NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 27-Apr-2016

Day Change Summary
	Previous	Current
	26-Apr-2016	27-Apr-2016	Change	Change %	Previous Week
Open	2.492	2.486	-0.006	-0.2%	2.260
High	2.501	2.512	0.011	0.4%	2.558
Low	2.440	2.447	0.007	0.3%	2.254
Close	2.470	2.501	0.031	1.3%	2.541
Range	0.061	0.065	0.004	6.6%	0.304
ATR	0.074	0.073	-0.001	-0.9%	0.000
Volume	17,809	35,256	17,447	98.0%	144,797

Daily Pivots for day following 27-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.682	2.656	2.537
R3	2.617	2.591	2.519
R2	2.552	2.552	2.513
R1	2.526	2.526	2.507	2.539
PP	2.487	2.487	2.487	2.493
S1	2.461	2.461	2.495	2.474
S2	2.422	2.422	2.489
S3	2.357	2.396	2.483
S4	2.292	2.331	2.465

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.363	3.256	2.708
R3	3.059	2.952	2.625
R2	2.755	2.755	2.597
R1	2.648	2.648	2.569	2.702
PP	2.451	2.451	2.451	2.478
S1	2.344	2.344	2.513	2.398
S2	2.147	2.147	2.485
S3	1.843	2.040	2.457
S4	1.539	1.736	2.374

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.583	2.422	0.161	6.4%	0.080	3.2%	49%	False	False	26,705
10	2.583	2.254	0.329	13.2%	0.077	3.1%	75%	False	False	25,899
20	2.583	2.236	0.347	13.9%	0.071	2.8%	76%	False	False	23,150
40	2.583	2.052	0.531	21.2%	0.069	2.8%	85%	False	False	21,709
60	2.583	2.049	0.534	21.4%	0.066	2.6%	85%	False	False	21,236

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.788
2.618	2.682
1.618	2.617
1.000	2.577
0.618	2.552
HIGH	2.512
0.618	2.487
0.500	2.480
0.382	2.472
LOW	2.447
0.618	2.407
1.000	2.382
1.618	2.342
2.618	2.277
4.250	2.171

Fisher Pivots for day following 27-Apr-2016
Pivot	1 day	3 day
R1	2.494	2.512
PP	2.487	2.508
S1	2.480	2.505

Download as Excel Spreadsheet

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

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