NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	2.278	2.229	-0.049	-2.2%	2.187
High	2.283	2.250	-0.033	-1.4%	2.289
Low	2.239	2.161	-0.078	-3.5%	2.143
Close	2.254	2.178	-0.076	-3.4%	2.254
Range	0.044	0.089	0.045	102.3%	0.146
ATR	0.065	0.067	0.002	3.1%	0.000
Volume	11,871	11,228	-643	-5.4%	56,543

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.463	2.410	2.227
R3	2.374	2.321	2.202
R2	2.285	2.285	2.194
R1	2.232	2.232	2.186	2.214
PP	2.196	2.196	2.196	2.188
S1	2.143	2.143	2.170	2.125
S2	2.107	2.107	2.162
S3	2.018	2.054	2.154
S4	1.929	1.965	2.129

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.667	2.606	2.334
R3	2.521	2.460	2.294
R2	2.375	2.375	2.281
R1	2.314	2.314	2.267	2.345
PP	2.229	2.229	2.229	2.244
S1	2.168	2.168	2.241	2.199
S2	2.083	2.083	2.227
S3	1.937	2.022	2.214
S4	1.791	1.876	2.174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.289	2.161	0.128	5.9%	0.071	3.3%	13%	False	True	11,483
10	2.289	2.030	0.259	11.9%	0.067	3.1%	57%	False	False	12,288
20	2.289	2.009	0.280	12.9%	0.064	2.9%	60%	False	False	12,801
40	2.479	2.009	0.470	21.6%	0.061	2.8%	36%	False	False	10,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.628
2.618	2.483
1.618	2.394
1.000	2.339
0.618	2.305
HIGH	2.250
0.618	2.216
0.500	2.206
0.382	2.195
LOW	2.161
0.618	2.106
1.000	2.072
1.618	2.017
2.618	1.928
4.250	1.783

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	2.206	2.225
PP	2.196	2.209
S1	2.187	2.194

Download as Excel Spreadsheet

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

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