NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	3.210	3.272	0.062	1.9%	3.296
High	3.264	3.301	0.037	1.1%	3.343
Low	3.207	3.187	-0.020	-0.6%	3.158
Close	3.251	3.198	-0.053	-1.6%	3.251
Range	0.057	0.114	0.057	100.0%	0.185
ATR	0.077	0.080	0.003	3.4%	0.000
Volume	11,116	13,016	1,900	17.1%	55,799

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.571	3.498	3.261
R3	3.457	3.384	3.229
R2	3.343	3.343	3.219
R1	3.270	3.270	3.208	3.250
PP	3.229	3.229	3.229	3.218
S1	3.156	3.156	3.188	3.136
S2	3.115	3.115	3.177
S3	3.001	3.042	3.167
S4	2.887	2.928	3.135

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.806	3.713	3.353
R3	3.621	3.528	3.302
R2	3.436	3.436	3.285
R1	3.343	3.343	3.268	3.297
PP	3.251	3.251	3.251	3.228
S1	3.158	3.158	3.234	3.112
S2	3.066	3.066	3.217
S3	2.881	2.973	3.200
S4	2.696	2.788	3.149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.343	3.158	0.185	5.8%	0.102	3.2%	22%	False	False	13,763
10	3.368	3.152	0.216	6.8%	0.091	2.8%	21%	False	False	14,605
20	3.368	3.081	0.287	9.0%	0.077	2.4%	41%	False	False	13,141
40	3.368	2.760	0.608	19.0%	0.067	2.1%	72%	False	False	10,961
60	3.368	2.747	0.621	19.4%	0.062	1.9%	73%	False	False	9,543

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.786
2.618	3.599
1.618	3.485
1.000	3.415
0.618	3.371
HIGH	3.301
0.618	3.257
0.500	3.244
0.382	3.231
LOW	3.187
0.618	3.117
1.000	3.073
1.618	3.003
2.618	2.889
4.250	2.703

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	3.244	3.237
PP	3.229	3.224
S1	3.213	3.211

Download as Excel Spreadsheet

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

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