NYMEX Natural Gas Future July 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	2.360	2.425	0.065	2.8%	2.596
High	2.413	2.445	0.032	1.3%	2.633
Low	2.351	2.376	0.025	1.1%	2.373
Close	2.398	2.411	0.013	0.5%	2.381
Range	0.062	0.069	0.007	11.3%	0.260
ATR	0.077	0.076	-0.001	-0.7%	0.000
Volume	8,477	10,765	2,288	27.0%	62,565

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.618	2.583	2.449
R3	2.549	2.514	2.430
R2	2.480	2.480	2.424
R1	2.445	2.445	2.417	2.428
PP	2.411	2.411	2.411	2.402
S1	2.376	2.376	2.405	2.359
S2	2.342	2.342	2.398
S3	2.273	2.307	2.392
S4	2.204	2.238	2.373

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.242	3.072	2.524
R3	2.982	2.812	2.453
R2	2.722	2.722	2.429
R1	2.552	2.552	2.405	2.507
PP	2.462	2.462	2.462	2.440
S1	2.292	2.292	2.357	2.247
S2	2.202	2.202	2.333
S3	1.942	2.032	2.310
S4	1.682	1.772	2.238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.512	2.341	0.171	7.1%	0.077	3.2%	41%	False	False	10,880
10	2.635	2.341	0.294	12.2%	0.073	3.0%	24%	False	False	11,353
20	2.635	2.283	0.352	14.6%	0.075	3.1%	36%	False	False	9,289
40	2.635	2.206	0.429	17.8%	0.064	2.7%	48%	False	False	7,744

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	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.738
2.618	2.626
1.618	2.557
1.000	2.514
0.618	2.488
HIGH	2.445
0.618	2.419
0.500	2.411
0.382	2.402
LOW	2.376
0.618	2.333
1.000	2.307
1.618	2.264
2.618	2.195
4.250	2.083

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	2.411	2.405
PP	2.411	2.399
S1	2.411	2.393

Download as Excel Spreadsheet

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

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