NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 30-Mar-2016

Day Change Summary
	Previous	Current
	29-Mar-2016	30-Mar-2016	Change	Change %	Previous Week
Open	2.250	2.296	0.046	2.0%	2.229
High	2.303	2.327	0.024	1.0%	2.256
Low	2.230	2.277	0.047	2.1%	2.150
Close	2.298	2.311	0.013	0.6%	2.187
Range	0.073	0.050	-0.023	-31.5%	0.106
ATR	0.070	0.069	-0.001	-2.1%	0.000
Volume	15,733	12,820	-2,913	-18.5%	46,990

Daily Pivots for day following 30-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.455	2.433	2.339
R3	2.405	2.383	2.325
R2	2.355	2.355	2.320
R1	2.333	2.333	2.316	2.344
PP	2.305	2.305	2.305	2.311
S1	2.283	2.283	2.306	2.294
S2	2.255	2.255	2.302
S3	2.205	2.233	2.297
S4	2.155	2.183	2.284

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.516	2.457	2.245
R3	2.410	2.351	2.216
R2	2.304	2.304	2.206
R1	2.245	2.245	2.197	2.222
PP	2.198	2.198	2.198	2.186
S1	2.139	2.139	2.177	2.116
S2	2.092	2.092	2.168
S3	1.986	2.033	2.158
S4	1.880	1.927	2.129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.327	2.150	0.177	7.7%	0.074	3.2%	91%	True	False	13,073
10	2.327	2.150	0.177	7.7%	0.071	3.1%	91%	True	False	12,290
20	2.327	2.009	0.318	13.8%	0.067	2.9%	95%	True	False	12,878
40	2.420	2.009	0.411	17.8%	0.063	2.7%	73%	False	False	11,115
60	2.644	2.009	0.635	27.5%	0.064	2.8%	48%	False	False	8,938

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.540
2.618	2.458
1.618	2.408
1.000	2.377
0.618	2.358
HIGH	2.327
0.618	2.308
0.500	2.302
0.382	2.296
LOW	2.277
0.618	2.246
1.000	2.227
1.618	2.196
2.618	2.146
4.250	2.065

Fisher Pivots for day following 30-Mar-2016
Pivot	1 day	3 day
R1	2.308	2.287
PP	2.305	2.263
S1	2.302	2.239

Download as Excel Spreadsheet

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

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