NYMEX Natural Gas Future August 2016

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	2.863	2.931	0.068	2.4%	2.677
High	2.945	2.998	0.053	1.8%	2.998
Low	2.851	2.891	0.040	1.4%	2.667
Close	2.924	2.987	0.063	2.2%	2.987
Range	0.094	0.107	0.013	13.8%	0.331
ATR	0.093	0.094	0.001	1.1%	0.000
Volume	160,700	114,642	-46,058	-28.7%	708,867

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.280	3.240	3.046
R3	3.173	3.133	3.016
R2	3.066	3.066	3.007
R1	3.026	3.026	2.997	3.046
PP	2.959	2.959	2.959	2.969
S1	2.919	2.919	2.977	2.939
S2	2.852	2.852	2.967
S3	2.745	2.812	2.958
S4	2.638	2.705	2.928

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.877	3.763	3.169
R3	3.546	3.432	3.078
R2	3.215	3.215	3.048
R1	3.101	3.101	3.017	3.158
PP	2.884	2.884	2.884	2.913
S1	2.770	2.770	2.957	2.827
S2	2.553	2.553	2.926
S3	2.222	2.439	2.896
S4	1.891	2.108	2.805

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.998	2.667	0.331	11.1%	0.116	3.9%	97%	True	False	141,773
10	2.998	2.653	0.345	11.6%	0.105	3.5%	97%	True	False	116,107
20	2.998	2.478	0.520	17.4%	0.092	3.1%	98%	True	False	96,123
40	2.998	2.157	0.841	28.2%	0.080	2.7%	99%	True	False	65,435
60	2.998	2.156	0.842	28.2%	0.079	2.6%	99%	True	False	52,350
80	2.998	2.086	0.912	30.5%	0.077	2.6%	99%	True	False	42,692
100	2.998	1.990	1.008	33.7%	0.074	2.5%	99%	True	False	36,337
120	2.998	1.990	1.008	33.7%	0.072	2.4%	99%	True	False	31,264

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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.453
2.618	3.278
1.618	3.171
1.000	3.105
0.618	3.064
HIGH	2.998
0.618	2.957
0.500	2.945
0.382	2.932
LOW	2.891
0.618	2.825
1.000	2.784
1.618	2.718
2.618	2.611
4.250	2.436

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	2.973	2.965
PP	2.959	2.943
S1	2.945	2.921

Download as Excel Spreadsheet

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

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