NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	2.776	2.792	0.016	0.6%	2.661
High	2.812	2.804	-0.008	-0.3%	2.700
Low	2.742	2.692	-0.050	-1.8%	2.605
Close	2.798	2.711	-0.087	-3.1%	2.666
Range	0.070	0.112	0.042	60.0%	0.095
ATR	0.080	0.082	0.002	2.9%	0.000
Volume	75,075	91,164	16,089	21.4%	344,134

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.072	3.003	2.773
R3	2.960	2.891	2.742
R2	2.848	2.848	2.732
R1	2.779	2.779	2.721	2.758
PP	2.736	2.736	2.736	2.725
S1	2.667	2.667	2.701	2.646
S2	2.624	2.624	2.690
S3	2.512	2.555	2.680
S4	2.400	2.443	2.649

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.942	2.899	2.718
R3	2.847	2.804	2.692
R2	2.752	2.752	2.683
R1	2.709	2.709	2.675	2.731
PP	2.657	2.657	2.657	2.668
S1	2.614	2.614	2.657	2.636
S2	2.562	2.562	2.649
S3	2.467	2.519	2.640
S4	2.372	2.424	2.614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.812	2.605	0.207	7.6%	0.088	3.3%	51%	False	False	73,963
10	2.812	2.526	0.286	10.5%	0.087	3.2%	65%	False	False	80,785
20	2.812	2.207	0.605	22.3%	0.081	3.0%	83%	False	False	67,917
40	2.812	2.157	0.655	24.2%	0.075	2.7%	85%	False	False	48,511
60	2.812	2.151	0.661	24.4%	0.075	2.7%	85%	False	False	39,034
80	2.812	1.994	0.818	30.2%	0.073	2.7%	88%	False	False	32,410
100	2.812	1.990	0.822	30.3%	0.071	2.6%	88%	False	False	27,690
120	2.812	1.990	0.822	30.3%	0.070	2.6%	88%	False	False	23,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.280
2.618	3.097
1.618	2.985
1.000	2.916
0.618	2.873
HIGH	2.804
0.618	2.761
0.500	2.748
0.382	2.735
LOW	2.692
0.618	2.623
1.000	2.580
1.618	2.511
2.618	2.399
4.250	2.216

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	2.748	2.750
PP	2.736	2.737
S1	2.723	2.724

Download as Excel Spreadsheet

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

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