NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	2.930	2.930	0.000	0.0%	3.065
High	2.964	2.976	0.012	0.4%	3.115
Low	2.904	2.888	-0.016	-0.6%	2.905
Close	2.929	2.931	0.002	0.1%	2.990
Range	0.060	0.088	0.028	46.7%	0.210
ATR	0.086	0.086	0.000	0.1%	0.000
Volume	31,151	26,043	-5,108	-16.4%	89,337

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.196	3.151	2.979
R3	3.108	3.063	2.955
R2	3.020	3.020	2.947
R1	2.975	2.975	2.939	2.998
PP	2.932	2.932	2.932	2.943
S1	2.887	2.887	2.923	2.910
S2	2.844	2.844	2.915
S3	2.756	2.799	2.907
S4	2.668	2.711	2.883

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.633	3.522	3.106
R3	3.423	3.312	3.048
R2	3.213	3.213	3.029
R1	3.102	3.102	3.009	3.053
PP	3.003	3.003	3.003	2.979
S1	2.892	2.892	2.971	2.843
S2	2.793	2.793	2.952
S3	2.583	2.682	2.932
S4	2.373	2.472	2.875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.045	2.888	0.157	5.4%	0.089	3.0%	27%	False	True	24,920
10	3.148	2.888	0.260	8.9%	0.099	3.4%	17%	False	True	23,887
20	3.148	2.838	0.310	10.6%	0.087	3.0%	30%	False	False	20,571
40	3.148	2.460	0.688	23.5%	0.075	2.5%	68%	False	False	16,854
60	3.148	2.460	0.688	23.5%	0.069	2.4%	68%	False	False	14,440
80	3.148	2.398	0.750	25.6%	0.066	2.3%	71%	False	False	12,251

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	0.029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.350
2.618	3.206
1.618	3.118
1.000	3.064
0.618	3.030
HIGH	2.976
0.618	2.942
0.500	2.932
0.382	2.922
LOW	2.888
0.618	2.834
1.000	2.800
1.618	2.746
2.618	2.658
4.250	2.514

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	2.932	2.967
PP	2.932	2.955
S1	2.931	2.943

Download as Excel Spreadsheet

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

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