NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	2.299	2.350	0.051	2.2%	2.553
High	2.350	2.384	0.034	1.4%	2.593
Low	2.286	2.311	0.025	1.1%	2.308
Close	2.333	2.347	0.014	0.6%	2.316
Range	0.064	0.073	0.009	14.1%	0.285
ATR	0.081	0.080	-0.001	-0.7%	0.000
Volume	9,844	11,062	1,218	12.4%	64,870

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.566	2.530	2.387
R3	2.493	2.457	2.367
R2	2.420	2.420	2.360
R1	2.384	2.384	2.354	2.366
PP	2.347	2.347	2.347	2.338
S1	2.311	2.311	2.340	2.293
S2	2.274	2.274	2.334
S3	2.201	2.238	2.327
S4	2.128	2.165	2.307

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	2.463	2.275	0.188	8.0%	0.083	3.5%	38%	False	False	10,290
10	2.593	2.275	0.318	13.5%	0.079	3.4%	23%	False	False	11,958
20	2.593	2.225	0.368	15.7%	0.079	3.4%	33%	False	False	9,804
40	2.593	2.147	0.446	19.0%	0.068	2.9%	45%	False	False	8,276
60	2.642	2.147	0.495	21.1%	0.066	2.8%	40%	False	False	6,699

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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.694
2.618	2.575
1.618	2.502
1.000	2.457
0.618	2.429
HIGH	2.384
0.618	2.356
0.500	2.348
0.382	2.339
LOW	2.311
0.618	2.266
1.000	2.238
1.618	2.193
2.618	2.120
4.250	2.001

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	2.348	2.341
PP	2.347	2.335
S1	2.347	2.330

Download as Excel Spreadsheet

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

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