NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	2.641	2.649	0.008	0.3%	2.643
High	2.668	2.684	0.016	0.6%	2.684
Low	2.623	2.622	-0.001	0.0%	2.572
Close	2.655	2.670	0.015	0.6%	2.670
Range	0.045	0.062	0.017	37.8%	0.112
ATR	0.060	0.060	0.000	0.2%	0.000
Volume	10,634	8,830	-1,804	-17.0%	42,879

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.845	2.819	2.704
R3	2.783	2.757	2.687
R2	2.721	2.721	2.681
R1	2.695	2.695	2.676	2.708
PP	2.659	2.659	2.659	2.665
S1	2.633	2.633	2.664	2.646
S2	2.597	2.597	2.659
S3	2.535	2.571	2.653
S4	2.473	2.509	2.636

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.978	2.936	2.732
R3	2.866	2.824	2.701
R2	2.754	2.754	2.691
R1	2.712	2.712	2.680	2.733
PP	2.642	2.642	2.642	2.653
S1	2.600	2.600	2.660	2.621
S2	2.530	2.530	2.649
S3	2.418	2.488	2.639
S4	2.306	2.376	2.608

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.684	2.572	0.112	4.2%	0.058	2.2%	88%	True	False	8,575
10	2.684	2.460	0.224	8.4%	0.061	2.3%	94%	True	False	8,708
20	2.726	2.460	0.266	10.0%	0.054	2.0%	79%	False	False	8,650
40	2.774	2.424	0.350	13.1%	0.056	2.1%	70%	False	False	8,332
60	2.774	2.229	0.545	20.4%	0.058	2.2%	81%	False	False	7,187

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.948
2.618	2.846
1.618	2.784
1.000	2.746
0.618	2.722
HIGH	2.684
0.618	2.660
0.500	2.653
0.382	2.646
LOW	2.622
0.618	2.584
1.000	2.560
1.618	2.522
2.618	2.460
4.250	2.359

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	2.664	2.657
PP	2.659	2.643
S1	2.653	2.630

Download as Excel Spreadsheet

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

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