NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	2.516	2.553	0.037	1.5%	2.489
High	2.588	2.593	0.005	0.2%	2.588
Low	2.508	2.482	-0.026	-1.0%	2.396
Close	2.581	2.506	-0.075	-2.9%	2.581
Range	0.080	0.111	0.031	38.8%	0.192
ATR	0.080	0.082	0.002	2.8%	0.000
Volume	11,970	14,217	2,247	18.8%	50,994

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.860	2.794	2.567
R3	2.749	2.683	2.537
R2	2.638	2.638	2.526
R1	2.572	2.572	2.516	2.550
PP	2.527	2.527	2.527	2.516
S1	2.461	2.461	2.496	2.439
S2	2.416	2.416	2.486
S3	2.305	2.350	2.475
S4	2.194	2.239	2.445

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.098	3.031	2.687
R3	2.906	2.839	2.634
R2	2.714	2.714	2.616
R1	2.647	2.647	2.599	2.681
PP	2.522	2.522	2.522	2.538
S1	2.455	2.455	2.563	2.489
S2	2.330	2.330	2.546
S3	2.138	2.263	2.528
S4	1.946	2.071	2.475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.593	2.407	0.186	7.4%	0.085	3.4%	53%	True	False	11,344
10	2.593	2.327	0.266	10.6%	0.089	3.5%	67%	True	False	10,412
20	2.593	2.147	0.446	17.8%	0.076	3.0%	80%	True	False	8,808
40	2.642	2.147	0.495	19.8%	0.065	2.6%	73%	False	False	6,828
60	2.787	2.147	0.640	25.5%	0.062	2.5%	56%	False	False	5,618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.065
2.618	2.884
1.618	2.773
1.000	2.704
0.618	2.662
HIGH	2.593
0.618	2.551
0.500	2.538
0.382	2.524
LOW	2.482
0.618	2.413
1.000	2.371
1.618	2.302
2.618	2.191
4.250	2.010

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	2.538	2.524
PP	2.527	2.518
S1	2.517	2.512

Download as Excel Spreadsheet

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

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