NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 04-May-2016

Day Change Summary
	Previous	Current
	03-May-2016	04-May-2016	Change	Change %	Previous Week
Open	2.456	2.470	0.014	0.6%	2.557
High	2.491	2.515	0.024	1.0%	2.583
Low	2.454	2.446	-0.008	-0.3%	2.435
Close	2.474	2.497	0.023	0.9%	2.525
Range	0.037	0.069	0.032	86.5%	0.148
ATR	0.073	0.072	0.000	-0.4%	0.000
Volume	22,139	21,159	-980	-4.4%	162,977

Daily Pivots for day following 04-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.693	2.664	2.535
R3	2.624	2.595	2.516
R2	2.555	2.555	2.510
R1	2.526	2.526	2.503	2.541
PP	2.486	2.486	2.486	2.493
S1	2.457	2.457	2.491	2.472
S2	2.417	2.417	2.484
S3	2.348	2.388	2.478
S4	2.279	2.319	2.459

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.958	2.890	2.606
R3	2.810	2.742	2.566
R2	2.662	2.662	2.552
R1	2.594	2.594	2.539	2.554
PP	2.514	2.514	2.514	2.495
S1	2.446	2.446	2.511	2.406
S2	2.366	2.366	2.498
S3	2.218	2.298	2.484
S4	2.070	2.150	2.444

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.530	2.432	0.098	3.9%	0.065	2.6%	66%	False	False	32,001
10	2.583	2.422	0.161	6.4%	0.073	2.9%	47%	False	False	29,353
20	2.583	2.236	0.347	13.9%	0.069	2.8%	75%	False	False	25,528
40	2.583	2.105	0.478	19.1%	0.070	2.8%	82%	False	False	22,577
60	2.583	2.049	0.534	21.4%	0.066	2.6%	84%	False	False	22,081

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.808
2.618	2.696
1.618	2.627
1.000	2.584
0.618	2.558
HIGH	2.515
0.618	2.489
0.500	2.481
0.382	2.472
LOW	2.446
0.618	2.403
1.000	2.377
1.618	2.334
2.618	2.265
4.250	2.153

Fisher Pivots for day following 04-May-2016
Pivot	1 day	3 day
R1	2.492	2.489
PP	2.486	2.481
S1	2.481	2.474

Download as Excel Spreadsheet

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

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