
R1	2.289	2.289	2.265	2.305
PP	2.237	2.237	2.237	2.245
S1	2.206	2.206	2.249	2.222
S2	2.154	2.154	2.242
S3	2.071	2.123	2.234
S4	1.988	2.040	2.211

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.746	2.667	2.285
R3	2.538	2.459	2.228
R2	2.330	2.330	2.209
R1	2.251	2.251	2.190	2.291
PP	2.122	2.122	2.122	2.142
S1	2.043	2.043	2.152	2.083
S2	1.914	1.914	2.133
S3	1.706	1.835	2.114
S4	1.498	1.627	2.057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.269	2.125	0.144	6.4%	0.072	3.2%	92%	True	False	10,931
10	2.269	1.994	0.275	12.2%	0.066	2.9%	96%	True	False	12,669
20	2.269	1.990	0.279	12.4%	0.063	2.8%	96%	True	False	12,037
40	2.480	1.990	0.490	21.7%	0.061	2.7%	54%	False	False	9,544
60	2.646	1.990	0.656	29.1%	0.064	2.8%	41%	False	False	7,803

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.622
2.618	2.486
1.618	2.403
1.000	2.352
0.618	2.320
HIGH	2.269
0.618	2.237
0.500	2.228
0.382	2.218
LOW	2.186
0.618	2.135
1.000	2.103
1.618	2.052
2.618	1.969
4.250	1.833

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	2.247	2.243
PP	2.237	2.228
S1	2.228	2.214

Download as Excel Spreadsheet

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

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