NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 29-Feb-2016

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	2.031	1.972	-0.059	-2.9%	2.077
High	2.037	2.014	-0.023	-1.1%	2.104
Low	1.954	1.946	-0.008	-0.4%	1.954
Close	2.028	1.985	-0.043	-2.1%	2.028
Range	0.083	0.068	-0.015	-18.1%	0.150
ATR	0.068	0.069	0.001	1.5%	0.000
Volume	28,144	35,855	7,711	27.4%	87,945

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.186	2.153	2.022
R3	2.118	2.085	2.004
R2	2.050	2.050	1.997
R1	2.017	2.017	1.991	2.034
PP	1.982	1.982	1.982	1.990
S1	1.949	1.949	1.979	1.966
S2	1.914	1.914	1.973
S3	1.846	1.881	1.966
S4	1.778	1.813	1.948

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.479	2.403	2.111
R3	2.329	2.253	2.069
R2	2.179	2.179	2.056
R1	2.103	2.103	2.042	2.066
PP	2.029	2.029	2.029	2.010
S1	1.953	1.953	2.014	1.916
S2	1.879	1.879	2.001
S3	1.729	1.803	1.987
S4	1.579	1.653	1.946

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.097	1.946	0.151	7.6%	0.064	3.2%	26%	False	True	21,629
10	2.236	1.946	0.290	14.6%	0.065	3.3%	13%	False	True	20,356
20	2.408	1.946	0.462	23.3%	0.065	3.2%	8%	False	True	18,824
40	2.635	1.946	0.689	34.7%	0.068	3.4%	6%	False	True	14,821
60	2.635	1.946	0.689	34.7%	0.065	3.3%	6%	False	True	12,377

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.303
2.618	2.192
1.618	2.124
1.000	2.082
0.618	2.056
HIGH	2.014
0.618	1.988
0.500	1.980
0.382	1.972
LOW	1.946
0.618	1.904
1.000	1.878
1.618	1.836
2.618	1.768
4.250	1.657

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	1.983	2.000
PP	1.982	1.995
S1	1.980	1.990

Download as Excel Spreadsheet

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

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