NYMEX Natural Gas Future March 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	2.147	2.162	0.015	0.7%	2.091
High	2.172	2.171	-0.001	0.0%	2.199
Low	2.112	2.082	-0.030	-1.4%	2.080
Close	2.141	2.155	0.014	0.7%	2.141
Range	0.060	0.089	0.029	48.3%	0.119
ATR	0.102	0.101	-0.001	-0.9%	0.000
Volume	80,493	117,845	37,352	46.4%	360,313

Daily Pivots for day following 25-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.403	2.368	2.204
R3	2.314	2.279	2.179
R2	2.225	2.225	2.171
R1	2.190	2.190	2.163	2.163
PP	2.136	2.136	2.136	2.123
S1	2.101	2.101	2.147	2.074
S2	2.047	2.047	2.139
S3	1.958	2.012	2.131
S4	1.869	1.923	2.106

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.497	2.438	2.206
R3	2.378	2.319	2.174
R2	2.259	2.259	2.163
R1	2.200	2.200	2.152	2.230
PP	2.140	2.140	2.140	2.155
S1	2.081	2.081	2.130	2.111
S2	2.021	2.021	2.119
S3	1.902	1.962	2.108
S4	1.783	1.843	2.076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.199	2.080	0.119	5.5%	0.088	4.1%	63%	False	False	95,631
10	2.484	2.080	0.404	18.7%	0.098	4.6%	19%	False	False	90,194
20	2.493	2.080	0.413	19.2%	0.105	4.9%	18%	False	False	75,463
40	2.493	1.910	0.583	27.1%	0.090	4.2%	42%	False	False	64,086
60	2.631	1.910	0.721	33.5%	0.089	4.1%	34%	False	False	53,247
80	2.887	1.910	0.977	45.3%	0.082	3.8%	25%	False	False	45,555
100	3.062	1.910	1.152	53.5%	0.075	3.5%	21%	False	False	38,841
120	3.238	1.910	1.328	61.6%	0.071	3.3%	18%	False	False	33,662

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	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	2.549
2.618	2.404
1.618	2.315
1.000	2.260
0.618	2.226
HIGH	2.171
0.618	2.137
0.500	2.127
0.382	2.116
LOW	2.082
0.618	2.027
1.000	1.993
1.618	1.938
2.618	1.849
4.250	1.704

Fisher Pivots for day following 25-Jan-2016
Pivot	1 day	3 day
R1	2.146	2.149
PP	2.136	2.143
S1	2.127	2.137

Download as Excel Spreadsheet

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

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