NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	2.607	2.627	0.020	0.8%	2.440
High	2.637	2.655	0.018	0.7%	2.637
Low	2.580	2.591	0.011	0.4%	2.430
Close	2.595	2.645	0.050	1.9%	2.595
Range	0.057	0.064	0.007	12.3%	0.207
ATR	0.067	0.067	0.000	-0.3%	0.000
Volume	24,796	27,633	2,837	11.4%	143,446

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.822	2.798	2.680
R3	2.758	2.734	2.663
R2	2.694	2.694	2.657
R1	2.670	2.670	2.651	2.682
PP	2.630	2.630	2.630	2.637
S1	2.606	2.606	2.639	2.618
S2	2.566	2.566	2.633
S3	2.502	2.542	2.627
S4	2.438	2.478	2.610

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.175	3.092	2.709
R3	2.968	2.885	2.652
R2	2.761	2.761	2.633
R1	2.678	2.678	2.614	2.720
PP	2.554	2.554	2.554	2.575
S1	2.471	2.471	2.576	2.513
S2	2.347	2.347	2.557
S3	2.140	2.264	2.538
S4	1.933	2.057	2.481

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.655	2.430	0.225	8.5%	0.069	2.6%	96%	True	False	34,215
10	2.655	2.358	0.297	11.2%	0.066	2.5%	97%	True	False	32,123
20	2.655	2.277	0.378	14.3%	0.063	2.4%	97%	True	False	28,204
40	2.655	2.249	0.406	15.3%	0.065	2.5%	98%	True	False	27,028
60	2.655	2.181	0.474	17.9%	0.067	2.5%	98%	True	False	24,558
80	2.655	2.049	0.606	22.9%	0.066	2.5%	98%	True	False	23,861

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.927
2.618	2.823
1.618	2.759
1.000	2.719
0.618	2.695
HIGH	2.655
0.618	2.631
0.500	2.623
0.382	2.615
LOW	2.591
0.618	2.551
1.000	2.527
1.618	2.487
2.618	2.423
4.250	2.319

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	2.638	2.633
PP	2.630	2.620
S1	2.623	2.608

Download as Excel Spreadsheet

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

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