NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	2.593	2.595	0.002	0.1%	2.439
High	2.609	2.635	0.026	1.0%	2.630
Low	2.551	2.570	0.019	0.7%	2.399
Close	2.556	2.585	0.029	1.1%	2.556
Range	0.058	0.065	0.007	12.1%	0.231
ATR	0.084	0.084	0.000	-0.4%	0.000
Volume	165,068	163,311	-1,757	-1.1%	929,030

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.792	2.753	2.621
R3	2.727	2.688	2.603
R2	2.662	2.662	2.597
R1	2.623	2.623	2.591	2.610
PP	2.597	2.597	2.597	2.590
S1	2.558	2.558	2.579	2.545
S2	2.532	2.532	2.573
S3	2.467	2.493	2.567
S4	2.402	2.428	2.549

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.221	3.120	2.683
R3	2.990	2.889	2.620
R2	2.759	2.759	2.598
R1	2.658	2.658	2.577	2.709
PP	2.528	2.528	2.528	2.554
S1	2.427	2.427	2.535	2.478
S2	2.297	2.297	2.514
S3	2.066	2.196	2.492
S4	1.835	1.965	2.429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.635	2.408	0.227	8.8%	0.087	3.4%	78%	True	False	188,336
10	2.635	2.151	0.484	18.7%	0.091	3.5%	90%	True	False	178,800
20	2.635	2.080	0.555	21.5%	0.081	3.1%	91%	True	False	146,489
40	2.635	2.080	0.555	21.5%	0.082	3.2%	91%	True	False	106,146
60	2.635	2.059	0.576	22.3%	0.079	3.1%	91%	True	False	84,170
80	2.635	1.939	0.696	26.9%	0.076	2.9%	93%	True	False	69,235
100	2.635	1.939	0.696	26.9%	0.073	2.8%	93%	True	False	58,577
120	2.635	1.939	0.696	26.9%	0.074	2.9%	93%	True	False	50,337

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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.911
2.618	2.805
1.618	2.740
1.000	2.700
0.618	2.675
HIGH	2.635
0.618	2.610
0.500	2.603
0.382	2.595
LOW	2.570
0.618	2.530
1.000	2.505
1.618	2.465
2.618	2.400
4.250	2.294

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	2.603	2.571
PP	2.597	2.557
S1	2.591	2.543

Download as Excel Spreadsheet

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

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