NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 25-Jan-2016

Day Change Summary
	Previous	Current
	22-Jan-2016	25-Jan-2016	Change	Change %	Previous Week
Open	2.149	2.156	0.007	0.3%	2.055
High	2.168	2.175	0.007	0.3%	2.189
Low	2.112	2.081	-0.031	-1.5%	2.044
Close	2.139	2.158	0.019	0.9%	2.139
Range	0.056	0.094	0.038	67.9%	0.145
ATR	0.109	0.107	-0.001	-1.0%	0.000
Volume	92,561	59,778	-32,783	-35.4%	492,902

Daily Pivots for day following 25-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.420	2.383	2.210
R3	2.326	2.289	2.184
R2	2.232	2.232	2.175
R1	2.195	2.195	2.167	2.214
PP	2.138	2.138	2.138	2.147
S1	2.101	2.101	2.149	2.120
S2	2.044	2.044	2.141
S3	1.950	2.007	2.132
S4	1.856	1.913	2.106

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.559	2.494	2.219
R3	2.414	2.349	2.179
R2	2.269	2.269	2.166
R1	2.204	2.204	2.152	2.237
PP	2.124	2.124	2.124	2.140
S1	2.059	2.059	2.126	2.092
S2	1.979	1.979	2.112
S3	1.834	1.914	2.099
S4	1.689	1.769	2.059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.189	2.044	0.145	6.7%	0.093	4.3%	79%	False	False	110,536
10	2.480	2.044	0.436	20.2%	0.102	4.7%	26%	False	False	125,540
20	2.495	2.032	0.463	21.5%	0.113	5.2%	27%	False	False	137,484
40	2.495	1.802	0.693	32.1%	0.097	4.5%	51%	False	False	101,521
60	2.637	1.802	0.835	38.7%	0.095	4.4%	43%	False	False	75,655
80	2.920	1.802	1.118	51.8%	0.086	4.0%	32%	False	False	60,220
100	3.097	1.802	1.295	60.0%	0.080	3.7%	27%	False	False	49,915
120	3.282	1.802	1.480	68.6%	0.075	3.5%	24%	False	False	42,405

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.575
2.618	2.421
1.618	2.327
1.000	2.269
0.618	2.233
HIGH	2.175
0.618	2.139
0.500	2.128
0.382	2.117
LOW	2.081
0.618	2.023
1.000	1.987
1.618	1.929
2.618	1.835
4.250	1.682

Fisher Pivots for day following 25-Jan-2016
Pivot	1 day	3 day
R1	2.148	2.150
PP	2.138	2.142
S1	2.128	2.135

Download as Excel Spreadsheet

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

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