NYMEX Natural Gas Future December 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	3.063	3.031	-0.032	-1.0%	3.188
High	3.098	3.097	-0.001	0.0%	3.202
Low	3.028	3.022	-0.006	-0.2%	3.022
Close	3.051	3.064	0.013	0.4%	3.064
Range	0.070	0.075	0.005	7.1%	0.180
ATR	0.075	0.075	0.000	0.0%	0.000
Volume	32,339	19,955	-12,384	-38.3%	138,218

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.286	3.250	3.105
R3	3.211	3.175	3.085
R2	3.136	3.136	3.078
R1	3.100	3.100	3.071	3.118
PP	3.061	3.061	3.061	3.070
S1	3.025	3.025	3.057	3.043
S2	2.986	2.986	3.050
S3	2.911	2.950	3.043
S4	2.836	2.875	3.023

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.636	3.530	3.163
R3	3.456	3.350	3.114
R2	3.276	3.276	3.097
R1	3.170	3.170	3.081	3.133
PP	3.096	3.096	3.096	3.078
S1	2.990	2.990	3.048	2.953
S2	2.916	2.916	3.031
S3	2.736	2.810	3.015
S4	2.556	2.630	2.965

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.202	3.022	0.180	5.9%	0.070	2.3%	23%	False	True	27,643
10	3.325	3.022	0.303	9.9%	0.074	2.4%	14%	False	True	24,250
20	3.330	3.022	0.308	10.1%	0.074	2.4%	14%	False	True	19,094
40	3.368	3.022	0.346	11.3%	0.077	2.5%	12%	False	True	16,220
60	3.368	2.760	0.608	19.8%	0.071	2.3%	50%	False	False	14,075
80	3.368	2.760	0.608	19.8%	0.065	2.1%	50%	False	False	12,169

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 3 trading days

Fibonacci Retracements and Extensions
4.250	3.416
2.618	3.293
1.618	3.218
1.000	3.172
0.618	3.143
HIGH	3.097
0.618	3.068
0.500	3.060
0.382	3.051
LOW	3.022
0.618	2.976
1.000	2.947
1.618	2.901
2.618	2.826
4.250	2.703

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	3.063	3.071
PP	3.061	3.069
S1	3.060	3.066

Download as Excel Spreadsheet

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

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