NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	2.436	2.456	0.020	0.8%	2.231
High	2.447	2.505	0.058	2.4%	2.427
Low	2.398	2.429	0.031	1.3%	2.231
Close	2.445	2.497	0.052	2.1%	2.407
Range	0.049	0.076	0.027	55.1%	0.196
ATR
Volume	2,288	9,680	7,392	323.1%	19,750

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.705	2.677	2.539
R3	2.629	2.601	2.518
R2	2.553	2.553	2.511
R1	2.525	2.525	2.504	2.539
PP	2.477	2.477	2.477	2.484
S1	2.449	2.449	2.490	2.463
S2	2.401	2.401	2.483
S3	2.325	2.373	2.476
S4	2.249	2.297	2.455

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	2.505	2.361	0.144	5.8%	0.061	2.4%	94%	True	False	4,549
10	2.505	2.229	0.276	11.1%	0.060	2.4%	97%	True	False	4,623

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	2.828
2.618	2.704
1.618	2.628
1.000	2.581
0.618	2.552
HIGH	2.505
0.618	2.476
0.500	2.467
0.382	2.458
LOW	2.429
0.618	2.382
1.000	2.353
1.618	2.306
2.618	2.230
4.250	2.106

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	2.487	2.482
PP	2.477	2.467
S1	2.467	2.452

Download as Excel Spreadsheet

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

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