NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	2.375	2.392	0.017	0.7%	2.642
High	2.459	2.438	-0.021	-0.9%	2.644
Low	2.365	2.385	0.020	0.8%	2.397
Close	2.400	2.421	0.021	0.9%	2.404
Range	0.094	0.053	-0.041	-43.6%	0.247
ATR	0.081	0.079	-0.002	-2.5%	0.000
Volume	3,071	4,505	1,434	46.7%	20,543

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.574	2.550	2.450
R3	2.521	2.497	2.436
R2	2.468	2.468	2.431
R1	2.444	2.444	2.426	2.456
PP	2.415	2.415	2.415	2.421
S1	2.391	2.391	2.416	2.403
S2	2.362	2.362	2.411
S3	2.309	2.338	2.406
S4	2.256	2.285	2.392

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.223	3.060	2.540
R3	2.976	2.813	2.472
R2	2.729	2.729	2.449
R1	2.566	2.566	2.427	2.524
PP	2.482	2.482	2.482	2.461
S1	2.319	2.319	2.381	2.277
S2	2.235	2.235	2.359
S3	1.988	2.072	2.336
S4	1.741	1.825	2.268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.530	2.365	0.165	6.8%	0.063	2.6%	34%	False	False	3,765
10	2.644	2.365	0.279	11.5%	0.068	2.8%	20%	False	False	4,490

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.663
2.618	2.577
1.618	2.524
1.000	2.491
0.618	2.471
HIGH	2.438
0.618	2.418
0.500	2.412
0.382	2.405
LOW	2.385
0.618	2.352
1.000	2.332
1.618	2.299
2.618	2.246
4.250	2.160

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	2.418	2.418
PP	2.415	2.415
S1	2.412	2.412

Download as Excel Spreadsheet

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

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