NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	2.588	2.642	0.054	2.1%	2.550
High	2.612	2.642	0.030	1.1%	2.612
Low	2.576	2.583	0.007	0.3%	2.493
Close	2.603	2.622	0.019	0.7%	2.603
Range	0.036	0.059	0.023	63.9%	0.119
ATR	0.056	0.056	0.000	0.4%	0.000
Volume	2,622	2,850	228	8.7%	18,067

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.793	2.766	2.654
R3	2.734	2.707	2.638
R2	2.675	2.675	2.633
R1	2.648	2.648	2.627	2.632
PP	2.616	2.616	2.616	2.608
S1	2.589	2.589	2.617	2.573
S2	2.557	2.557	2.611
S3	2.498	2.530	2.606
S4	2.439	2.471	2.590

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.926	2.884	2.668
R3	2.807	2.765	2.636
R2	2.688	2.688	2.625
R1	2.646	2.646	2.614	2.667
PP	2.569	2.569	2.569	2.580
S1	2.527	2.527	2.592	2.548
S2	2.450	2.450	2.581
S3	2.331	2.408	2.570
S4	2.212	2.289	2.538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.642	2.516	0.126	4.8%	0.050	1.9%	84%	True	False	3,545
10	2.642	2.493	0.149	5.7%	0.054	2.1%	87%	True	False	3,133
20	2.741	2.427	0.314	12.0%	0.058	2.2%	62%	False	False	3,421

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.893
2.618	2.796
1.618	2.737
1.000	2.701
0.618	2.678
HIGH	2.642
0.618	2.619
0.500	2.613
0.382	2.606
LOW	2.583
0.618	2.547
1.000	2.524
1.618	2.488
2.618	2.429
4.250	2.332

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	2.619	2.611
PP	2.616	2.600
S1	2.613	2.589

Download as Excel Spreadsheet

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

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