NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	2.367	2.354	-0.013	-0.5%	2.344
High	2.389	2.363	-0.026	-1.1%	2.370
Low	2.322	2.311	-0.011	-0.5%	2.237
Close	2.334	2.355	0.021	0.9%	2.343
Range	0.067	0.052	-0.015	-22.4%	0.133
ATR	0.059	0.059	-0.001	-0.9%	0.000
Volume	2,270	3,155	885	39.0%	16,982

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.499	2.479	2.384
R3	2.447	2.427	2.369
R2	2.395	2.395	2.365
R1	2.375	2.375	2.360	2.385
PP	2.343	2.343	2.343	2.348
S1	2.323	2.323	2.350	2.333
S2	2.291	2.291	2.345
S3	2.239	2.271	2.341
S4	2.187	2.219	2.326

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	2.308	0.084	3.6%	0.056	2.4%	56%	False	False	3,457
10	2.446	2.237	0.209	8.9%	0.058	2.5%	56%	False	False	3,560

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.584
2.618	2.499
1.618	2.447
1.000	2.415
0.618	2.395
HIGH	2.363
0.618	2.343
0.500	2.337
0.382	2.331
LOW	2.311
0.618	2.279
1.000	2.259
1.618	2.227
2.618	2.175
4.250	2.090

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	2.349	2.354
PP	2.343	2.353
S1	2.337	2.352

Download as Excel Spreadsheet

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

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