NYMEX Natural Gas Future June 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	2.000	2.016	0.016	0.8%	2.145
High	2.031	2.025	-0.006	-0.3%	2.165
Low	1.979	1.969	-0.010	-0.5%	2.011
Close	2.007	1.975	-0.032	-1.6%	2.018
Range	0.052	0.056	0.004	7.7%	0.154
ATR	0.074	0.072	-0.001	-1.7%	0.000
Volume	15,415	12,117	-3,298	-21.4%	60,537

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.158	2.122	2.006
R3	2.102	2.066	1.990
R2	2.046	2.046	1.985
R1	2.010	2.010	1.980	2.000
PP	1.990	1.990	1.990	1.985
S1	1.954	1.954	1.970	1.944
S2	1.934	1.934	1.965
S3	1.878	1.898	1.960
S4	1.822	1.842	1.944

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.527	2.426	2.103
R3	2.373	2.272	2.060
R2	2.219	2.219	2.046
R1	2.118	2.118	2.032	2.092
PP	2.065	2.065	2.065	2.051
S1	1.964	1.964	2.004	1.938
S2	1.911	1.911	1.990
S3	1.757	1.810	1.976
S4	1.603	1.656	1.933

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.156	1.969	0.187	9.5%	0.065	3.3%	3%	False	True	14,742
10	2.289	1.969	0.320	16.2%	0.067	3.4%	2%	False	True	14,773
20	2.413	1.969	0.444	22.5%	0.067	3.4%	1%	False	True	15,936
40	2.593	1.969	0.624	31.6%	0.073	3.7%	1%	False	True	13,215
60	2.593	1.969	0.624	31.6%	0.067	3.4%	1%	False	True	11,093
80	2.642	1.969	0.673	34.1%	0.066	3.4%	1%	False	True	9,210
100	2.787	1.969	0.818	41.4%	0.061	3.1%	1%	False	True	7,811

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.263
2.618	2.172
1.618	2.116
1.000	2.081
0.618	2.060
HIGH	2.025
0.618	2.004
0.500	1.997
0.382	1.990
LOW	1.969
0.618	1.934
1.000	1.913
1.618	1.878
2.618	1.822
4.250	1.731

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	1.997	2.029
PP	1.990	2.011
S1	1.982	1.993

Download as Excel Spreadsheet

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

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