NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	2.852	2.763	-0.089	-3.1%	2.749
High	2.865	2.815	-0.050	-1.7%	2.784
Low	2.753	2.716	-0.037	-1.3%	2.682
Close	2.773	2.795	0.022	0.8%	2.742
Range	0.112	0.099	-0.013	-11.6%	0.102
ATR	0.074	0.076	0.002	2.5%	0.000
Volume	36,000	33,341	-2,659	-7.4%	165,844

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.072	3.033	2.849
R3	2.973	2.934	2.822
R2	2.874	2.874	2.813
R1	2.835	2.835	2.804	2.855
PP	2.775	2.775	2.775	2.785
S1	2.736	2.736	2.786	2.756
S2	2.676	2.676	2.777
S3	2.577	2.637	2.768
S4	2.478	2.538	2.741

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.042	2.994	2.798
R3	2.940	2.892	2.770
R2	2.838	2.838	2.761
R1	2.790	2.790	2.751	2.763
PP	2.736	2.736	2.736	2.723
S1	2.688	2.688	2.733	2.661
S2	2.634	2.634	2.723
S3	2.532	2.586	2.714
S4	2.430	2.484	2.686

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.870	2.691	0.179	6.4%	0.086	3.1%	58%	False	False	32,884
10	2.870	2.682	0.188	6.7%	0.072	2.6%	60%	False	False	36,458
20	2.870	2.392	0.478	17.1%	0.073	2.6%	84%	False	False	38,937
40	2.870	2.277	0.593	21.2%	0.068	2.4%	87%	False	False	32,473
60	2.870	2.236	0.634	22.7%	0.069	2.5%	88%	False	False	29,365
80	2.870	2.052	0.818	29.3%	0.068	2.4%	91%	False	False	27,091
100	2.870	2.049	0.821	29.4%	0.067	2.4%	91%	False	False	25,731

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.236
2.618	3.074
1.618	2.975
1.000	2.914
0.618	2.876
HIGH	2.815
0.618	2.777
0.500	2.766
0.382	2.754
LOW	2.716
0.618	2.655
1.000	2.617
1.618	2.556
2.618	2.457
4.250	2.295

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	2.785	2.794
PP	2.775	2.794
S1	2.766	2.793

Download as Excel Spreadsheet

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

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