NYMEX Natural Gas Future February 2017

Trading Metrics calculated at close of trading on 21-Sep-2016

Day Change Summary
	Previous	Current
	20-Sep-2016	21-Sep-2016	Change	Change %	Previous Week
Open	3.335	3.433	0.098	2.9%	3.269
High	3.431	3.456	0.025	0.7%	3.361
Low	3.335	3.407	0.072	2.2%	3.262
Close	3.413	3.445	0.032	0.9%	3.338
Range	0.096	0.049	-0.047	-49.0%	0.099
ATR	0.069	0.068	-0.001	-2.1%	0.000
Volume	14,695	15,290	595	4.0%	52,702

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.583	3.563	3.472
R3	3.534	3.514	3.458
R2	3.485	3.485	3.454
R1	3.465	3.465	3.449	3.475
PP	3.436	3.436	3.436	3.441
S1	3.416	3.416	3.441	3.426
S2	3.387	3.387	3.436
S3	3.338	3.367	3.432
S4	3.289	3.318	3.418

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.617	3.577	3.392
R3	3.518	3.478	3.365
R2	3.419	3.419	3.356
R1	3.379	3.379	3.347	3.399
PP	3.320	3.320	3.320	3.331
S1	3.280	3.280	3.329	3.300
S2	3.221	3.221	3.320
S3	3.122	3.181	3.311
S4	3.023	3.082	3.284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.456	3.265	0.191	5.5%	0.062	1.8%	94%	True	False	11,427
10	3.456	3.186	0.270	7.8%	0.067	1.9%	96%	True	False	11,721

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.664
2.618	3.584
1.618	3.535
1.000	3.505
0.618	3.486
HIGH	3.456
0.618	3.437
0.500	3.432
0.382	3.426
LOW	3.407
0.618	3.377
1.000	3.358
1.618	3.328
2.618	3.279
4.250	3.199

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	3.441	3.422
PP	3.436	3.399
S1	3.432	3.377

Download as Excel Spreadsheet

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

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