NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	3.039	3.048	0.009	0.3%	2.960
High	3.091	3.075	-0.016	-0.5%	3.091
Low	3.027	2.975	-0.052	-1.7%	2.877
Close	3.076	2.980	-0.096	-3.1%	3.076
Range	0.064	0.100	0.036	56.3%	0.214
ATR	0.086	0.087	0.001	1.2%	0.000
Volume	37,251	32,767	-4,484	-12.0%	182,526

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.310	3.245	3.035
R3	3.210	3.145	3.008
R2	3.110	3.110	2.998
R1	3.045	3.045	2.989	3.028
PP	3.010	3.010	3.010	3.001
S1	2.945	2.945	2.971	2.928
S2	2.910	2.910	2.962
S3	2.810	2.845	2.953
S4	2.710	2.745	2.925

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.657	3.580	3.194
R3	3.443	3.366	3.135
R2	3.229	3.229	3.115
R1	3.152	3.152	3.096	3.191
PP	3.015	3.015	3.015	3.034
S1	2.938	2.938	3.056	2.977
S2	2.801	2.801	3.037
S3	2.587	2.724	3.017
S4	2.373	2.510	2.958

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.091	2.877	0.214	7.2%	0.099	3.3%	48%	False	False	37,558
10	3.091	2.817	0.274	9.2%	0.089	3.0%	59%	False	False	29,631
20	3.115	2.817	0.298	10.0%	0.090	3.0%	55%	False	False	26,151
40	3.148	2.763	0.385	12.9%	0.082	2.8%	56%	False	False	22,472
60	3.148	2.460	0.688	23.1%	0.073	2.5%	76%	False	False	18,308
80	3.148	2.448	0.700	23.5%	0.069	2.3%	76%	False	False	15,791
100	3.148	2.316	0.832	27.9%	0.068	2.3%	80%	False	False	13,636

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.500
2.618	3.337
1.618	3.237
1.000	3.175
0.618	3.137
HIGH	3.075
0.618	3.037
0.500	3.025
0.382	3.013
LOW	2.975
0.618	2.913
1.000	2.875
1.618	2.813
2.618	2.713
4.250	2.550

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	3.025	2.990
PP	3.010	2.986
S1	2.995	2.983

Download as Excel Spreadsheet

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

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