NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 01-Feb-2016

Day Change Summary
	Previous	Current
	29-Jan-2016	01-Feb-2016	Change	Change %	Previous Week
Open	2.410	2.389	-0.021	-0.9%	2.415
High	2.457	2.408	-0.049	-2.0%	2.458
Low	2.406	2.355	-0.051	-2.1%	2.347
Close	2.451	2.377	-0.074	-3.0%	2.451
Range	0.051	0.053	0.002	3.9%	0.111
ATR	0.072	0.074	0.002	2.3%	0.000
Volume	15,837	18,249	2,412	15.2%	65,811

Daily Pivots for day following 01-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.539	2.511	2.406
R3	2.486	2.458	2.392
R2	2.433	2.433	2.387
R1	2.405	2.405	2.382	2.393
PP	2.380	2.380	2.380	2.374
S1	2.352	2.352	2.372	2.340
S2	2.327	2.327	2.367
S3	2.274	2.299	2.362
S4	2.221	2.246	2.348

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.752	2.712	2.512
R3	2.641	2.601	2.482
R2	2.530	2.530	2.471
R1	2.490	2.490	2.461	2.510
PP	2.419	2.419	2.419	2.429
S1	2.379	2.379	2.441	2.399
S2	2.308	2.308	2.431
S3	2.197	2.268	2.420
S4	2.086	2.157	2.390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.458	2.347	0.111	4.7%	0.059	2.5%	27%	False	False	14,606
10	2.458	2.341	0.117	4.9%	0.065	2.7%	31%	False	False	11,938
20	2.635	2.341	0.294	12.4%	0.070	2.9%	12%	False	False	11,460
40	2.635	2.206	0.429	18.0%	0.066	2.8%	40%	False	False	9,515
60	2.684	2.206	0.478	20.1%	0.063	2.6%	36%	False	False	7,251

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.633
2.618	2.547
1.618	2.494
1.000	2.461
0.618	2.441
HIGH	2.408
0.618	2.388
0.500	2.382
0.382	2.375
LOW	2.355
0.618	2.322
1.000	2.302
1.618	2.269
2.618	2.216
4.250	2.130

Fisher Pivots for day following 01-Feb-2016
Pivot	1 day	3 day
R1	2.382	2.402
PP	2.380	2.394
S1	2.379	2.385

Download as Excel Spreadsheet

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

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