NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 05-May-2016

Day Change Summary
	Previous	Current
	04-May-2016	05-May-2016	Change	Change %	Previous Week
Open	2.470	2.494	0.024	1.0%	2.557
High	2.515	2.522	0.007	0.3%	2.583
Low	2.446	2.442	-0.004	-0.2%	2.435
Close	2.497	2.453	-0.044	-1.8%	2.525
Range	0.069	0.080	0.011	15.9%	0.148
ATR	0.072	0.073	0.001	0.7%	0.000
Volume	21,159	23,955	2,796	13.2%	162,977

Daily Pivots for day following 05-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.712	2.663	2.497
R3	2.632	2.583	2.475
R2	2.552	2.552	2.468
R1	2.503	2.503	2.460	2.488
PP	2.472	2.472	2.472	2.465
S1	2.423	2.423	2.446	2.408
S2	2.392	2.392	2.438
S3	2.312	2.343	2.431
S4	2.232	2.263	2.409

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	4.0%	0.068	2.8%	21%	False	False	28,823
10	2.583	2.432	0.151	6.2%	0.074	3.0%	14%	False	False	28,806
20	2.583	2.249	0.334	13.6%	0.068	2.8%	61%	False	False	25,547
40	2.583	2.144	0.439	17.9%	0.070	2.9%	70%	False	False	22,674
60	2.583	2.049	0.534	21.8%	0.067	2.7%	76%	False	False	22,235

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.862
2.618	2.731
1.618	2.651
1.000	2.602
0.618	2.571
HIGH	2.522
0.618	2.491
0.500	2.482
0.382	2.473
LOW	2.442
0.618	2.393
1.000	2.362
1.618	2.313
2.618	2.233
4.250	2.102

Fisher Pivots for day following 05-May-2016
Pivot	1 day	3 day
R1	2.482	2.482
PP	2.472	2.472
S1	2.463	2.463

Download as Excel Spreadsheet

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

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