NYMEX Natural Gas Future December 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	3.206	3.225	0.019	0.6%	3.205
High	3.229	3.245	0.016	0.5%	3.229
Low	3.176	3.150	-0.026	-0.8%	3.081
Close	3.225	3.177	-0.048	-1.5%	3.133
Range	0.053	0.095	0.042	79.2%	0.148
ATR	0.058	0.061	0.003	4.6%	0.000
Volume	9,565	14,632	5,067	53.0%	54,276

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.476	3.421	3.229
R3	3.381	3.326	3.203
R2	3.286	3.286	3.194
R1	3.231	3.231	3.186	3.211
PP	3.191	3.191	3.191	3.181
S1	3.136	3.136	3.168	3.116
S2	3.096	3.096	3.160
S3	3.001	3.041	3.151
S4	2.906	2.946	3.125

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.592	3.510	3.214
R3	3.444	3.362	3.174
R2	3.296	3.296	3.160
R1	3.214	3.214	3.147	3.181
PP	3.148	3.148	3.148	3.131
S1	3.066	3.066	3.119	3.033
S2	3.000	3.000	3.106
S3	2.852	2.918	3.092
S4	2.704	2.770	3.052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.245	3.081	0.164	5.2%	0.064	2.0%	59%	True	False	11,874
10	3.245	3.081	0.164	5.2%	0.065	2.0%	59%	True	False	12,575
20	3.245	2.878	0.367	11.6%	0.058	1.8%	81%	True	False	11,088
40	3.245	2.760	0.485	15.3%	0.053	1.7%	86%	True	False	8,647
60	3.245	2.700	0.545	17.2%	0.054	1.7%	88%	True	False	7,978

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	0.014
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.649
2.618	3.494
1.618	3.399
1.000	3.340
0.618	3.304
HIGH	3.245
0.618	3.209
0.500	3.198
0.382	3.186
LOW	3.150
0.618	3.091
1.000	3.055
1.618	2.996
2.618	2.901
4.250	2.746

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	3.198	3.195
PP	3.191	3.189
S1	3.184	3.183

Download as Excel Spreadsheet

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

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