NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	2.344	2.308	-0.036	-1.5%	2.446
High	2.347	2.308	-0.039	-1.7%	2.457
Low	2.305	2.254	-0.051	-2.2%	2.376
Close	2.321	2.267	-0.054	-2.3%	2.399
Range	0.042	0.054	0.012	28.6%	0.081
ATR
Volume	2,479	2,519	40	1.6%	26,806

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.438	2.407	2.297
R3	2.384	2.353	2.282
R2	2.330	2.330	2.277
R1	2.299	2.299	2.272	2.288
PP	2.276	2.276	2.276	2.271
S1	2.245	2.245	2.262	2.234
S2	2.222	2.222	2.257
S3	2.168	2.191	2.252
S4	2.114	2.137	2.237

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.654	2.607	2.444
R3	2.573	2.526	2.421
R2	2.492	2.492	2.414
R1	2.445	2.445	2.406	2.428
PP	2.411	2.411	2.411	2.402
S1	2.364	2.364	2.392	2.347
S2	2.330	2.330	2.384
S3	2.249	2.283	2.377
S4	2.168	2.202	2.354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.457	2.254	0.203	9.0%	0.045	2.0%	6%	False	True	3,607
10	2.491	2.254	0.237	10.5%	0.044	1.9%	5%	False	True	3,790

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.538
2.618	2.449
1.618	2.395
1.000	2.362
0.618	2.341
HIGH	2.308
0.618	2.287
0.500	2.281
0.382	2.275
LOW	2.254
0.618	2.221
1.000	2.200
1.618	2.167
2.618	2.113
4.250	2.025

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	2.281	2.331
PP	2.276	2.310
S1	2.272	2.288

Download as Excel Spreadsheet

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

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