NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	2.360	2.430	0.070	3.0%	2.354
High	2.394	2.501	0.107	4.5%	2.394
Low	2.359	2.402	0.043	1.8%	2.311
Close	2.383	2.497	0.114	4.8%	2.383
Range	0.035	0.099	0.064	182.9%	0.083
ATR	0.058	0.062	0.004	7.5%	0.000
Volume	1,041	3,292	2,251	216.2%	11,019

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.764	2.729	2.551
R3	2.665	2.630	2.524
R2	2.566	2.566	2.515
R1	2.531	2.531	2.506	2.549
PP	2.467	2.467	2.467	2.475
S1	2.432	2.432	2.488	2.450
S2	2.368	2.368	2.479
S3	2.269	2.333	2.470
S4	2.170	2.234	2.443

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.612	2.580	2.429
R3	2.529	2.497	2.406
R2	2.446	2.446	2.398
R1	2.414	2.414	2.391	2.430
PP	2.363	2.363	2.363	2.371
S1	2.331	2.331	2.375	2.347
S2	2.280	2.280	2.368
S3	2.197	2.248	2.360
S4	2.114	2.165	2.337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.501	2.311	0.190	7.6%	0.063	2.5%	98%	True	False	2,862
10	2.501	2.237	0.264	10.6%	0.063	2.5%	98%	True	False	3,129

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.922
2.618	2.760
1.618	2.661
1.000	2.600
0.618	2.562
HIGH	2.501
0.618	2.463
0.500	2.452
0.382	2.440
LOW	2.402
0.618	2.341
1.000	2.303
1.618	2.242
2.618	2.143
4.250	1.981

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	2.482	2.467
PP	2.467	2.436
S1	2.452	2.406

Download as Excel Spreadsheet

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

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