NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	2.354	2.367	0.013	0.6%	2.344
High	2.392	2.389	-0.003	-0.1%	2.370
Low	2.330	2.322	-0.008	-0.3%	2.237
Close	2.375	2.334	-0.041	-1.7%	2.343
Range	0.062	0.067	0.005	8.1%	0.133
ATR	0.059	0.059	0.001	1.0%	0.000
Volume	4,553	2,270	-2,283	-50.1%	16,982

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.549	2.509	2.371
R3	2.482	2.442	2.352
R2	2.415	2.415	2.346
R1	2.375	2.375	2.340	2.362
PP	2.348	2.348	2.348	2.342
S1	2.308	2.308	2.328	2.295
S2	2.281	2.281	2.322
S3	2.214	2.241	2.316
S4	2.147	2.174	2.297

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	6.6%	0.070	3.0%	63%	False	False	3,761
10	2.457	2.237	0.220	9.4%	0.058	2.5%	44%	False	False	3,684

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	2.674
2.618	2.564
1.618	2.497
1.000	2.456
0.618	2.430
HIGH	2.389
0.618	2.363
0.500	2.356
0.382	2.348
LOW	2.322
0.618	2.281
1.000	2.255
1.618	2.214
2.618	2.147
4.250	2.037

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	2.356	2.350
PP	2.348	2.345
S1	2.341	2.339

Download as Excel Spreadsheet

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

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