NYMEX Natural Gas Future December 2016

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

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	3.276	3.305	0.029	0.9%	3.152
High	3.339	3.368	0.029	0.9%	3.368
Low	3.268	3.287	0.019	0.6%	3.152
Close	3.319	3.365	0.046	1.4%	3.365
Range	0.071	0.081	0.010	14.1%	0.216
ATR	0.068	0.069	0.001	1.3%	0.000
Volume	18,351	12,393	-5,958	-32.5%	77,237

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.583	3.555	3.410
R3	3.502	3.474	3.387
R2	3.421	3.421	3.380
R1	3.393	3.393	3.372	3.407
PP	3.340	3.340	3.340	3.347
S1	3.312	3.312	3.358	3.326
S2	3.259	3.259	3.350
S3	3.178	3.231	3.343
S4	3.097	3.150	3.320

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.943	3.870	3.484
R3	3.727	3.654	3.424
R2	3.511	3.511	3.405
R1	3.438	3.438	3.385	3.475
PP	3.295	3.295	3.295	3.313
S1	3.222	3.222	3.345	3.259
S2	3.079	3.079	3.325
S3	2.863	3.006	3.306
S4	2.647	2.790	3.246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.368	3.152	0.216	6.4%	0.080	2.4%	99%	True	False	15,447
10	3.368	3.126	0.242	7.2%	0.078	2.3%	99%	True	False	13,973
20	3.368	3.014	0.354	10.5%	0.068	2.0%	99%	True	False	12,883
40	3.368	2.760	0.608	18.1%	0.059	1.7%	100%	True	False	10,017
60	3.368	2.726	0.642	19.1%	0.056	1.7%	100%	True	False	8,872

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	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.712
2.618	3.580
1.618	3.499
1.000	3.449
0.618	3.418
HIGH	3.368
0.618	3.337
0.500	3.328
0.382	3.318
LOW	3.287
0.618	3.237
1.000	3.206
1.618	3.156
2.618	3.075
4.250	2.943

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	3.353	3.348
PP	3.340	3.330
S1	3.328	3.313

Download as Excel Spreadsheet

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

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