NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	2.050	2.110	0.060	2.9%	2.006
High	2.108	2.154	0.046	2.2%	2.107
Low	2.049	2.086	0.037	1.8%	1.990
Close	2.091	2.136	0.045	2.2%	2.046
Range	0.059	0.068	0.009	15.3%	0.117
ATR	0.063	0.064	0.000	0.5%	0.000
Volume	14,185	20,288	6,103	43.0%	69,038

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.329	2.301	2.173
R3	2.261	2.233	2.155
R2	2.193	2.193	2.148
R1	2.165	2.165	2.142	2.179
PP	2.125	2.125	2.125	2.133
S1	2.097	2.097	2.130	2.111
S2	2.057	2.057	2.124
S3	1.989	2.029	2.117
S4	1.921	1.961	2.099

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.399	2.339	2.110
R3	2.282	2.222	2.078
R2	2.165	2.165	2.067
R1	2.105	2.105	2.057	2.135
PP	2.048	2.048	2.048	2.063
S1	1.988	1.988	2.035	2.018
S2	1.931	1.931	2.025
S3	1.814	1.871	2.014
S4	1.697	1.754	1.982

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.154	1.994	0.160	7.5%	0.061	2.9%	89%	True	False	14,407
10	2.154	1.990	0.164	7.7%	0.064	3.0%	89%	True	False	13,945
20	2.361	1.990	0.371	17.4%	0.061	2.9%	39%	False	False	11,626
40	2.534	1.990	0.544	25.5%	0.060	2.8%	27%	False	False	8,749
60	2.646	1.990	0.656	30.7%	0.063	3.0%	22%	False	False	7,175

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	2.443
2.618	2.332
1.618	2.264
1.000	2.222
0.618	2.196
HIGH	2.154
0.618	2.128
0.500	2.120
0.382	2.112
LOW	2.086
0.618	2.044
1.000	2.018
1.618	1.976
2.618	1.908
4.250	1.797

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	2.131	2.120
PP	2.125	2.103
S1	2.120	2.087

Download as Excel Spreadsheet

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

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