NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 07-Mar-2016

Day Change Summary
	Previous	Current
	04-Mar-2016	07-Mar-2016	Change	Change %	Previous Week
Open	1.971	1.955	-0.016	-0.8%	1.972
High	2.004	2.027	0.023	1.1%	2.058
Low	1.953	1.939	-0.014	-0.7%	1.946
Close	1.996	1.986	-0.010	-0.5%	1.996
Range	0.051	0.088	0.037	72.5%	0.112
ATR	0.066	0.068	0.002	2.4%	0.000
Volume	25,576	32,068	6,492	25.4%	147,318

Daily Pivots for day following 07-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.248	2.205	2.034
R3	2.160	2.117	2.010
R2	2.072	2.072	2.002
R1	2.029	2.029	1.994	2.051
PP	1.984	1.984	1.984	1.995
S1	1.941	1.941	1.978	1.963
S2	1.896	1.896	1.970
S3	1.808	1.853	1.962
S4	1.720	1.765	1.938

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.336	2.278	2.058
R3	2.224	2.166	2.027
R2	2.112	2.112	2.017
R1	2.054	2.054	2.006	2.083
PP	2.000	2.000	2.000	2.015
S1	1.942	1.942	1.986	1.971
S2	1.888	1.888	1.975
S3	1.776	1.830	1.965
S4	1.664	1.718	1.934

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.058	1.939	0.119	6.0%	0.064	3.2%	39%	False	True	28,706
10	2.097	1.939	0.158	8.0%	0.064	3.2%	30%	False	True	25,167
20	2.387	1.939	0.448	22.6%	0.063	3.2%	10%	False	True	21,348
40	2.635	1.939	0.696	35.0%	0.066	3.3%	7%	False	True	17,373
60	2.635	1.939	0.696	35.0%	0.067	3.4%	7%	False	True	14,226
80	2.684	1.939	0.745	37.5%	0.063	3.2%	6%	False	True	11,570

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.401
2.618	2.257
1.618	2.169
1.000	2.115
0.618	2.081
HIGH	2.027
0.618	1.993
0.500	1.983
0.382	1.973
LOW	1.939
0.618	1.885
1.000	1.851
1.618	1.797
2.618	1.709
4.250	1.565

Fisher Pivots for day following 07-Mar-2016
Pivot	1 day	3 day
R1	1.985	1.985
PP	1.984	1.984
S1	1.983	1.983

Download as Excel Spreadsheet

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

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