NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	3.339	3.404	0.065	1.9%	3.288
High	3.431	3.475	0.044	1.3%	3.375
Low	3.339	3.383	0.044	1.3%	3.258
Close	3.426	3.409	-0.017	-0.5%	3.309
Range	0.092	0.092	0.000	0.0%	0.117
ATR	0.065	0.067	0.002	2.9%	0.000
Volume	33,072	27,903	-5,169	-15.6%	108,447

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.698	3.646	3.460
R3	3.606	3.554	3.434
R2	3.514	3.514	3.426
R1	3.462	3.462	3.417	3.488
PP	3.422	3.422	3.422	3.436
S1	3.370	3.370	3.401	3.396
S2	3.330	3.330	3.392
S3	3.238	3.278	3.384
S4	3.146	3.186	3.358

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.665	3.604	3.373
R3	3.548	3.487	3.341
R2	3.431	3.431	3.330
R1	3.370	3.370	3.320	3.401
PP	3.314	3.314	3.314	3.329
S1	3.253	3.253	3.298	3.284
S2	3.197	3.197	3.288
S3	3.080	3.136	3.277
S4	2.963	3.019	3.245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.475	3.258	0.217	6.4%	0.081	2.4%	70%	True	False	21,517
10	3.475	3.212	0.263	7.7%	0.073	2.1%	75%	True	False	22,198
20	3.475	3.123	0.352	10.3%	0.066	1.9%	81%	True	False	24,112
40	3.475	2.895	0.580	17.0%	0.058	1.7%	89%	True	False	18,971

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0.014

Fibonacci Retracements and Extensions
4.250	3.866
2.618	3.716
1.618	3.624
1.000	3.567
0.618	3.532
HIGH	3.475
0.618	3.440
0.500	3.429
0.382	3.418
LOW	3.383
0.618	3.326
1.000	3.291
1.618	3.234
2.618	3.142
4.250	2.992

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	3.429	3.399
PP	3.422	3.390
S1	3.416	3.380

Download as Excel Spreadsheet

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

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