NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 31-Mar-2016

Day Change Summary
	Previous	Current
	30-Mar-2016	31-Mar-2016	Change	Change %	Previous Week
Open	2.279	2.279	0.000	0.0%	2.220
High	2.295	2.295	0.000	0.0%	2.231
Low	2.248	2.199	-0.049	-2.2%	2.127
Close	2.283	2.212	-0.071	-3.1%	2.158
Range	0.047	0.096	0.049	104.3%	0.104
ATR	0.069	0.071	0.002	2.8%	0.000
Volume	14,035	25,697	11,662	83.1%	51,243

Daily Pivots for day following 31-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.523	2.464	2.265
R3	2.427	2.368	2.238
R2	2.331	2.331	2.230
R1	2.272	2.272	2.221	2.254
PP	2.235	2.235	2.235	2.226
S1	2.176	2.176	2.203	2.158
S2	2.139	2.139	2.194
S3	2.043	2.080	2.186
S4	1.947	1.984	2.159

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	2.295	2.122	0.173	7.8%	0.073	3.3%	52%	True	False	15,402
10	2.295	2.122	0.173	7.8%	0.076	3.4%	52%	True	False	13,680
20	2.295	1.994	0.301	13.6%	0.069	3.1%	72%	True	False	13,302
40	2.416	1.990	0.426	19.3%	0.064	2.9%	52%	False	False	11,272
60	2.646	1.990	0.656	29.7%	0.065	2.9%	34%	False	False	9,355
80	2.646	1.990	0.656	29.7%	0.064	2.9%	34%	False	False	7,979

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	0.016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.703
2.618	2.546
1.618	2.450
1.000	2.391
0.618	2.354
HIGH	2.295
0.618	2.258
0.500	2.247
0.382	2.236
LOW	2.199
0.618	2.140
1.000	2.103
1.618	2.044
2.618	1.948
4.250	1.791

Fisher Pivots for day following 31-Mar-2016
Pivot	1 day	3 day
R1	2.247	2.247
PP	2.235	2.235
S1	2.224	2.224

Download as Excel Spreadsheet

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

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