NYMEX Natural Gas Future January 2017

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	3.200	3.168	-0.032	-1.0%	3.315
High	3.234	3.231	-0.003	-0.1%	3.327
Low	3.166	3.161	-0.005	-0.2%	3.161
Close	3.190	3.202	0.012	0.4%	3.202
Range	0.068	0.070	0.002	2.9%	0.166
ATR	0.074	0.074	0.000	-0.4%	0.000
Volume	43,990	25,734	-18,256	-41.5%	169,970

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.408	3.375	3.241
R3	3.338	3.305	3.221
R2	3.268	3.268	3.215
R1	3.235	3.235	3.208	3.252
PP	3.198	3.198	3.198	3.206
S1	3.165	3.165	3.196	3.182
S2	3.128	3.128	3.189
S3	3.058	3.095	3.183
S4	2.988	3.025	3.164

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.728	3.631	3.293
R3	3.562	3.465	3.248
R2	3.396	3.396	3.232
R1	3.299	3.299	3.217	3.265
PP	3.230	3.230	3.230	3.213
S1	3.133	3.133	3.187	3.099
S2	3.064	3.064	3.172
S3	2.898	2.967	3.156
S4	2.732	2.801	3.111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.327	3.161	0.166	5.2%	0.066	2.1%	25%	False	True	33,994
10	3.443	3.161	0.282	8.8%	0.072	2.2%	15%	False	True	31,077
20	3.447	3.161	0.286	8.9%	0.073	2.3%	14%	False	True	25,852
40	3.496	3.161	0.335	10.5%	0.076	2.4%	12%	False	True	23,327
60	3.496	2.895	0.601	18.8%	0.071	2.2%	51%	False	False	22,609

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	0.015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.529
2.618	3.414
1.618	3.344
1.000	3.301
0.618	3.274
HIGH	3.231
0.618	3.204
0.500	3.196
0.382	3.188
LOW	3.161
0.618	3.118
1.000	3.091
1.618	3.048
2.618	2.978
4.250	2.864

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	3.200	3.207
PP	3.198	3.205
S1	3.196	3.204

Download as Excel Spreadsheet

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

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