NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	2.470	2.522	0.052	2.1%	2.375
High	2.539	2.534	-0.005	-0.2%	2.558
Low	2.466	2.436	-0.030	-1.2%	2.375
Close	2.509	2.493	-0.016	-0.6%	2.509
Range	0.073	0.098	0.025	34.2%	0.183
ATR	0.074	0.076	0.002	2.3%	0.000
Volume	5,410	8,846	3,436	63.5%	32,824

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.782	2.735	2.547
R3	2.684	2.637	2.520
R2	2.586	2.586	2.511
R1	2.539	2.539	2.502	2.514
PP	2.488	2.488	2.488	2.475
S1	2.441	2.441	2.484	2.416
S2	2.390	2.390	2.475
S3	2.292	2.343	2.466
S4	2.194	2.245	2.439

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.030	2.952	2.610
R3	2.847	2.769	2.559
R2	2.664	2.664	2.543
R1	2.586	2.586	2.526	2.625
PP	2.481	2.481	2.481	2.500
S1	2.403	2.403	2.492	2.442
S2	2.298	2.298	2.475
S3	2.115	2.220	2.459
S4	1.932	2.037	2.408

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.558	2.375	0.183	7.3%	0.091	3.6%	64%	False	False	8,334
10	2.558	2.281	0.277	11.1%	0.073	2.9%	77%	False	False	7,285
20	2.558	2.206	0.352	14.1%	0.065	2.6%	82%	False	False	7,809
40	2.684	2.206	0.478	19.2%	0.060	2.4%	60%	False	False	5,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.951
2.618	2.791
1.618	2.693
1.000	2.632
0.618	2.595
HIGH	2.534
0.618	2.497
0.500	2.485
0.382	2.473
LOW	2.436
0.618	2.375
1.000	2.338
1.618	2.277
2.618	2.179
4.250	2.020

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	2.490	2.486
PP	2.488	2.480
S1	2.485	2.473

Download as Excel Spreadsheet

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

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