NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	2.932	2.907	-0.025	-0.9%	3.008
High	2.972	2.915	-0.057	-1.9%	3.045
Low	2.900	2.833	-0.067	-2.3%	2.885
Close	2.909	2.845	-0.064	-2.2%	2.953
Range	0.072	0.082	0.010	13.9%	0.160
ATR	0.083	0.083	0.000	0.0%	0.000
Volume	18,192	19,398	1,206	6.6%	125,677

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.110	3.060	2.890
R3	3.028	2.978	2.868
R2	2.946	2.946	2.860
R1	2.896	2.896	2.853	2.880
PP	2.864	2.864	2.864	2.857
S1	2.814	2.814	2.837	2.798
S2	2.782	2.782	2.830
S3	2.700	2.732	2.822
S4	2.618	2.650	2.800

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.441	3.357	3.041
R3	3.281	3.197	2.997
R2	3.121	3.121	2.982
R1	3.037	3.037	2.968	2.999
PP	2.961	2.961	2.961	2.942
S1	2.877	2.877	2.938	2.839
S2	2.801	2.801	2.924
S3	2.641	2.717	2.909
S4	2.481	2.557	2.865

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.986	2.833	0.153	5.4%	0.073	2.6%	8%	False	True	18,889
10	3.045	2.833	0.212	7.5%	0.081	2.8%	6%	False	True	21,904
20	3.148	2.833	0.315	11.1%	0.090	3.2%	4%	False	True	21,410
40	3.148	2.572	0.576	20.2%	0.076	2.7%	47%	False	False	18,261
60	3.148	2.460	0.688	24.2%	0.068	2.4%	56%	False	False	15,223
80	3.148	2.424	0.724	25.4%	0.066	2.3%	58%	False	False	13,149

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	0.025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.264
2.618	3.130
1.618	3.048
1.000	2.997
0.618	2.966
HIGH	2.915
0.618	2.884
0.500	2.874
0.382	2.864
LOW	2.833
0.618	2.782
1.000	2.751
1.618	2.700
2.618	2.618
4.250	2.485

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	2.874	2.910
PP	2.864	2.888
S1	2.855	2.867

Download as Excel Spreadsheet

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

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