NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	2.311	2.354	0.043	1.9%	2.344
High	2.353	2.392	0.039	1.7%	2.370
Low	2.308	2.330	0.022	1.0%	2.237
Close	2.343	2.375	0.032	1.4%	2.343
Range	0.045	0.062	0.017	37.8%	0.133
ATR	0.059	0.059	0.000	0.4%	0.000
Volume	3,481	4,553	1,072	30.8%	16,982

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.552	2.525	2.409
R3	2.490	2.463	2.392
R2	2.428	2.428	2.386
R1	2.401	2.401	2.381	2.415
PP	2.366	2.366	2.366	2.372
S1	2.339	2.339	2.369	2.353
S2	2.304	2.304	2.364
S3	2.242	2.277	2.358
S4	2.180	2.215	2.341

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.716	2.662	2.416
R3	2.583	2.529	2.380
R2	2.450	2.450	2.367
R1	2.396	2.396	2.355	2.357
PP	2.317	2.317	2.317	2.297
S1	2.263	2.263	2.331	2.224
S2	2.184	2.184	2.319
S3	2.051	2.130	2.306
S4	1.918	1.997	2.270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.392	2.237	0.155	6.5%	0.068	2.8%	89%	True	False	3,811
10	2.457	2.237	0.220	9.3%	0.057	2.4%	63%	False	False	4,425

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	0.010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.656
2.618	2.554
1.618	2.492
1.000	2.454
0.618	2.430
HIGH	2.392
0.618	2.368
0.500	2.361
0.382	2.354
LOW	2.330
0.618	2.292
1.000	2.268
1.618	2.230
2.618	2.168
4.250	2.067

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	2.370	2.367
PP	2.366	2.358
S1	2.361	2.350

Download as Excel Spreadsheet

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

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