NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 06-Jan-2016

Day Change Summary
	Previous	Current
	05-Jan-2016	06-Jan-2016	Change	Change %	Previous Week
Open	2.433	2.467	0.034	1.4%	2.335
High	2.475	2.504	0.029	1.2%	2.510
Low	2.407	2.422	0.015	0.6%	2.327
Close	2.458	2.436	-0.022	-0.9%	2.468
Range	0.068	0.082	0.014	20.6%	0.183
ATR	0.078	0.078	0.000	0.4%	0.000
Volume	8,534	8,261	-273	-3.2%	38,909

Daily Pivots for day following 06-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.700	2.650	2.481
R3	2.618	2.568	2.459
R2	2.536	2.536	2.451
R1	2.486	2.486	2.444	2.470
PP	2.454	2.454	2.454	2.446
S1	2.404	2.404	2.428	2.388
S2	2.372	2.372	2.421
S3	2.290	2.322	2.413
S4	2.208	2.240	2.391

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	2.504	2.362	0.142	5.8%	0.083	3.4%	52%	True	False	8,452
10	2.510	2.225	0.285	11.7%	0.080	3.3%	74%	False	False	7,650
20	2.510	2.147	0.363	14.9%	0.071	2.9%	80%	False	False	8,513
40	2.642	2.147	0.495	20.3%	0.063	2.6%	58%	False	False	6,145
60	2.787	2.147	0.640	26.3%	0.059	2.4%	45%	False	False	5,012

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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.853
2.618	2.719
1.618	2.637
1.000	2.586
0.618	2.555
HIGH	2.504
0.618	2.473
0.500	2.463
0.382	2.453
LOW	2.422
0.618	2.371
1.000	2.340
1.618	2.289
2.618	2.207
4.250	2.074

Fisher Pivots for day following 06-Jan-2016
Pivot	1 day	3 day
R1	2.463	2.450
PP	2.454	2.445
S1	2.445	2.441

Download as Excel Spreadsheet

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

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