NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 28-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	28-Mar-2016	Change	Change %	Previous Week
Open	2.132	2.140	0.008	0.4%	2.220
High	2.172	2.221	0.049	2.3%	2.231
Low	2.127	2.122	-0.005	-0.2%	2.127
Close	2.158	2.219	0.061	2.8%	2.158
Range	0.045	0.099	0.054	120.0%	0.104
ATR	0.068	0.071	0.002	3.2%	0.000
Volume	12,601	9,196	-3,405	-27.0%	51,243

Daily Pivots for day following 28-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.484	2.451	2.273
R3	2.385	2.352	2.246
R2	2.286	2.286	2.237
R1	2.253	2.253	2.228	2.270
PP	2.187	2.187	2.187	2.196
S1	2.154	2.154	2.210	2.171
S2	2.088	2.088	2.201
S3	1.989	2.055	2.192
S4	1.890	1.956	2.165

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.484	2.425	2.215
R3	2.380	2.321	2.187
R2	2.276	2.276	2.177
R1	2.217	2.217	2.168	2.195
PP	2.172	2.172	2.172	2.161
S1	2.113	2.113	2.148	2.091
S2	2.068	2.068	2.139
S3	1.964	2.009	2.129
S4	1.860	1.905	2.101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.231	2.122	0.109	4.9%	0.082	3.7%	89%	False	True	12,087
10	2.269	2.122	0.147	6.6%	0.076	3.4%	66%	False	True	11,105
20	2.269	1.990	0.279	12.6%	0.069	3.1%	82%	False	False	12,599
40	2.475	1.990	0.485	21.9%	0.063	2.9%	47%	False	False	10,454
60	2.646	1.990	0.656	29.6%	0.065	2.9%	35%	False	False	8,622

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.642
2.618	2.480
1.618	2.381
1.000	2.320
0.618	2.282
HIGH	2.221
0.618	2.183
0.500	2.172
0.382	2.160
LOW	2.122
0.618	2.061
1.000	2.023
1.618	1.962
2.618	1.863
4.250	1.701

Fisher Pivots for day following 28-Mar-2016
Pivot	1 day	3 day
R1	2.203	2.205
PP	2.187	2.191
S1	2.172	2.177

Download as Excel Spreadsheet

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

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