NYMEX Natural Gas Future January 2017

Trading Metrics calculated at close of trading on 23-Aug-2016

Day Change Summary
	Previous	Current
	22-Aug-2016	23-Aug-2016	Change	Change %	Previous Week
Open	3.159	3.148	-0.011	-0.3%	3.176
High	3.206	3.241	0.035	1.1%	3.259
Low	3.150	3.142	-0.008	-0.3%	3.144
Close	3.164	3.238	0.074	2.3%	3.154
Range	0.056	0.099	0.043	76.8%	0.115
ATR	0.070	0.072	0.002	3.0%	0.000
Volume	55,306	35,653	-19,653	-35.5%	119,596

Daily Pivots for day following 23-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.504	3.470	3.292
R3	3.405	3.371	3.265
R2	3.306	3.306	3.256
R1	3.272	3.272	3.247	3.289
PP	3.207	3.207	3.207	3.216
S1	3.173	3.173	3.229	3.190
S2	3.108	3.108	3.220
S3	3.009	3.074	3.211
S4	2.910	2.975	3.184

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.531	3.457	3.217
R3	3.416	3.342	3.186
R2	3.301	3.301	3.175
R1	3.227	3.227	3.165	3.207
PP	3.186	3.186	3.186	3.175
S1	3.112	3.112	3.143	3.092
S2	3.071	3.071	3.133
S3	2.956	2.997	3.122
S4	2.841	2.882	3.091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.259	3.142	0.117	3.6%	0.074	2.3%	82%	False	True	35,898
10	3.259	3.142	0.117	3.6%	0.066	2.0%	82%	False	True	31,619
20	3.447	3.142	0.305	9.4%	0.073	2.2%	31%	False	True	30,379
40	3.496	3.142	0.354	10.9%	0.076	2.3%	27%	False	True	25,195
60	3.496	3.081	0.415	12.8%	0.071	2.2%	38%	False	False	24,663

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.662
2.618	3.500
1.618	3.401
1.000	3.340
0.618	3.302
HIGH	3.241
0.618	3.203
0.500	3.192
0.382	3.180
LOW	3.142
0.618	3.081
1.000	3.043
1.618	2.982
2.618	2.883
4.250	2.721

Fisher Pivots for day following 23-Aug-2016
Pivot	1 day	3 day
R1	3.223	3.223
PP	3.207	3.208
S1	3.192	3.193

Download as Excel Spreadsheet

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

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