NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	2.970	2.981	0.011	0.4%	2.929
High	2.999	3.005	0.006	0.2%	2.962
Low	2.948	2.902	-0.046	-1.6%	2.838
Close	2.995	2.924	-0.071	-2.4%	2.889
Range	0.051	0.103	0.052	102.0%	0.124
ATR	0.062	0.065	0.003	4.7%	0.000
Volume	15,830	17,531	1,701	10.7%	72,687

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.253	3.191	2.981
R3	3.150	3.088	2.952
R2	3.047	3.047	2.943
R1	2.985	2.985	2.933	2.965
PP	2.944	2.944	2.944	2.933
S1	2.882	2.882	2.915	2.862
S2	2.841	2.841	2.905
S3	2.738	2.779	2.896
S4	2.635	2.676	2.867

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.268	3.203	2.957
R3	3.144	3.079	2.923
R2	3.020	3.020	2.912
R1	2.955	2.955	2.900	2.926
PP	2.896	2.896	2.896	2.882
S1	2.831	2.831	2.878	2.802
S2	2.772	2.772	2.866
S3	2.648	2.707	2.855
S4	2.524	2.583	2.821

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.005	2.838	0.167	5.7%	0.070	2.4%	51%	True	False	16,391
10	3.005	2.838	0.167	5.7%	0.069	2.4%	51%	True	False	17,816
20	3.005	2.575	0.430	14.7%	0.063	2.2%	81%	True	False	15,587
40	3.005	2.460	0.545	18.6%	0.059	2.0%	85%	True	False	12,372
60	3.005	2.424	0.581	19.9%	0.059	2.0%	86%	True	False	10,625

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.443
2.618	3.275
1.618	3.172
1.000	3.108
0.618	3.069
HIGH	3.005
0.618	2.966
0.500	2.954
0.382	2.941
LOW	2.902
0.618	2.838
1.000	2.799
1.618	2.735
2.618	2.632
4.250	2.464

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	2.954	2.953
PP	2.944	2.943
S1	2.934	2.934

Download as Excel Spreadsheet

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

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