NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 16-Jun-2016

Day Change Summary
	Previous	Current
	15-Jun-2016	16-Jun-2016	Change	Change %	Previous Week
Open	2.888	2.882	-0.006	-0.2%	2.799
High	2.908	2.887	-0.021	-0.7%	2.975
Low	2.863	2.838	-0.025	-0.9%	2.763
Close	2.873	2.855	-0.018	-0.6%	2.909
Range	0.045	0.049	0.004	8.9%	0.212
ATR	0.061	0.060	-0.001	-1.4%	0.000
Volume	13,228	14,722	1,494	11.3%	100,529

Daily Pivots for day following 16-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.007	2.980	2.882
R3	2.958	2.931	2.868
R2	2.909	2.909	2.864
R1	2.882	2.882	2.859	2.871
PP	2.860	2.860	2.860	2.855
S1	2.833	2.833	2.851	2.822
S2	2.811	2.811	2.846
S3	2.762	2.784	2.842
S4	2.713	2.735	2.828

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.518	3.426	3.026
R3	3.306	3.214	2.967
R2	3.094	3.094	2.948
R1	3.002	3.002	2.928	3.048
PP	2.882	2.882	2.882	2.906
S1	2.790	2.790	2.890	2.836
S2	2.670	2.670	2.870
S3	2.458	2.578	2.851
S4	2.246	2.366	2.792

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.962	2.838	0.124	4.3%	0.051	1.8%	14%	False	True	15,450
10	2.975	2.762	0.213	7.5%	0.060	2.1%	44%	False	False	17,113
20	2.975	2.460	0.515	18.0%	0.063	2.2%	77%	False	False	13,723
40	2.975	2.460	0.515	18.0%	0.059	2.1%	77%	False	False	11,448
60	2.975	2.399	0.576	20.2%	0.059	2.1%	79%	False	False	9,830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.095
2.618	3.015
1.618	2.966
1.000	2.936
0.618	2.917
HIGH	2.887
0.618	2.868
0.500	2.863
0.382	2.857
LOW	2.838
0.618	2.808
1.000	2.789
1.618	2.759
2.618	2.710
4.250	2.630

Fisher Pivots for day following 16-Jun-2016
Pivot	1 day	3 day
R1	2.863	2.877
PP	2.860	2.869
S1	2.858	2.862

Download as Excel Spreadsheet

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

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