NYMEX Natural Gas Future October 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	2.620	2.586	-0.034	-1.3%	2.781
High	2.659	2.672	0.013	0.5%	2.792
Low	2.584	2.580	-0.004	-0.2%	2.580
Close	2.607	2.626	0.019	0.7%	2.626
Range	0.075	0.092	0.017	22.7%	0.212
ATR	0.094	0.094	0.000	-0.1%	0.000
Volume	107,031	79,750	-27,281	-25.5%	481,328

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.902	2.856	2.677
R3	2.810	2.764	2.651
R2	2.718	2.718	2.643
R1	2.672	2.672	2.634	2.695
PP	2.626	2.626	2.626	2.638
S1	2.580	2.580	2.618	2.603
S2	2.534	2.534	2.609
S3	2.442	2.488	2.601
S4	2.350	2.396	2.575

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.302	3.176	2.743
R3	3.090	2.964	2.684
R2	2.878	2.878	2.665
R1	2.752	2.752	2.645	2.709
PP	2.666	2.666	2.666	2.645
S1	2.540	2.540	2.607	2.497
S2	2.454	2.454	2.587
S3	2.242	2.328	2.568
S4	2.030	2.116	2.509

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.792	2.580	0.212	8.1%	0.086	3.3%	22%	False	True	96,265
10	2.921	2.580	0.341	13.0%	0.088	3.4%	13%	False	True	78,468
20	2.947	2.580	0.367	14.0%	0.092	3.5%	13%	False	True	61,789
40	3.022	2.580	0.442	16.8%	0.096	3.7%	10%	False	True	51,017
60	3.022	2.277	0.745	28.4%	0.088	3.3%	47%	False	False	46,281
80	3.022	2.277	0.745	28.4%	0.082	3.1%	47%	False	False	41,358
100	3.022	2.202	0.820	31.2%	0.079	3.0%	52%	False	False	37,436
120	3.022	2.049	0.973	37.1%	0.077	2.9%	59%	False	False	34,882

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.063
2.618	2.913
1.618	2.821
1.000	2.764
0.618	2.729
HIGH	2.672
0.618	2.637
0.500	2.626
0.382	2.615
LOW	2.580
0.618	2.523
1.000	2.488
1.618	2.431
2.618	2.339
4.250	2.189

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	2.626	2.636
PP	2.626	2.632
S1	2.626	2.629

Download as Excel Spreadsheet

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

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