NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	2.428	2.489	0.061	2.5%	2.335
High	2.499	2.489	-0.010	-0.4%	2.510
Low	2.424	2.396	-0.028	-1.2%	2.327
Close	2.468	2.453	-0.015	-0.6%	2.468
Range	0.075	0.093	0.018	24.0%	0.183
ATR	0.078	0.079	0.001	1.4%	0.000
Volume	6,825	8,490	1,665	24.4%	38,909

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.725	2.682	2.504
R3	2.632	2.589	2.479
R2	2.539	2.539	2.470
R1	2.496	2.496	2.462	2.471
PP	2.446	2.446	2.446	2.434
S1	2.403	2.403	2.444	2.378
S2	2.353	2.353	2.436
S3	2.260	2.310	2.427
S4	2.167	2.217	2.402

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	2.510	2.327	0.183	7.5%	0.093	3.8%	69%	False	False	9,479
10	2.510	2.185	0.325	13.2%	0.079	3.2%	82%	False	False	7,220
20	2.510	2.147	0.363	14.8%	0.067	2.7%	84%	False	False	8,282
40	2.642	2.147	0.495	20.2%	0.062	2.5%	62%	False	False	5,846
60	2.787	2.147	0.640	26.1%	0.058	2.4%	48%	False	False	4,783

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	0.010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.884
2.618	2.732
1.618	2.639
1.000	2.582
0.618	2.546
HIGH	2.489
0.618	2.453
0.500	2.443
0.382	2.432
LOW	2.396
0.618	2.339
1.000	2.303
1.618	2.246
2.618	2.153
4.250	2.001

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	2.450	2.446
PP	2.446	2.438
S1	2.443	2.431

Download as Excel Spreadsheet

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

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