NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	2.520	2.524	0.004	0.2%	2.522
High	2.530	2.525	-0.005	-0.2%	2.643
Low	2.497	2.429	-0.068	-2.7%	2.452
Close	2.507	2.445	-0.062	-2.5%	2.637
Range	0.033	0.096	0.063	190.9%	0.191
ATR
Volume	4,067	4,611	544	13.4%	23,523

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.754	2.696	2.498
R3	2.658	2.600	2.471
R2	2.562	2.562	2.463
R1	2.504	2.504	2.454	2.485
PP	2.466	2.466	2.466	2.457
S1	2.408	2.408	2.436	2.389
S2	2.370	2.370	2.427
S3	2.274	2.312	2.419
S4	2.178	2.216	2.392

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.150	3.085	2.742
R3	2.959	2.894	2.690
R2	2.768	2.768	2.672
R1	2.703	2.703	2.655	2.736
PP	2.577	2.577	2.577	2.594
S1	2.512	2.512	2.619	2.545
S2	2.386	2.386	2.602
S3	2.195	2.321	2.584
S4	2.004	2.130	2.532

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.644	2.429	0.215	8.8%	0.073	3.0%	7%	False	True	4,820
10	2.644	2.429	0.215	8.8%	0.073	3.0%	7%	False	True	4,522

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	0.015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.933
2.618	2.776
1.618	2.680
1.000	2.621
0.618	2.584
HIGH	2.525
0.618	2.488
0.500	2.477
0.382	2.466
LOW	2.429
0.618	2.370
1.000	2.333
1.618	2.274
2.618	2.178
4.250	2.021

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	2.477	2.487
PP	2.466	2.473
S1	2.456	2.459

Download as Excel Spreadsheet

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

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