NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 19-Apr-2016

Day Change Summary
	Previous	Current
	18-Apr-2016	19-Apr-2016	Change	Change %	Previous Week
Open	2.191	2.250	0.059	2.7%	2.236
High	2.261	2.384	0.123	5.4%	2.307
Low	2.191	2.250	0.059	2.7%	2.192
Close	2.258	2.375	0.117	5.2%	2.212
Range	0.070	0.134	0.064	91.4%	0.115
ATR	0.067	0.072	0.005	7.0%	0.000
Volume	11,802	28,406	16,604	140.7%	96,505

Daily Pivots for day following 19-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.738	2.691	2.449
R3	2.604	2.557	2.412
R2	2.470	2.470	2.400
R1	2.423	2.423	2.387	2.447
PP	2.336	2.336	2.336	2.348
S1	2.289	2.289	2.363	2.313
S2	2.202	2.202	2.350
S3	2.068	2.155	2.338
S4	1.934	2.021	2.301

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	2.384	2.191	0.193	8.1%	0.071	3.0%	95%	True	False	19,325
10	2.384	2.183	0.201	8.5%	0.065	2.7%	96%	True	False	19,201
20	2.384	2.150	0.234	9.9%	0.070	3.0%	96%	True	False	16,444
40	2.384	2.009	0.375	15.8%	0.067	2.8%	98%	True	False	14,622
60	2.479	2.009	0.470	19.8%	0.064	2.7%	78%	False	False	12,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.005
Widest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	2.954
2.618	2.735
1.618	2.601
1.000	2.518
0.618	2.467
HIGH	2.384
0.618	2.333
0.500	2.317
0.382	2.301
LOW	2.250
0.618	2.167
1.000	2.116
1.618	2.033
2.618	1.899
4.250	1.681

Fisher Pivots for day following 19-Apr-2016
Pivot	1 day	3 day
R1	2.356	2.346
PP	2.336	2.317
S1	2.317	2.288

Download as Excel Spreadsheet

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

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