NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 18-Apr-2016

Day Change Summary
	Previous	Current
	15-Apr-2016	18-Apr-2016	Change	Change %	Previous Week
Open	2.240	2.191	-0.049	-2.2%	2.236
High	2.255	2.261	0.006	0.3%	2.307
Low	2.203	2.191	-0.012	-0.5%	2.192
Close	2.212	2.258	0.046	2.1%	2.212
Range	0.052	0.070	0.018	34.6%	0.115
ATR	0.067	0.067	0.000	0.3%	0.000
Volume	16,577	11,802	-4,775	-28.8%	96,505

Daily Pivots for day following 18-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.447	2.422	2.297
R3	2.377	2.352	2.277
R2	2.307	2.307	2.271
R1	2.282	2.282	2.264	2.295
PP	2.237	2.237	2.237	2.243
S1	2.212	2.212	2.252	2.225
S2	2.167	2.167	2.245
S3	2.097	2.142	2.239
S4	2.027	2.072	2.220

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.582	2.512	2.275
R3	2.467	2.397	2.244
R2	2.352	2.352	2.233
R1	2.282	2.282	2.223	2.260
PP	2.237	2.237	2.237	2.226
S1	2.167	2.167	2.201	2.145
S2	2.122	2.122	2.191
S3	2.007	2.052	2.180
S4	1.892	1.937	2.149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.307	2.191	0.116	5.1%	0.059	2.6%	58%	False	True	17,326
10	2.307	2.183	0.124	5.5%	0.060	2.7%	60%	False	False	17,625
20	2.332	2.150	0.182	8.1%	0.068	3.0%	59%	False	False	15,585
40	2.332	2.009	0.323	14.3%	0.065	2.9%	77%	False	False	14,132
60	2.479	2.009	0.470	20.8%	0.063	2.8%	53%	False	False	11,759

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.559
2.618	2.444
1.618	2.374
1.000	2.331
0.618	2.304
HIGH	2.261
0.618	2.234
0.500	2.226
0.382	2.218
LOW	2.191
0.618	2.148
1.000	2.121
1.618	2.078
2.618	2.008
4.250	1.894

Fisher Pivots for day following 18-Apr-2016
Pivot	1 day	3 day
R1	2.247	2.255
PP	2.237	2.252
S1	2.226	2.249

Download as Excel Spreadsheet

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

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