NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	2.371	2.297	-0.074	-3.1%	2.553
High	2.371	2.376	0.005	0.2%	2.593
Low	2.308	2.275	-0.033	-1.4%	2.308
Close	2.316	2.309	-0.007	-0.3%	2.316
Range	0.063	0.101	0.038	60.3%	0.285
ATR	0.080	0.082	0.001	1.8%	0.000
Volume	7,357	8,097	740	10.1%	64,870

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.623	2.567	2.365
R3	2.522	2.466	2.337
R2	2.421	2.421	2.328
R1	2.365	2.365	2.318	2.393
PP	2.320	2.320	2.320	2.334
S1	2.264	2.264	2.300	2.292
S2	2.219	2.219	2.290
S3	2.118	2.163	2.281
S4	2.017	2.062	2.253

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.261	3.073	2.473
R3	2.976	2.788	2.394
R2	2.691	2.691	2.368
R1	2.503	2.503	2.342	2.455
PP	2.406	2.406	2.406	2.381
S1	2.218	2.218	2.290	2.170
S2	2.121	2.121	2.264
S3	1.836	1.933	2.238
S4	1.551	1.648	2.159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.484	2.275	0.209	9.1%	0.076	3.3%	16%	False	True	11,750
10	2.593	2.275	0.318	13.8%	0.080	3.5%	11%	False	True	11,547
20	2.593	2.185	0.408	17.7%	0.080	3.4%	30%	False	False	9,383
40	2.593	2.147	0.446	19.3%	0.068	2.9%	36%	False	False	7,957
60	2.696	2.147	0.549	23.8%	0.065	2.8%	30%	False	False	6,445

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.805
2.618	2.640
1.618	2.539
1.000	2.477
0.618	2.438
HIGH	2.376
0.618	2.337
0.500	2.326
0.382	2.314
LOW	2.275
0.618	2.213
1.000	2.174
1.618	2.112
2.618	2.011
4.250	1.846

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	2.326	2.369
PP	2.320	2.349
S1	2.315	2.329

Download as Excel Spreadsheet

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

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