NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	2.363	2.408	0.045	1.9%	2.231
High	2.425	2.467	0.042	1.7%	2.427
Low	2.361	2.404	0.043	1.8%	2.231
Close	2.402	2.427	0.025	1.0%	2.407
Range	0.064	0.063	-0.001	-1.6%	0.196
ATR
Volume	2,329	5,625	3,296	141.5%	19,750

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.622	2.587	2.462
R3	2.559	2.524	2.444
R2	2.496	2.496	2.439
R1	2.461	2.461	2.433	2.479
PP	2.433	2.433	2.433	2.441
S1	2.398	2.398	2.421	2.416
S2	2.370	2.370	2.415
S3	2.307	2.335	2.410
S4	2.244	2.272	2.392

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.943	2.871	2.515
R3	2.747	2.675	2.461
R2	2.551	2.551	2.443
R1	2.479	2.479	2.425	2.515
PP	2.355	2.355	2.355	2.373
S1	2.283	2.283	2.389	2.319
S2	2.159	2.159	2.371
S3	1.963	2.087	2.353
S4	1.767	1.891	2.299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.467	2.267	0.200	8.2%	0.062	2.5%	80%	True	False	4,029
10	2.467	2.225	0.242	10.0%	0.056	2.3%	83%	True	False	4,985

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	0.010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.735
2.618	2.632
1.618	2.569
1.000	2.530
0.618	2.506
HIGH	2.467
0.618	2.443
0.500	2.436
0.382	2.428
LOW	2.404
0.618	2.365
1.000	2.341
1.618	2.302
2.618	2.239
4.250	2.136

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	2.436	2.423
PP	2.433	2.418
S1	2.430	2.414

Download as Excel Spreadsheet

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

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